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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
KWK
2576
DELISTED
QUICKSILVER RESOURCES INC
KWK
$805K ﹤0.01%
301,316
-4,672
-2% -$12.7K
ARX
2577
DELISTED
Aeroflex Holding Corp (DE)
ARX
$805K ﹤0.01%
76,678
-676
-0.9% -$6.24K
GIFI
2578
DELISTED
Gulf Island Fabrication
GIFI
$803K ﹤0.01%
37,317
-1,155
-3% -$24K
CDI
2579
DELISTED
CDI Corp.
CDI
$803K ﹤0.01%
55,741
-3,637
-6% -$54.7K
GLPW
2580
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$803K ﹤0.01%
49,684
-1,663
-3% -$28.8K
AP icon
2581
Ampco-Pittsburgh
AP
$167M
$800K ﹤0.01%
34,863
-980
-3% -$20.6K
DNKN
2582
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$799K ﹤0.01%
17,445
-7,963
-31% -$366K
CPF icon
2583
Central Pacific Financial
CPF
$997M
$798K ﹤0.01%
40,192
-3,934
-9% -$75.7K
IPGP icon
2584
IPG Photonics
IPGP
$3.89B
$797K ﹤0.01%
11,582
-452
-4% -$30.5K
MVC
2585
DELISTED
MVC Capital, Inc.
MVC
$797K ﹤0.01%
61,526
+13,033
+27% +$168K
ACWI icon
2586
iShares MSCI ACWI ETF
ACWI
$32.6B
$796K ﹤0.01%
13,210
-323
-2% -$19.2K
NWPX icon
2587
NWPX Infrastructure Inc
NWPX
$1.25B
$795K ﹤0.01%
19,700
+1,051
+6% +$38.2K
BK.PRC
2588
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$794K ﹤0.01%
33,909
-702
-2% -$16.2K
HT
2589
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$793K ﹤0.01%
29,563
+4,323
+17% +$106K
PSUN
2590
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$793K ﹤0.01%
333,294
+27,168
+9% +$72.8K
IRWD icon
2591
Ironwood Pharmaceuticals
IRWD
$611M
$792K ﹤0.01%
61,705
+32,216
+109% +$350K
UGP icon
2592
Ultrapar
UGP
$6.87B
$792K ﹤0.01%
67,086
+262
+0.4% +$3.23K
CZZ
2593
DELISTED
Cosan Limited
CZZ
$792K ﹤0.01%
58,377
+16,071
+38% +$205K
BCS.PR.CL
2594
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$790K ﹤0.01%
31,148
-728
-2% -$18.5K
MDRX
2595
DELISTED
Veradigm Inc. Common Stock
MDRX
$789K ﹤0.01%
49,176
+407
+0.8% +$6.35K
ENSG icon
2596
The Ensign Group
ENSG
$10.1B
$788K ﹤0.01%
54,185
-52,677
-49% -$629K
ACTG icon
2597
Acacia Research
ACTG
$450M
$787K ﹤0.01%
44,318
+1,515
+4% +$24.5K
ARII
2598
DELISTED
American Railcar Industries, Inc.
ARII
$787K ﹤0.01%
11,620
-481
-4% -$31K
CKEC
2599
DELISTED
Carmike Cinemas Inc
CKEC
$787K ﹤0.01%
22,391
-7,796
-26% -$253K
IMAX icon
2600
IMAX
IMAX
$2.38B
$786K ﹤0.01%
27,584
-34,471
-56% -$920K
102 103
104
105 106

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.