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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
LGND icon
2901
Ligand Pharmaceuticals
LGND
$5.76B
$453K ﹤0.01%
10,801
+3,374
+45% +$141K
ZUMZ icon
2902
Zumiez
ZUMZ
$332M
$452K ﹤0.01%
18,636
-8,194
-31% -$192K
AMRS
2903
DELISTED
Amyris Inc.
AMRS
$452K ﹤0.01%
8,085
+2,241
+38% +$141K
MX icon
2904
Magnachip Semiconductor
MX
$119M
$450K ﹤0.01%
32,278
-20,165
-38% -$322K
THR
2905
DELISTED
Thermon Group Holdings
THR
$450K ﹤0.01%
19,394
+2,496
+15% +$64.2K
BANC icon
2906
Banc of California
BANC
$3.03B
$449K ﹤0.01%
36,583
+24,238
+196% +$314K
BLX icon
2907
Bladex Inc
BLX
$2.2B
$448K ﹤0.01%
16,951
+306
+2% +$7.97K
HMSY
2908
DELISTED
HMS Holdings Corp.
HMSY
$448K ﹤0.01%
23,543
-6,849
-23% -$149K
PGEM
2909
DELISTED
Ply Gem Holdings, Inc.
PGEM
$448K ﹤0.01%
+35,501
New +$475K
BWX icon
2910
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$447K ﹤0.01%
15,052
-3,480
-19% -$102K
GHM icon
2911
Graham Corp
GHM
$1.12B
$446K ﹤0.01%
14,009
+187
+1% +$6.55K
BCIC
2912
BCP Investment Corp
BCIC
$89.1M
$445K ﹤0.01%
5,144
-332
-6% -$26.9K
CAMP
2913
DELISTED
CalAmp Corp.
CAMP
$445K ﹤0.01%
694
-70
-9% -$49K
FRO icon
2914
Frontline
FRO
$8.76B
$443K ﹤0.01%
22,561
+2,192
+11% +$45.5K
APL
2915
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
$443K ﹤0.01%
13,803
+3,443
+33% +$111K
ARDC
2916
Are Dynamic Credit Allocation Fund
ARDC
$297M
$442K ﹤0.01%
+24,368
New +$446K
TDJ
2917
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 7% Senior Notes due 2060,
TDJ
$442K ﹤0.01%
17,241
+498
+3% +$12.4K
FLIC
2918
DELISTED
First of Long Island Corp
FLIC
$441K ﹤0.01%
24,433
-646
-3% -$11.5K
PGNX
2919
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$441K ﹤0.01%
107,928
+50,709
+89% +$259K
AEK.CL
2920
DELISTED
Aegon NV
AEK.CL
$441K ﹤0.01%
15,258
+482
+3% +$13.6K
CEVA icon
2921
CEVA Inc
CEVA
$910M
$440K ﹤0.01%
25,039
+3,666
+17% +$62.9K
HTB
2922
HomeTrust Bancshares
HTB
$860M
$439K ﹤0.01%
27,828
+15,741
+130% +$248K
OABC
2923
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
$439K ﹤0.01%
19,246
+110
+0.6% +$2.41K
ALU
2924
DELISTED
Alcatel-Lucent
ALU
$438K ﹤0.01%
112,400
+37,002
+49% +$153K
HILL
2925
DELISTED
DOT HILL SYSTEMS CORP
HILL
$437K ﹤0.01%
+112,892
New +$511K
115 116
117
118 119

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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.