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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
FTNT icon
2576
Fortinet
FTNT
$119B
$782K ﹤0.01%
177,405
+31,750
+22% +$139K
LPL icon
2577
LG Display
LPL
$3B
$782K ﹤0.01%
62,520
+7,987
+15% +$94.9K
TBNK
2578
DELISTED
Territorial Bancorp Inc.
TBNK
$782K ﹤0.01%
36,209
+9,415
+35% +$211K
HLSS
2579
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$781K ﹤0.01%
36,179
-554
-2% -$11.8K
SPOK icon
2580
Spok Holdings
SPOK
$228M
$780K ﹤0.01%
42,955
-3,342
-7% -$49.7K
WHG icon
2581
Westwood Holdings Group
WHG
$182M
$780K ﹤0.01%
12,441
+1,458
+13% +$85.5K
UBNK
2582
DELISTED
United Financial Bancorp, Inc.
UBNK
$780K ﹤0.01%
57,369
-18,768
-25% -$256K
NPSP
2583
DELISTED
NPS PHARMACEUTICALS INC
NPSP
$777K ﹤0.01%
25,949
-2,402
-8% -$82.8K
MNR
2584
DELISTED
Monmouth Real Estate Investment Corp
MNR
$776K ﹤0.01%
81,384
+23,614
+41% +$222K
HOME
2585
DELISTED
HOME FED BANCORP INC COM STK NEW (MD)
HOME
$775K ﹤0.01%
49,778
-1,155
-2% -$17.3K
HIMX
2586
Himax Technologies
HIMX
$2.19B
$773K ﹤0.01%
67,099
-18,313
-21% -$255K
HITK
2587
DELISTED
HI-TECH PHARMACAL INC
HITK
$773K ﹤0.01%
17,840
+2,536
+17% +$110K
BLDR icon
2588
Builders FirstSource
BLDR
$7.15B
$771K ﹤0.01%
84,702
-4,861
-5% -$39.5K
AORT icon
2589
Artivion
AORT
$1.3B
$770K ﹤0.01%
77,296
+22,423
+41% +$230K
GBDC icon
2590
Golub Capital BDC
GBDC
$3.34B
$769K ﹤0.01%
+44,036
New +$801K
AMWD
2591
DELISTED
American Woodmark
AMWD
$768K ﹤0.01%
22,802
+961
+4% +$33K
PSA.PRO
2592
DELISTED
PUBLIC STORAGE DEP SHS (USA)
PSA.PRO
$768K ﹤0.01%
29,057
+4,276
+17% +$111K
RESI
2593
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$768K ﹤0.01%
24,336
+17,619
+262% +$532K
NNA
2594
DELISTED
Navios Maritime Acquisition Corporation
NNA
$767K ﹤0.01%
13,967
-76
-0.5% -$4.66K
PCBK
2595
DELISTED
Pacific Continental Corp
PCBK
$767K ﹤0.01%
55,729
-1,816
-3% -$26.2K
BK.PRC
2596
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$766K ﹤0.01%
34,611
+1,038
+3% +$22.5K
ABUS icon
2597
Arbutus Biopharma
ABUS
$857M
$764K ﹤0.01%
+35,569
New +$639K
QLTY
2598
DELISTED
QUALITY DISTR INC FLA
QLTY
$764K ﹤0.01%
58,776
+2,364
+4% +$32.3K
FRAN
2599
DELISTED
Francesca's Holdings Corporation
FRAN
$763K ﹤0.01%
3,507
+641
+22% +$149K
CRAI icon
2600
CRA International
CRAI
$1.16B
$762K ﹤0.01%
34,695
+23
+0.1% +$485
102 103
104
105 106

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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 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.