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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
BFYT
2926
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$435K ﹤0.01%
42,097
+7,652
+22% +$86.4K
ORA icon
2927
Ormat Technologies
ORA
$6B
$432K ﹤0.01%
14,396
-4,484
-24% -$121K
GIMO
2928
DELISTED
Gigamon Inc.
GIMO
$432K ﹤0.01%
14,219
+1,900
+15% +$59.8K
ODC icon
2929
Oil-Dri
ODC
$1.44B
$431K ﹤0.01%
24,948
-222
-0.9% -$3.85K
COTY icon
2930
Coty
COTY
$2.42B
$430K ﹤0.01%
+28,728
New +$420K
EOX
2931
DELISTED
EMERALD OIL INC (MT)
EOX
$430K ﹤0.01%
3,196
+36
+1% +$5.29K
CFC.PRA
2932
DELISTED
COUNTRYWIDE CAP IV 6.75% TR PFD SEC
CFC.PRA
$430K ﹤0.01%
16,952
+522
+3% +$13.2K
JBSS icon
2933
John B. Sanfilippo & Son
JBSS
$967M
$428K ﹤0.01%
18,606
+2,992
+19% +$68.5K
IEH
2934
DELISTED
INTEGRYS ENERGY GROUP INC 6% JR SUB NT DUE 8-1-2073 (WI)
IEH
$428K ﹤0.01%
16,961
+501
+3% +$12.4K
TAL icon
2935
TAL Education Group
TAL
$6.93B
$427K ﹤0.01%
113,700
-12,516
-10% -$49.5K
ADEP
2936
DELISTED
Adept Technology Inc
ADEP
$425K ﹤0.01%
+22,388
New +$385K
IDCC icon
2937
InterDigital
IDCC
$7.88B
$421K ﹤0.01%
12,718
-23,324
-65% -$694K
VNDA icon
2938
Vanda Pharmaceuticals
VNDA
$307M
$420K ﹤0.01%
25,868
+7,149
+38% +$102K
ENLK
2939
DELISTED
EnLink Midstream Partners, LP
ENLK
$420K ﹤0.01%
+13,805
New +$409K
SNMX
2940
DELISTED
Senomyx, Inc.
SNMX
$420K ﹤0.01%
+39,352
New +$329K
SCHW.PRB.CL
2941
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$419K ﹤0.01%
16,846
+432
+3% +$10.4K
FURX
2942
DELISTED
FURIEX PHARMACEUTICALS INC COM STK (DE)
FURX
$419K ﹤0.01%
4,812
-1,797
-27% -$139K
CROX icon
2943
Crocs
CROX
$6.36B
$418K ﹤0.01%
26,797
-60,516
-69% -$926K
IWC icon
2944
iShares Micro-Cap ETF
IWC
$1.44B
$418K ﹤0.01%
5,411
-352
-6% -$27K
TNAV
2945
DELISTED
Telenav Inc.
TNAV
$418K ﹤0.01%
70,077
+1,282
+2% +$7.91K
LION
2946
DELISTED
Fidelity Southern Corporation
LION
$418K ﹤0.01%
29,927
+5,100
+21% +$73.6K
BLOX
2947
DELISTED
Infoblox Inc
BLOX
$418K ﹤0.01%
20,831
-22,208
-52% -$614K
TKA
2948
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
$418K ﹤0.01%
21,167
+10,086
+91% +$199K
CNOB icon
2949
Center Bancorp
CNOB
$1.66B
$416K ﹤0.01%
21,870
+9,361
+75% +$171K
KVHI icon
2950
KVH Industries
KVHI
$181M
$415K ﹤0.01%
31,528
-4,473
-12% -$59.9K
116 117
118
119 120

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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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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.