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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
KBAL
1976
DELISTED
Kimball International
KBAL
$1.76M ﹤0.01%
134,779
+4,517
+3% +$59.4K
MGAM
1977
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
$1.76M ﹤0.01%
59,334
-4,955
-8% -$141K
KAI icon
1978
Kadant
KAI
$3.75B
$1.76M ﹤0.01%
45,713
-1,192
-3% -$44.1K
THRM icon
1979
Gentherm
THRM
$1.29B
$1.75M ﹤0.01%
39,428
+4,484
+13% +$176K
AKO.B icon
1980
Embotelladora Andina Series B
AKO.B
$4.67B
$1.75M ﹤0.01%
77,401
+2,499
+3% +$59.4K
GMK
1981
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$1.75M ﹤0.01%
36,623
+25
+0.1% +$986
PLCE icon
1982
Children's Place
PLCE
$54.5M
$1.75M ﹤0.01%
35,158
-86
-0.2% -$4.17K
ALEX
1983
DELISTED
Alexander & Baldwin
ALEX
$1.74M ﹤0.01%
42,074
+2,785
+7% +$110K
EVR icon
1984
Evercore
EVR
$13.1B
$1.74M ﹤0.01%
30,264
-287
-0.9% -$15.7K
VISN
1985
Vistance Networks Inc
VISN
$2.61B
$1.74M ﹤0.01%
75,363
+3,508
+5% +$87.5K
WSFS icon
1986
WSFS Financial
WSFS
$4.2B
$1.74M ﹤0.01%
70,995
-552
-0.8% -$12.8K
BSV icon
1987
Vanguard Short-Term Bond ETF
BSV
$44.7B
$1.74M ﹤0.01%
21,603
+6,109
+39% +$490K
MSM icon
1988
MSC Industrial Direct
MSM
$6.98B
$1.73M ﹤0.01%
18,131
+657
+4% +$59.7K
ERF
1989
DELISTED
Enerplus Corporation
ERF
$1.73M ﹤0.01%
69,326
-2,261
-3% -$50K
SHLM
1990
DELISTED
Schulman (A.) Inc
SHLM
$1.73M ﹤0.01%
44,751
+11,694
+35% +$421K
SXI icon
1991
Standex International
SXI
$3.58B
$1.73M ﹤0.01%
23,245
-3,822
-14% -$262K
CENTA icon
1992
Central Garden & Pet Co Class A
CENTA
$2.46B
$1.73M ﹤0.01%
234,899
-13,434
-5% -$89.9K
RFP
1993
DELISTED
Resolute Forest Products Inc.
RFP
$1.73M ﹤0.01%
103,023
-13,965
-12% -$231K
GAME
1994
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$1.73M ﹤0.01%
259,727
+33,589
+15% +$224K
PTP
1995
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
$1.72M ﹤0.01%
26,584
+967
+4% +$60.8K
WPM icon
1996
Wheaton Precious Metals
WPM
$49.9B
$1.72M ﹤0.01%
65,567
-24,463
-27% -$548K
BHK icon
1997
BlackRock Core Bond Trust
BHK
$646M
$1.72M ﹤0.01%
123,241
+41,356
+51% +$563K
OKSB
1998
DELISTED
Southwest Bancorp Inc/OK
OKSB
$1.72M ﹤0.01%
100,808
-9,455
-9% -$161K
GEF icon
1999
Greif
GEF
$4.71B
$1.72M ﹤0.01%
31,506
+1,747
+6% +$94.1K
TI
2000
DELISTED
Telecom Italia
TI
$1.72M ﹤0.01%
136,233
+25,201
+23% +$311K
78 79
80
81 82

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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
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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.