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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
+2.05%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$42.2B
AUM Growth
+$894M
Cap. Flow
+$560M
Cap. Flow %
1.33%
Top 10 Hldgs %
11.48%
Holding
3,980
New
145
Increased
2,196
Reduced
1,457
Closed
138

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$198M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$80.4M
3
VZ icon
Verizon
VZ
+$40.3M
4
META icon
Meta Platforms (Facebook)
META
+$25.6M
5
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$21.9M

Top Sells

Rank Stock Value
1
IWD icon
iShares Russell 1000 Value ETF
IWD
+$201M
2
VGK icon
Vanguard FTSE Europe ETF
VGK
+$102M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$56.7M
4
LIFE
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
+$26.4M
5
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$24.4M

Sector Composition

Rank Sector Weight
1 Financials 14.34%
2 Technology 12.3%
3 Healthcare 11.78%
4 Industrials 9.65%
5 Energy 9.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALX
2551
Alexander's
ALX
$1.3B
$806K ﹤0.01%
2,233
-109
-5% -$37.9K
OTTR icon
2552
Otter Tail
OTTR
$3.71B
$806K ﹤0.01%
26,165
-1,023
-4% -$30.2K
BCS.PR.CL
2553
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$806K ﹤0.01%
31,876
+1,021
+3% +$25.5K
TREX icon
2554
Trex
TREX
$4.51B
$805K ﹤0.01%
88,064
+3,008
+4% +$26.9K
UGP icon
2555
Ultrapar
UGP
$6.95B
$805K ﹤0.01%
66,824
-16,120
-19% -$179K
KWK
2556
DELISTED
QUICKSILVER RESOURCES INC
KWK
$805K ﹤0.01%
305,988
+146,046
+91% +$446K
WPZ
2557
DELISTED
Williams Partners L.P.
WPZ
$803K ﹤0.01%
14,801
+4,460
+43% +$236K
BCS.PRA.CL
2558
DELISTED
Barclays Bank Plc Series 3
BCS.PRA.CL
$803K ﹤0.01%
31,281
+984
+3% +$25K
GWRE icon
2559
Guidewire Software
GWRE
$12.6B
$802K ﹤0.01%
16,352
-1,198
-7% -$60.1K
COHR icon
2560
Coherent
COHR
$51.4B
$801K ﹤0.01%
51,937
+2,366
+5% +$38.1K
NQS
2561
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$799K ﹤0.01%
60,359
+19,609
+48% +$259K
GIC icon
2562
Global Industrial
GIC
$1.37B
$797K ﹤0.01%
53,481
-462
-0.9% -$5.58K
EXXI
2563
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$797K ﹤0.01%
33,794
+2,752
+9% +$64.7K
LPX icon
2564
Louisiana-Pacific
LPX
$5.06B
$793K ﹤0.01%
47,035
-31,366
-40% -$550K
KOG
2565
DELISTED
KODIAK OIL & GAS CORP
KOG
$791K ﹤0.01%
65,162
-1,301
-2% -$14.7K
JMBA
2566
DELISTED
Jamba, Inc.
JMBA
$791K ﹤0.01%
65,956
+9,796
+17% +$122K
UBNK
2567
DELISTED
UNITIED FINANCIAL BANCORP INC
UBNK
$789K ﹤0.01%
42,901
+13
+0% +$238
ACWI icon
2568
iShares MSCI ACWI ETF
ACWI
$32.9B
$787K ﹤0.01%
13,533
-16,693
-55% -$948K
FISI icon
2569
Financial Institutions
FISI
$816M
$787K ﹤0.01%
34,209
-64
-0.2% -$1.42K
PLUG icon
2570
Plug Power
PLUG
$2.87B
$787K ﹤0.01%
+110,911
New +$513K
HNP
2571
DELISTED
Huaneng Power Intl, Inc.
HNP
$787K ﹤0.01%
20,536
-3,552
-15% -$129K
AX icon
2572
Axos Financial
AX
$5.77B
$786K ﹤0.01%
36,648
-3,432
-9% -$73.7K
ADX icon
2573
Adams Diversified Equity Fund
ADX
$3.13B
$785K ﹤0.01%
60,502
+2,526
+4% +$32.3K
NTGR icon
2574
NETGEAR
NTGR
$648M
$785K ﹤0.01%
23,262
-17,878
-43% -$599K
DX
2575
Dynex Capital
DX
$3.15B
$784K ﹤0.01%
29,189
+8,857
+44% +$223K
101 102
103
104 105

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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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ACI
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Parametric Portfolio Associates's Q1 2014 Portfolio in Review

As of Q1 2014, Parametric Portfolio Associates held 3,980 positions worth $42.2B, up 2.2% from $41.3B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Parametric Portfolio Associates's Q1 2014 filing shows 145 new, 2,196 increased, 1,457 reduced and 138 closed positions. Its largest new stake was Knowles: 136,204 shares worth $4.3M. The largest sale was iShares Russell 1000 Value ETF, an estimated $201M.

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 Q1 2014 buy was Knowles: 136,204 shares worth $4.3M.
  • Parametric Portfolio Associates added most to iShares Russell 1000 Growth ETF in Q1 2014, an estimated $198M increase.
  • Parametric Portfolio Associates's biggest Q1 2014 reduction was iShares Core S&P 500 ETF, cutting an estimated $56.7M.
  • Parametric Portfolio Associates fully exited iShares Russell 1000 Value ETF in Q1 2014, selling an estimated $201M.
  • Parametric Portfolio Associates's ten largest holdings make up 11% of its $42.2B portfolio in Q1 2014.
  • Parametric Portfolio Associates opened 145 new positions and closed 138 in Q1 2014.
  • Parametric Portfolio Associates's portfolio value rose 2.2% quarter-over-quarter to $42.2B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2014, filed 13 May 2014.