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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
SPSC icon
2451
SPS Commerce
SPSC
$2.42B
$960K ﹤0.01%
30,388
-3,566
-11% -$99.7K
STMP
2452
DELISTED
Stamps.com, Inc.
STMP
$960K ﹤0.01%
28,501
+14,134
+98% +$460K
ATRO icon
2453
Astronics
ATRO
$3.42B
$959K ﹤0.01%
37,203
+1,168
+3% +$30.3K
SSNC icon
2454
SS&C Technologies
SSNC
$18.2B
$958K ﹤0.01%
43,336
-26,606
-38% -$551K
FBR
2455
DELISTED
Fibria Celulose Sa
FBR
$958K ﹤0.01%
98,592
-3,263
-3% -$33K
MHGC
2456
DELISTED
Morgans Hotel Group Co.
MHGC
$956K ﹤0.01%
120,496
+183
+0.2% +$1.42K
CRVL icon
2457
CorVel
CRVL
$3.13B
$955K ﹤0.01%
63,426
-978
-2% -$15.2K
ADAM
2458
Adamas Trust
ADAM
$790M
$955K ﹤0.01%
30,560
+10,693
+54% +$330K
AXAS
2459
DELISTED
Abraxas Petroleum Corp
AXAS
$955K ﹤0.01%
7,628
+189
+3% +$19.3K
SIGM
2460
DELISTED
Sigma Designs Inc
SIGM
$955K ﹤0.01%
208,580
-5,627
-3% -$22.6K
IRE
2461
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$955K ﹤0.01%
68,712
+9,741
+17% +$158K
COBZ
2462
DELISTED
CoBiz Financial,Inc
COBZ
$955K ﹤0.01%
88,637
-682
-0.8% -$7.21K
SEB icon
2463
Seaboard Corp
SEB
$4.4B
$954K ﹤0.01%
316
-36
-10% -$96.3K
IVC
2464
DELISTED
Invacare Corporation
IVC
$943K ﹤0.01%
51,318
-5,021
-9% -$85.3K
EZPW icon
2465
Ezcorp Inc
EZPW
$1.85B
$941K ﹤0.01%
81,511
+4,696
+6% +$53.7K
TRMK icon
2466
Trustmark
TRMK
$2.72B
$940K ﹤0.01%
38,056
+5,562
+17% +$133K
FBC
2467
DELISTED
Flagstar Bancorp, Inc. New
FBC
$939K ﹤0.01%
51,905
-527
-1% -$9.63K
MSEX icon
2468
Middlesex Water
MSEX
$1.04B
$937K ﹤0.01%
44,227
-1,992
-4% -$41.1K
PLOW icon
2469
Douglas Dynamics
PLOW
$1.04B
$930K ﹤0.01%
52,787
+386
+0.7% +$6.7K
PGH
2470
DELISTED
Pengrowth Energy Corporation
PGH
$929K ﹤0.01%
129,404
+8,762
+7% +$57.2K
SRDX
2471
DELISTED
Surmodics
SRDX
$925K ﹤0.01%
43,185
+350
+0.8% +$7.5K
FARO
2472
DELISTED
Faro Technologies
FARO
$923K ﹤0.01%
18,798
+146
+0.8% +$6.68K
WERN icon
2473
Werner Enterprises
WERN
$2.43B
$923K ﹤0.01%
34,803
-42,675
-55% -$1.11M
CHDN icon
2474
Churchill Downs
CHDN
$6.17B
$922K ﹤0.01%
61,392
+5,316
+9% +$77.6K
RGR icon
2475
Sturm, Ruger & Co
RGR
$617M
$922K ﹤0.01%
15,623
+3,231
+26% +$202K
97 98
99
100 101

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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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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.