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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
(+5.3%)
Cap. Flow
+$315M
Cap. Flow
% of AUM
0.71%
Top 10 Holdings %
Top 10 Hldgs %
11.99%
Holding
3,994
New
152
Increased
2,134
Reduced
1,420
Closed
264
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$152M |
| 2 |
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
|
+$35.4M |
| 3 |
iShares Core S&P 500 ETF
IVV
|
+$33.6M |
| 4 |
First Trust Utilities AlphaDEX Fund
FXU
|
+$29.2M |
| 5 |
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
|
+$28.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$76M |
| 2 |
iShares Russell 2000 Growth ETF
IWO
|
+$41.4M |
| 3 |
Vanguard Total Bond Market
BND
|
+$30.8M |
| 4 |
Bank of America
BAC
|
+$24.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
MEAS
2426
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
| $1M | ﹤0.01% |
11,645
-492
| -4% | -$34K |
|
2427
EXL Service
EXLS
$4.36B
| $1M | ﹤0.01% |
170,005
+10,990
| +7% | +$63.5K |
|
2428
Forum Energy Technologies
FET
$640M
| $1M | ﹤0.01% |
1,374
+419
| +44% | +$273K |
|
2429
St. Joe Company
JOE
$3.56B
| $1M | ﹤0.01% |
39,363
+10,287
| +35% | +$221K |
|
|
FSYS
2430
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
| $1M | ﹤0.01% |
89,781
+7,019
| +8% | +$72.9K |
|
|
NXGN
2431
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $999K | ﹤0.01% |
62,218
+3,930
| +7% | +$62.2K |
|
2432
Westamerica Bancorp
WABC
$1.38B
| $998K | ﹤0.01% |
19,087
+2,136
| +13% | +$109K |
|
|
LHCG
2433
DELISTED
LHC Group LLC
LHCG
| $997K | ﹤0.01% |
46,671
+228
| +0.5% | +$4.76K |
|
2434
Civeo
CVEO
$377M
| $995K | ﹤0.01% |
+3,314
| New | +$991K |
|
|
WFC.PRJ.CL
2435
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
| $993K | ﹤0.01% |
33,406
-788
| -2% | -$23.2K |
|
|
RDEN
2436
DELISTED
ELIZABETH ARDEN INC
RDEN
| $992K | ﹤0.01% |
46,295
-29,813
| -39% | -$858K |
|
|
AIQ
2437
DELISTED
Alliance Healthcare Services
AIQ
| $991K | ﹤0.01% |
36,705
-1,310
| -3% | -$38.7K |
|
|
CLUB
2438
DELISTED
Town Sports International Holdings, Inc.
CLUB
| $990K | ﹤0.01% |
148,802
-8,458
| -5% | -$57.6K |
|
|
OMN
2439
DELISTED
OMNOVA Solutions Inc.
OMN
| $990K | ﹤0.01% |
108,862
+1,613
| +2% | +$15.2K |
|
2440
Tootsie Roll Industries
TR
$2.9B
| $989K | ﹤0.01% |
47,883
-2,354
| -5% | -$47.4K |
|
|
HVB
2441
DELISTED
HUDSON VY HLDG CORP
HVB
| $987K | ﹤0.01% |
54,707
+920
| +2% | +$16.8K |
|
2442
Crawford & Co Class B
CRD.B
$496M
| $983K | ﹤0.01% |
97,513
+3,174
| +3% | +$33.3K |
|
2443
Information Services Group
III
$192M
| $983K | ﹤0.01% |
204,426
+33,257
| +19% | +$164K |
|
2444
Hilton Worldwide
HLT
$75.3B
| $982K | ﹤0.01% |
14,044
-6,676
| -32% | -$444K |
|
|
CONN
2445
DELISTED
Conn's Inc.
CONN
| $978K | ﹤0.01% |
19,796
-2,516
| -11% | -$111K |
|
|
TAST
2446
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $977K | ﹤0.01% |
137,262
+61,965
| +82% | +$429K |
|
2447
Ennis
EBF
$550M
| $969K | ﹤0.01% |
63,528
-1,113
| -2% | -$17.1K |
|
2448
Credit Acceptance
CACC
$5.78B
| $964K | ﹤0.01% |
7,834
-397
| -5% | -$52.4K |
|
|
DWSN
2449
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
| $964K | ﹤0.01% |
33,640
-1,993
| -6% | -$55.7K |
|
|
IO
2450
DELISTED
ION Geophysical Corporation
IO
| $961K | ﹤0.01% |
15,175
-765
| -5% | -$48.2K |
|
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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.