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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.17%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$44.4B
AUM Growth
+$2.24B
Cap. Flow
+$315M
Cap. Flow %
0.71%
Top 10 Hldgs %
11.99%
Holding
3,994
New
152
Increased
2,134
Reduced
1,420
Closed
264

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$152M
2
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
+$35.4M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$33.6M
4
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$29.2M
5
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$28.5M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$76M
2
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$41.4M
3
BND icon
Vanguard Total Bond Market
BND
+$30.8M
4
BAC icon
Bank of America
BAC
+$24.6M
5
EBAY icon
eBay
EBAY
+$20.9M

Sector Composition

Rank Sector Weight
1 Financials 13.86%
2 Technology 12.49%
3 Healthcare 11.58%
4 Energy 9.78%
5 Industrials 9.58%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MATW icon
1426
Matthews International
MATW
$878M
$3.33M 0.01%
80,182
+222
+0.3% +$9.07K
TRS icon
1427
TriMas Corp
TRS
$1.45B
$3.33M 0.01%
109,641
+4,658
+4% +$130K
ACH
1428
Accendra Health
ACH
$247M
$3.32M 0.01%
97,774
-4,760
-5% -$163K
VECO icon
1429
Veeco
VECO
$2.96B
$3.32M 0.01%
89,118
+6,948
+8% +$248K
WTFC icon
1430
Wintrust Financial
WTFC
$10.7B
$3.32M 0.01%
72,100
+13,944
+24% +$632K
MLKN icon
1431
MillerKnoll
MLKN
$1.54B
$3.31M 0.01%
109,455
-1,569
-1% -$48.6K
UEIC icon
1432
Universal Electronics
UEIC
$57.6M
$3.31M 0.01%
67,666
+107
+0.2% +$4.42K
ACIW icon
1433
ACI Worldwide
ACIW
$5.88B
$3.31M 0.01%
177,657
-6,957
-4% -$130K
IEV icon
1434
iShares Europe ETF
IEV
$1.64B
$3.3M 0.01%
+67,939
New +$3.35M
TS icon
1435
Tenaris
TS
$28.5B
$3.3M 0.01%
69,975
+5,073
+8% +$228K
IPHS
1436
DELISTED
Innophos Holdings, Inc.
IPHS
$3.3M 0.01%
57,244
+302
+0.5% +$16.5K
FELE icon
1437
Franklin Electric
FELE
$4.66B
$3.29M 0.01%
81,683
-7,335
-8% -$291K
WCN
1438
Waste Connections
WCN
$42.7B
$3.29M 0.01%
101,703
+3,649
+4% +$110K
EVC icon
1439
Entravision Communication
EVC
$1.02B
$3.29M 0.01%
528,846
-11,040
-2% -$61.4K
BRS
1440
DELISTED
Bristow Group, Inc.
BRS
$3.29M 0.01%
40,762
-1,880
-4% -$143K
BWLD
1441
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$3.28M 0.01%
19,812
-4,138
-17% -$608K
NSIT icon
1442
Insight Enterprises
NSIT
$3.71B
$3.28M 0.01%
106,685
+7,319
+7% +$202K
KYO
1443
DELISTED
Kyocera Adr
KYO
$3.28M 0.01%
68,866
+11,013
+19% +$505K
MT icon
1444
ArcelorMittal
MT
$50.9B
$3.27M 0.01%
95,826
+7,669
+9% +$276K
MW
1445
DELISTED
THE MENS WAREHOUSE INC
MW
$3.27M 0.01%
58,618
+1,814
+3% +$92.1K
CORE
1446
DELISTED
Core Mark Holding Co., Inc.
CORE
$3.27M 0.01%
143,220
-12,492
-8% -$255K
MTRX icon
1447
Matrix Service
MTRX
$347M
$3.27M 0.01%
99,640
+6,000
+6% +$198K
RYN icon
1448
Rayonier
RYN
$6.52B
$3.27M 0.01%
101,257
-33,228
-25% -$1.04M
GBCI icon
1449
Glacier Bancorp
GBCI
$6.38B
$3.26M 0.01%
114,818
-16,797
-13% -$453K
SBNY
1450
DELISTED
Signature Bank
SBNY
$3.26M 0.01%
25,829
+4,260
+20% +$512K
56 57
58
59 60

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q2 2014 Portfolio in Review

As of Q2 2014, Parametric Portfolio Associates held 3,994 positions worth $44.4B, up 5.3% from $42.2B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q2 2014 filing shows 152 new, 2,134 increased, 1,420 reduced and 264 closed positions. Its largest new stake was First Trust Utilities AlphaDEX Fund: 1,276,596 shares worth $30.4M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $76M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q2 2014 buy was First Trust Utilities AlphaDEX Fund: 1,276,596 shares worth $30.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q2 2014, an estimated $152M increase.
  • Parametric Portfolio Associates's biggest Q2 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $76M.
  • Parametric Portfolio Associates fully exited BEAM INC COM STK (DE) in Q2 2014, selling an estimated $15.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $44.4B portfolio in Q2 2014.
  • Parametric Portfolio Associates opened 152 new positions and closed 264 in Q2 2014.
  • Parametric Portfolio Associates's portfolio value rose 5.3% quarter-over-quarter to $44.4B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2014, filed 12 Aug 2014.