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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
SLRC icon
2801
SLR Investment Corp
SLRC
$686M
$558K ﹤0.01%
25,607
+1,897
+8% +$42.2K
RCAP
2802
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
$557K ﹤0.01%
+14,319
New +$346K
STNR
2803
DELISTED
STEINER LEISURE LTD
STNR
$556K ﹤0.01%
12,017
-205
-2% -$9.76K
WSBF icon
2804
Waterstone Financial
WSBF
$370M
$555K ﹤0.01%
+53,410
New +$559K
PRMW
2805
DELISTED
Primo Water Corporation
PRMW
$554K ﹤0.01%
65,400
+7,505
+13% +$60.5K
CYOU
2806
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$554K ﹤0.01%
18,751
+2,401
+15% +$70.7K
GEK.CL
2807
DELISTED
General Electric Capital Corp.
GEK.CL
$554K ﹤0.01%
25,227
+781
+3% +$16.3K
NIHD
2808
DELISTED
NII HOLDINGS INC CL B
NIHD
$554K ﹤0.01%
465,738
-128,925
-22% -$285K
KMR
2809
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
$553K ﹤0.01%
1,412,982
+271,584
+24% +$18.9M
PODD icon
2810
Insulet
PODD
$11.5B
$552K ﹤0.01%
11,633
+4,584
+65% +$203K
WNC icon
2811
Wabash National
WNC
$512M
$550K ﹤0.01%
39,962
+19,448
+95% +$260K
UTIW
2812
DELISTED
UTI WORLDWIDE INC
UTIW
$550K ﹤0.01%
51,939
-8,134
-14% -$116K
MCHI icon
2813
iShares MSCI China ETF
MCHI
$6.32B
$548K ﹤0.01%
12,185
-4,463
-27% -$199K
YORW icon
2814
York Water
YORW
$502M
$546K ﹤0.01%
26,749
-8,337
-24% -$170K
AKO.A icon
2815
Embotelladora Andina Series A
AKO.A
$3.63B
$545K ﹤0.01%
30,746
+976
+3% +$18.1K
EMCI
2816
DELISTED
EMC INS Group Inc
EMCI
$545K ﹤0.01%
23,000
-9
-0% -$183
UCTT
2817
Ultra Clean Holdings
UCTT
$3.73B
$541K ﹤0.01%
41,128
+12,470
+44% +$156K
NATL
2818
DELISTED
National Interstate Corporation
NATL
$541K ﹤0.01%
20,196
+18
+0.1% +$481
STNG icon
2819
Scorpio Tankers
STNG
$3.9B
$540K ﹤0.01%
5,420
-834
-13% -$85.7K
TAST
2820
DELISTED
Carrols Restaurant Group, Inc.
TAST
$540K ﹤0.01%
75,297
+865
+1% +$5.82K
IYR icon
2821
iShares US Real Estate ETF
IYR
$4.66B
$539K ﹤0.01%
7,963
+883
+12% +$58.6K
JPM.PRA.CL
2822
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$537K ﹤0.01%
24,764
-1,602
-6% -$34.3K
IND.CL
2823
DELISTED
ING GROEP N.V.% ING PERPETUAL DEBT SECS
IND.CL
$537K ﹤0.01%
20,790
+643
+3% +$16.3K
ZU
2824
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
$536K ﹤0.01%
+10,682
New +$516K
PROV icon
2825
Provident Financial
PROV
$111M
$535K ﹤0.01%
34,692
+5,550
+19% +$84.2K
111 112
113
114 115

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.