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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
WES
2626
DELISTED
Western Gas Partners Lp
WES
$732K ﹤0.01%
11,062
+2,378
+27% +$148K
PRO
2627
DELISTED
PROS Holdings
PRO
$728K ﹤0.01%
23,094
+2,782
+14% +$101K
PTRY
2628
DELISTED
PANTRY INC (THE)
PTRY
$727K ﹤0.01%
47,372
+6,029
+15% +$91.1K
LEE icon
2629
Lee Enterprises
LEE
$172M
$726K ﹤0.01%
+16,248
New +$726K
VKI icon
2630
Invesco Advantage Municipal Income Trust II
VKI
$396M
$724K ﹤0.01%
65,841
+20,378
+45% +$222K
DCP
2631
DELISTED
DCP Midstream, LP
DCP
$724K ﹤0.01%
14,456
+1,915
+15% +$94.7K
BWG
2632
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$130M
$722K ﹤0.01%
+41,099
New +$685K
CIGI icon
2633
Colliers International
CIGI
$5.04B
$722K ﹤0.01%
25,960
+1,538
+6% +$39.7K
CPE
2634
DELISTED
Callon Petroleum Company
CPE
$721K ﹤0.01%
8,617
+1,073
+14% +$75.8K
PFC
2635
DELISTED
Premier Financial Corp. Common Stock
PFC
$718K ﹤0.01%
52,944
+86
+0.2% +$1.14K
HCOM
2636
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$718K ﹤0.01%
25,218
+1,143
+5% +$32.2K
ROIC
2637
DELISTED
Retail Opportunity Investments Corp.
ROIC
$717K ﹤0.01%
47,965
-1,581
-3% -$23K
BMTC
2638
DELISTED
Bryn Mawr Bank Corp
BMTC
$716K ﹤0.01%
24,936
+243
+1% +$6.93K
LQDT icon
2639
Liquidity Services
LQDT
$1.22B
$714K ﹤0.01%
27,427
-7,049
-20% -$171K
INZ.CL
2640
DELISTED
Ing Groep N.v.
INZ.CL
$714K ﹤0.01%
27,558
+881
+3% +$22.4K
IBCP icon
2641
Independent Bank Corp
IBCP
$787M
$713K ﹤0.01%
54,947
+35,991
+190% +$467K
FUR
2642
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$713K ﹤0.01%
61,544
+27,625
+81% +$316K
FCBC icon
2643
First Community Bankshares
FCBC
$900M
$710K ﹤0.01%
43,383
-594
-1% -$9.72K
CEA
2644
DELISTED
China Eastern Airlines
CEA
$710K ﹤0.01%
42,792
+861
+2% +$15K
ATE
2645
DELISTED
Advantest Corp
ATE
$709K ﹤0.01%
65,616
-12,487
-16% -$136K
AVNW icon
2646
Aviat Networks
AVNW
$265M
$706K ﹤0.01%
74,044
+1,158
+2% +$13.5K
HTHT icon
2647
Huazhu Hotels Group
HTHT
$13.1B
$704K ﹤0.01%
114,552
+4,264
+4% +$28.9K
FF icon
2648
Future Fuel
FF
$217M
$703K ﹤0.01%
34,636
-17,026
-33% -$293K
IMOS
2649
ChipMOS TECHNOLOGIES
IMOS
$1.65B
$703K ﹤0.01%
28,921
+851
+3% +$19.5K
AMRE
2650
DELISTED
AMREIT INC NEW COM STK
AMRE
$703K ﹤0.01%
42,407
+13,613
+47% +$225K
104 105
106
107 108

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MCM
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PSUF
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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.