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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
PSA.PRT.CL
2951
DELISTED
Public Storage
PSA.PRT.CL
$415K ﹤0.01%
17,944
+454
+3% +$10.1K
PDFS icon
2952
PDF Solutions
PDFS
$1.93B
$414K ﹤0.01%
22,799
-9,267
-29% -$205K
SZYM
2953
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$413K ﹤0.01%
35,531
+2,870
+9% +$33.8K
BTA
2954
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$411K ﹤0.01%
37,880
+24,550
+184% +$263K
MFRM
2955
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$411K ﹤0.01%
8,584
+2,307
+37% +$100K
EXAC
2956
DELISTED
Exactech Inc
EXAC
$410K ﹤0.01%
18,183
+153
+0.8% +$3.55K
RSE
2957
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$410K ﹤0.01%
23,774
+3,376
+17% +$61.5K
ANAD
2958
DELISTED
ANADIGICS INC
ANAD
$410K ﹤0.01%
241,322
-20,632
-8% -$39.4K
KEM
2959
DELISTED
KEMET Corporation
KEM
$410K ﹤0.01%
70,524
-75,021
-52% -$427K
BBT.PRG
2960
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$409K ﹤0.01%
19,628
+666
+4% +$13.5K
DS
2961
DELISTED
Drive Shack Inc.
DS
$405K ﹤0.01%
80,078
-20,996
-21% -$107K
BNCN
2962
DELISTED
BNC Bancorp
BNCN
$404K ﹤0.01%
+23,295
New +$402K
EBIX
2963
DELISTED
Ebix Inc
EBIX
$403K ﹤0.01%
23,587
-1,463
-6% -$22.6K
LTXB
2964
DELISTED
LegacyTexas Financial Group Inc
LTXB
$402K ﹤0.01%
13,941
-24,669
-64% -$638K
ELGX
2965
DELISTED
Endologix Inc
ELGX
$401K ﹤0.01%
3,114
+91
+3% +$14.2K
SPAB icon
2966
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$400K ﹤0.01%
14,006
+346
+3% +$9.86K
OREX
2967
DELISTED
Orexigen Therapeutics, Inc.
OREX
$400K ﹤0.01%
6,151
+1,748
+40% +$118K
JPM.PRB.CL
2968
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$399K ﹤0.01%
+15,719
New +$394K
CTW.CL
2969
DELISTED
Qwest Corporation
CTW.CL
$399K ﹤0.01%
15,177
+518
+4% +$13.2K
AEPI
2970
DELISTED
AEP Industries Inc
AEPI
$399K ﹤0.01%
10,763
+476
+5% +$21.2K
VTLE
2971
DELISTED
Vital Energy
VTLE
$398K ﹤0.01%
770
-1,939
-72% -$991K
CAA
2972
DELISTED
CalAtlantic Group, Inc.
CAA
$397K ﹤0.01%
9,562
-4,101
-30% -$178K
MBB icon
2973
iShares MBS ETF
MBB
$38.9B
$396K ﹤0.01%
3,728
-307
-8% -$32.6K
QQQ icon
2974
Invesco QQQ Trust
QQQ
$453B
$396K ﹤0.01%
4,520
+520
+13% +$45.9K
AYN
2975
DELISTED
Alliance New York Income Fund
AYN
$396K ﹤0.01%
33,921
-18,433
-35% -$225K
117 118
119
120 121

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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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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.