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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
MDGL icon
3376
Madrigal Pharmaceuticals
MDGL
$12.6B
– –
-741
Closed -$112K
MINT icon
3377
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
– –
-39,420
Closed -$4M
MITK icon
3378
Mitek Systems
MITK
$762M
– –
-13,605
Closed -$53K
MPX
3379
DELISTED
Marine Products Corp
MPX
– –
-11,290
Closed -$85K
MXL icon
3380
MaxLinear
MXL
$6.49B
– –
-13,893
Closed -$132K
NEAR icon
3381
iShares Short Maturity Bond ETF
NEAR
$4.8B
– –
-52,719
Closed -$2.65M
NGD
3382
DELISTED
New Gold Inc
NGD
– –
-246,914
Closed -$1.21M
NKSH icon
3383
National Bankshares
NKSH
$233M
– –
-5,724
Closed -$209K
NVEC icon
3384
NVE Corp
NVEC
$569M
– –
-3,674
Closed -$210K
OLED icon
3385
Universal Display
OLED
$3.71B
– –
-6,329
Closed -$202K
OMEX icon
3386
Odyssey Marine Exploration
OMEX
$40.4M
– –
-1,436
Closed -$39K
PBYI icon
3387
Puma Biotechnology
PBYI
$406M
– –
-2,118
Closed -$221K
PERI icon
3388
Perion Network
PERI
$367M
– –
-17,426
Closed -$578K
PSHG icon
3389
Performance Shipping
PSHG
$22.1M
– –
0
– -$331K
PSTV icon
3390
Plus Therapeutics
PSTV
$26.4M
– –
0
– -$29K
RDI icon
3391
Reading International Class A
RDI
$32.9M
– –
-21,033
Closed -$154K
RDNT icon
3392
RadNet
RDNT
$4.84B
– –
-12,044
Closed -$34K
RELL icon
3393
Richardson Electronics
RELL
$261M
– –
-20,450
Closed -$220K
SLRC icon
3394
SLR Investment Corp
SLRC
$706M
– –
-25,607
Closed -$558K
SOL
3395
DELISTED
Emeren Group
SOL
– –
-10,008
Closed -$161K
STPZ icon
3396
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$511M
– –
-199,573
Closed -$10.6M
UEC icon
3397
Uranium Energy
UEC
$4.71B
– –
-14,948
Closed -$20K
USMV icon
3398
iShares MSCI USA Min Vol Factor ETF
USMV
$23.2B
– –
-268,209
Closed -$9.67M
UUP icon
3399
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
– –
-178,075
Closed -$3.82M
VERU icon
3400
Veru
VERU
$36.1M
– –
-1,211
Closed -$94K
134 135
136
137 138

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MCM
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PSUF
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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.