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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
DFRG
2726
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$628K ﹤0.01%
22,513
+12,505
+125% +$308K
IRDM icon
2727
Iridium Communications
IRDM
$5.02B
$624K ﹤0.01%
83,123
+6,672
+9% +$44.6K
VICR icon
2728
Vicor
VICR
$9.56B
$624K ﹤0.01%
61,208
-2,093
-3% -$23.5K
ZLTQ
2729
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$624K ﹤0.01%
31,815
+6,520
+26% +$127K
DHX icon
2730
DHI Group
DHX
$182M
$623K ﹤0.01%
83,473
-13,714
-14% -$98.6K
ALJ
2731
DELISTED
Alon USA Energy Inc
ALJ
$622K ﹤0.01%
41,634
+9,802
+31% +$148K
GEOS icon
2732
Geospace Technologies
GEOS
$94.6M
$621K ﹤0.01%
9,383
+316
+3% +$24.2K
BIN
2733
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$621K ﹤0.01%
24,545
+1,924
+9% +$46.5K
EVF
2734
Eaton Vance Senior Income Trust
EVF
$90.1M
$620K ﹤0.01%
89,791
-11,785
-12% -$82.6K
KGC icon
2735
Kinross Gold
KGC
$27.4B
$620K ﹤0.01%
149,879
+18,253
+14% +$87.5K
CYNO
2736
DELISTED
Cynosure, Inc. Class A
CYNO
$620K ﹤0.01%
21,157
-1,352
-6% -$38.4K
LXFR icon
2737
Luxfer Holdings
LXFR
$456M
$619K ﹤0.01%
31,589
+1,505
+5% +$30.8K
PSTB
2738
DELISTED
Park Sterling Corp.
PSTB
$619K ﹤0.01%
93,038
-2,842
-3% -$19.2K
IIP
2739
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$619K ﹤0.01%
87,414
-669
-0.8% -$4.74K
ADAM
2740
Adamas Trust
ADAM
$815M
$618K ﹤0.01%
19,867
-482
-2% -$14.2K
JRO
2741
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$616K ﹤0.01%
50,454
+5,824
+13% +$70.6K
ATCO
2742
DELISTED
Atlas Corp.
ATCO
$615K ﹤0.01%
27,844
+2,770
+11% +$61.9K
GOGO icon
2743
Gogo Inc
GOGO
$565M
$614K ﹤0.01%
29,896
-8,409
-22% -$185K
PEGA icon
2744
Pegasystems
PEGA
$5.02B
$611K ﹤0.01%
69,184
+4,672
+7% +$50.4K
HFWA icon
2745
Heritage Financial
HFWA
$1.22B
$610K ﹤0.01%
36,043
+15,249
+73% +$266K
CMPR icon
2746
Cimpress
CMPR
$2.39B
$607K ﹤0.01%
12,323
+1,606
+15% +$81.3K
VRTS icon
2747
Virtus Investment Partners
VRTS
$1.06B
$606K ﹤0.01%
3,500
-1,159
-25% -$214K
SJR
2748
DELISTED
Shaw Communications Inc.
SJR
$606K ﹤0.01%
25,337
+3,940
+18% +$90.8K
AEC
2749
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
$604K ﹤0.01%
35,645
-886
-2% -$14.7K
HOPE icon
2750
Hope Bancorp
HOPE
$1.79B
$603K ﹤0.01%
35,176
-30,800
-47% -$506K
108 109
110
111 112

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MCM
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PSUF
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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.