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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
FRAN
2851
DELISTED
Francesca's Holdings Corporation
FRAN
$522K ﹤0.01%
2,949
-558
-16% -$108K
PROV icon
2852
Provident Financial
PROV
$108M
$520K ﹤0.01%
35,796
+1,104
+3% +$15.9K
CSLT
2853
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$519K ﹤0.01%
+34,160
New +$555K
PLUG icon
2854
Plug Power
PLUG
$2.92B
$518K ﹤0.01%
110,666
-245
-0.2% -$1.25K
AVNW icon
2855
Aviat Networks
AVNW
$262M
$517K ﹤0.01%
67,313
-6,731
-9% -$51.8K
CAC icon
2856
Camden National
CAC
$924M
$516K ﹤0.01%
19,958
-564
-3% -$14.3K
CYOU
2857
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$516K ﹤0.01%
19,854
+1,103
+6% +$29.7K
REGI
2858
DELISTED
Renewable Energy Group, Inc.
REGI
$516K ﹤0.01%
45,010
+2,535
+6% +$28K
MIND icon
2859
MIND Technology
MIND
$50.4M
$515K ﹤0.01%
3,687
+332
+10% +$45.8K
VLGEA icon
2860
Village Super Market
VLGEA
$631M
$515K ﹤0.01%
21,808
+1,696
+8% +$41.1K
KKD
2861
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$515K ﹤0.01%
32,225
-205
-0.6% -$3.56K
ESGR
2862
DELISTED
Enstar Group
ESGR
$511K ﹤0.01%
3,387
+893
+36% +$123K
ISH
2863
DELISTED
INTL SHIPHOLDING CORP
ISH
$511K ﹤0.01%
22,309
+2,173
+11% +$54.9K
UTEK
2864
DELISTED
Ultratech Inc.
UTEK
$510K ﹤0.01%
22,994
-2,375
-9% -$59.6K
CTRE icon
2865
CareTrust REIT
CTRE
$10.2B
$507K ﹤0.01%
+25,630
New +$468K
GEOS icon
2866
Geospace Technologies
GEOS
$91.6M
$506K ﹤0.01%
9,178
-205
-2% -$11.5K
MFRM
2867
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$506K ﹤0.01%
10,606
+2,022
+24% +$93.5K
COHU icon
2868
Cohu
COHU
$2.39B
$504K ﹤0.01%
47,122
+295
+0.6% +$3.11K
CDW icon
2869
CDW
CDW
$17.1B
$502K ﹤0.01%
15,753
-17,118
-52% -$502K
MQT
2870
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$500K ﹤0.01%
39,070
+7,995
+26% +$103K
SFM icon
2871
Sprouts Farmers Market
SFM
$7.04B
$500K ﹤0.01%
15,294
+6,668
+77% +$208K
RGP icon
2872
Resources Connection
RGP
$129M
$497K ﹤0.01%
37,921
+10,588
+39% +$137K
RMTI icon
2873
Rockwell Medical
RMTI
$26.2M
$497K ﹤0.01%
377
-31
-8% -$37.3K
HTB
2874
HomeTrust Bancshares
HTB
$818M
$496K ﹤0.01%
31,422
+3,594
+13% +$55.5K
AEPI
2875
DELISTED
AEP Industries Inc
AEPI
$496K ﹤0.01%
14,231
+3,468
+32% +$123K
113 114
115
116 117

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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.