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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
WT icon
3401
WisdomTree
WT
$2.97B
– –
-38,709
Closed -$508K
XIN
3402
DELISTED
Xinyuan Real Estate
XIN
– –
-1,149
Closed -$58K
XOMA
3403
DELISTED
Xoma
XOMA
– –
-518
Closed -$54K
OMCC
3404
DELISTED
Old Market Capital Corp
OMCC
– –
-12,145
Closed -$191K
ENZ
3405
DELISTED
Enzo Biochem, Inc.
ENZ
– –
-13,542
Closed -$56K
IVAC
3406
DELISTED
Intevac Inc
IVAC
– –
-13,046
Closed -$127K
BCOV
3407
DELISTED
Brightcove, Inc.
BCOV
– –
-15,080
Closed -$148K
FAM
3408
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
– –
-21,999
Closed -$307K
EGIO
3409
DELISTED
Edgio, Inc. Common Stock
EGIO
– –
-425
Closed -$37K
BIOL
3410
DELISTED
Biolase, Inc.
BIOL
– –
-3
Closed -$82K
CAMP
3411
DELISTED
CalAmp Corp.
CAMP
– –
-694
Closed -$445K
BKCC
3412
DELISTED
BlackRock Capital Investment Corporation
BKCC
– –
-15,913
Closed -$146K
SALM
3413
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
– –
-10,698
Closed -$107K
ONCT
3414
DELISTED
Oncternal Therapeutics, Inc. Common Stock
ONCT
– –
-20
Closed -$43K
PCTI
3415
DELISTED
PCTEL, Inc. Common Stock
PCTI
– –
-14,059
Closed -$123K
AVID
3416
DELISTED
Avid Technology Inc
AVID
– –
-19,168
Closed -$117K
PRTK
3417
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
– –
-1,225
Closed -$45K
NKG
3418
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
– –
-22,814
Closed -$266K
FCRD
3419
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
– –
-13,015
Closed -$180K
NPTN
3420
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-21,494
Closed -$170K
WMC
3421
DELISTED
Western Asset Mortgage Capital Corporation
WMC
– –
-1,305
Closed -$204K
SFUN
3422
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-701
Closed -$479K
ARNA
3423
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-2,447
Closed -$154K
GSS
3424
DELISTED
Golden Star Resources Ltd.
GSS
– –
-6,261
Closed -$19K
NXR
3425
DELISTED
NUVEEN ELECT TAX-FREE INC 3
NXR
– –
-21,566
Closed -$295K
135 136
137
138 139

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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.