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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
STT.PRD
3076
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$316K ﹤0.01%
+12,219
New +$310K
ISSI
3077
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$315K ﹤0.01%
20,282
-27,186
-57% -$341K
KRA
3078
DELISTED
Kraton Corporation
KRA
$314K ﹤0.01%
12,009
-25,815
-68% -$650K
STV
3079
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$314K ﹤0.01%
117,258
-14,325
-11% -$33.8K
BPZ
3080
DELISTED
BPZ RESOURCES INC COM STK
BPZ
$313K ﹤0.01%
98,427
+25,185
+34% +$58.5K
SFM icon
3081
Sprouts Farmers Market
SFM
$8.13B
$311K ﹤0.01%
+8,626
New +$318K
MFLX
3082
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$310K ﹤0.01%
24,214
-505
-2% -$7.12K
HPTRP
3083
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$309K ﹤0.01%
12,204
+313
+3% +$7.73K
NEE.PRI
3084
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$309K ﹤0.01%
14,594
+379
+3% +$7.66K
FNBC
3085
DELISTED
First NBC Bank Holding Company
FNBC
$308K ﹤0.01%
8,823
+1,664
+23% +$55K
EAC
3086
DELISTED
Erickson Incorporated
EAC
$308K ﹤0.01%
15,952
– –
GIL icon
3087
Gildan
GIL
$10.3B
$307K ﹤0.01%
12,196
-80,276
-87% -$2.07M
FAM
3088
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$307K ﹤0.01%
21,999
+1,114
+5% +$15.5K
C.PRK
3089
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$307K ﹤0.01%
11,767
+3,440
+41% +$88.4K
WEYS icon
3090
Weyco Group
WEYS
$372M
$306K ﹤0.01%
11,330
-493
-4% -$13.4K
MEN
3091
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$306K ﹤0.01%
28,020
-4,330
-13% -$46.6K
SN
3092
DELISTED
Sanchez Energy Corporation
SN
$306K ﹤0.01%
+10,320
New +$287K
IRWD icon
3093
Ironwood Pharmaceuticals
IRWD
$696M
$304K ﹤0.01%
29,489
+8,586
+41% +$96.5K
EQU
3094
DELISTED
EQUAL ENERGY LTD COM
EQU
$304K ﹤0.01%
+66,399
New +$345K
FNFG.PRB
3095
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC. PFD NON CUM SER B FXD/FLT
FNFG.PRB
$303K ﹤0.01%
10,664
+295
+3% +$8.35K
KEYW
3096
DELISTED
The KEYW Holding Corporation
KEYW
$302K ﹤0.01%
16,142
-3,865
-19% -$70.1K
FBNK
3097
DELISTED
First Connecticut Bancorp, Inc
FBNK
$301K ﹤0.01%
19,241
-669
-3% -$10.5K
PWE
3098
DELISTED
Penn West Energy Petroleum Ltd
PWE
$299K ﹤0.01%
35,720
+25,286
+242% +$204K
GBLI icon
3099
Global Indemnity Group
GBLI
$402M
$298K ﹤0.01%
11,313
+502
+5% +$12.7K
IHC
3100
DELISTED
Independence Holding Company
IHC
$298K ﹤0.01%
22,177
-5,221
-19% -$67.3K
122 123
124
125 126

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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.