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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
CATO icon
1851
Cato Corp
CATO
$67.3M
$2.05M ﹤0.01%
66,419
-4,341
-6% -$126K
MTSC
1852
DELISTED
MTS Systems Corp
MTSC
$2.05M ﹤0.01%
30,285
-127
-0.4% -$8.47K
DXCM icon
1853
DexCom
DXCM
$29B
$2.05M ﹤0.01%
206,684
+14,432
+8% +$128K
ONB icon
1854
Old National Bancorp
ONB
$10.2B
$2.05M ﹤0.01%
143,443
+965
+0.7% +$13.6K
MDCO
1855
DELISTED
Medicines Co
MDCO
$2.05M ﹤0.01%
70,445
-4,471
-6% -$119K
MATX icon
1856
Matsons
MATX
$6.11B
$2.05M ﹤0.01%
76,244
+2,872
+4% +$70K
CVA
1857
DELISTED
Covanta Holding Corporation
CVA
$2.04M ﹤0.01%
99,125
+17,360
+21% +$328K
USG
1858
DELISTED
Usg
USG
$2.04M ﹤0.01%
67,699
+17,169
+34% +$525K
FRED
1859
DELISTED
Fred's Inc
FRED
$2.03M ﹤0.01%
132,953
+840
+0.6% +$14.1K
RUSHA icon
1860
Rush Enterprises Class A
RUSHA
$6B
$2.03M ﹤0.01%
131,670
-15,035
-10% -$222K
GDP
1861
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$2.03M ﹤0.01%
73,505
+10,436
+17% +$261K
LYG.PRA
1862
DELISTED
LLOYDS BANKING GROUP PLC 7.75% INCM NTS (PINES)7/15/2050
LYG.PRA
$2.02M ﹤0.01%
76,062
-1,581
-2% -$42.4K
SWC
1863
DELISTED
Stillwater Mining Co
SWC
$2.02M ﹤0.01%
115,080
-3,167
-3% -$51.5K
HIBB
1864
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.02M ﹤0.01%
37,299
-1,945
-5% -$105K
MTG icon
1865
MGIC Investment
MTG
$6.48B
$2.02M ﹤0.01%
218,326
+12,349
+6% +$107K
BGS icon
1866
B&G Foods
BGS
$300M
$2.02M ﹤0.01%
61,673
-5,949
-9% -$195K
ELUX
1867
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$2.01M ﹤0.01%
39,752
+2,086
+6% +$106K
FMER
1868
DELISTED
FIRSTMERIT CORP
FMER
$2.01M ﹤0.01%
101,809
-28,916
-22% -$566K
GOV
1869
DELISTED
Government Properties Income Trust
GOV
$2.01M ﹤0.01%
79,031
+5,831
+8% +$148K
PRGS icon
1870
Progress Software
PRGS
$1.66B
$2M ﹤0.01%
83,401
+5,374
+7% +$117K
CDR
1871
DELISTED
Cedar Realty Trust, Inc
CDR
$2M ﹤0.01%
48,499
+45
+0.1% +$1.82K
MFL
1872
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$2M ﹤0.01%
143,770
+14,471
+11% +$199K
GNRC icon
1873
Generac Holdings
GNRC
$11.4B
$2M ﹤0.01%
40,936
+15,815
+63% +$832K
EXTR icon
1874
Extreme Networks
EXTR
$3.88B
$1.99M ﹤0.01%
448,755
+105,648
+31% +$498K
WIT icon
1875
Wipro
WIT
$19.2B
$1.99M ﹤0.01%
890,347
-32,538
-4% -$73.2K
73 74
75
76 77

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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.