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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
FRP
2701
DELISTED
Fairpoint Communications, Inc.
FRP
$672K ﹤0.01%
48,098
-6,468
-12% -$90.4K
FTNT icon
2702
Fortinet
FTNT
$112B
$670K ﹤0.01%
133,230
-44,175
-25% -$198K
HTR
2703
DELISTED
Brookfield Total Return Fund Inc
HTR
$669K ﹤0.01%
+26,581
New +$654K
AVG
2704
DELISTED
AVG Technologies N.V.
AVG
$668K ﹤0.01%
33,202
-269
-0.8% -$5.3K
FIVE icon
2705
Five Below
FIVE
$11.2B
$666K ﹤0.01%
16,678
+9,049
+119% +$345K
EVF
2706
Eaton Vance Senior Income Trust
EVF
$90.3M
$665K ﹤0.01%
97,667
+7,876
+9% +$53.6K
WNEB icon
2707
Western New England Bancorp
WNEB
$287M
$665K ﹤0.01%
89,150
-128
-0.1% -$920
ZLTQ
2708
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$665K ﹤0.01%
43,784
+11,969
+38% +$205K
CSII
2709
DELISTED
Cardiovascular Systems, Inc.
CSII
$664K ﹤0.01%
21,318
-640
-3% -$18.5K
PSTB
2710
DELISTED
Park Sterling Corp.
PSTB
$664K ﹤0.01%
100,705
+7,667
+8% +$50.4K
CLDT
2711
Chatham Lodging
CLDT
$630M
$663K ﹤0.01%
30,280
+5,427
+22% +$118K
CRUS icon
2712
Cirrus Logic
CRUS
$6.74B
$663K ﹤0.01%
29,175
+2,938
+11% +$64.3K
AOSL icon
2713
Alpha and Omega Semiconductor
AOSL
$923M
$658K ﹤0.01%
71,026
+1,497
+2% +$11.9K
INVA icon
2714
Innoviva
INVA
$1.58B
$658K ﹤0.01%
22,084
+3,468
+19% +$83.2K
RATE
2715
DELISTED
Bankrate Inc
RATE
$657K ﹤0.01%
37,462
+22,703
+154% +$372K
ONTO icon
2716
Onto Innovation
ONTO
$13.6B
$656K ﹤0.01%
35,922
+3,906
+12% +$66.1K
PRFT
2717
DELISTED
Perficient Inc
PRFT
$656K ﹤0.01%
33,684
-1,198
-3% -$21.7K
LDR
2718
DELISTED
Landauer Inc
LDR
$656K ﹤0.01%
15,629
-7,881
-34% -$354K
DHX icon
2719
DHI Group
DHX
$166M
$655K ﹤0.01%
86,007
+2,534
+3% +$18K
CHDX
2720
DELISTED
CHINDEX INTL INC
CHDX
$651K ﹤0.01%
27,465
+14,540
+112% +$335K
BMI icon
2721
Badger Meter
BMI
$3.66B
$649K ﹤0.01%
24,656
-642
-3% -$16.4K
GSF.CL
2722
DELISTED
GOLDMAN SACHS GROUP INC 6.125% NTS DUE 2060
GSF.CL
$649K ﹤0.01%
25,000
-531
-2% -$13.6K
TRK
2723
DELISTED
Speedway Motorsports, Inc.
TRK
$648K ﹤0.01%
35,520
+409
+1% +$7.42K
BIN
2724
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$648K ﹤0.01%
25,236
+691
+3% +$17.5K
BIRT
2725
DELISTED
Actuate Corp
BIRT
$648K ﹤0.01%
135,800
+14,257
+12% +$69.6K
107 108
109
110 111

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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.