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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
GLRE icon
3026
Greenlight Captial
GLRE
$552M
$347K ﹤0.01%
10,568
-1,379
-12% -$44.5K
KW
3027
DELISTED
Kennedy-Wilson Holdings
KW
$347K ﹤0.01%
15,418
+722
+5% +$17.1K
CTQ.CL
3028
DELISTED
QWEST CORP 7.375% NOTES DUE 2051 (CO)
CTQ.CL
$347K ﹤0.01%
13,263
+377
+3% +$9.53K
TCP
3029
DELISTED
TC Pipelines LP
TCP
$346K ﹤0.01%
7,211
+1,971
+38% +$92.3K
LPSN icon
3030
LivePerson
LPSN
$21.8M
$345K ﹤0.01%
1,904
-17
-0.9% -$3.4K
LUB
3031
DELISTED
Luby's Inc.
LUB
$344K ﹤0.01%
55,860
+455
+0.8% +$2.98K
ABMD
3032
DELISTED
Abiomed Inc
ABMD
$343K ﹤0.01%
13,170
+355
+3% +$9.82K
NOR
3033
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$343K ﹤0.01%
11,933
-5,648
-32% -$149K
SMPL
3034
DELISTED
SIMPLICITY BANCORP INC
SMPL
$342K ﹤0.01%
19,408
+1,326
+7% +$22.3K
ESGR
3035
DELISTED
Enstar Group
ESGR
$340K ﹤0.01%
2,494
+348
+16% +$45.5K
NOG icon
3036
Northern Oil and Gas
NOG
$2.3B
$339K ﹤0.01%
2,318
+374
+19% +$54.1K
TU icon
3037
Telus
TU
$14.9B
$338K ﹤0.01%
+18,786
New +$324K
AIFU
3038
AIFU Inc
AIFU
$206M
$338K ﹤0.01%
113
– –
VIRX
3039
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$338K ﹤0.01%
244
+91
+59% +$106K
BTE icon
3040
Baytex Energy
BTE
$3.25B
$337K ﹤0.01%
8,201
+365
+5% +$13.8K
CLDX icon
3041
Celldex Therapeutics
CLDX
$2.99B
$336K ﹤0.01%
1,266
-223
-15% -$85.4K
FSD
3042
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$336K ﹤0.01%
18,973
+1,874
+11% +$33K
BGT icon
3043
BlackRock Floating Rate Income Trust
BGT
$323M
$335K ﹤0.01%
23,544
-9,924
-30% -$140K
RIGL icon
3044
Rigel Pharmaceuticals
RIGL
$681M
$335K ﹤0.01%
8,635
+887
+11% +$31.6K
AGX icon
3045
Argan
AGX
$8B
$334K ﹤0.01%
11,251
-191
-2% -$5.5K
NSLR
3046
Neostellar Capital Corp
NSLR
$269M
$334K ﹤0.01%
50,803
+13,770
+37% +$111K
INXN
3047
DELISTED
Interxion Holding N.V.
INXN
$334K ﹤0.01%
13,945
+3,428
+33% +$83.1K
AUY
3048
DELISTED
Yamana Gold, Inc.
AUY
$333K ﹤0.01%
37,982
-2,868
-7% -$27.7K
ISF.CL
3049
DELISTED
ING Groep NV
ISF.CL
$332K ﹤0.01%
13,299
+356
+3% +$8.72K
PSHG icon
3050
Performance Shipping
PSHG
$21.6M
– –
0
– –
120 121
122
123 124

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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.