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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
TY icon
3101
TRI-Continental Corp
TY
$1.86B
$296K ﹤0.01%
14,736
-13,796
-48% -$272K
EBSB
3102
DELISTED
Meridian Bancorp, Inc.
EBSB
$296K ﹤0.01%
28,323
-2,842
-9% -$28.4K
ANDX
3103
DELISTED
Andeavor Logistics LP
ANDX
$296K ﹤0.01%
+4,918
New +$283K
GFI icon
3104
Gold Fields
GFI
$29B
$295K ﹤0.01%
79,873
-12,941
-14% -$47.7K
NXR
3105
DELISTED
NUVEEN ELECT TAX-FREE INC 3
NXR
$295K ﹤0.01%
21,566
+6,582
+44% +$88.3K
ATRC icon
3106
AtriCure
ATRC
$1.92B
$293K ﹤0.01%
+15,565
New +$319K
DLN icon
3107
WisdomTree US LargeCap Dividend Fund
DLN
$6.26B
$293K ﹤0.01%
8,656
-1,748
-17% -$57.4K
PRKS icon
3108
United Parks & Resorts
PRKS
$2.1B
$293K ﹤0.01%
+9,684
New +$312K
PEOP
3109
DELISTED
PEOPLES FED BANCSHARES INC COM STK (MD)
PEOP
$292K ﹤0.01%
16,285
+530
+3% +$9.5K
MTSN
3110
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$291K ﹤0.01%
+125,383
New +$335K
PNX
3111
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$291K ﹤0.01%
5,623
+1,844
+49% +$93.5K
CHFN
3112
DELISTED
Charter Financial Corp
CHFN
$288K ﹤0.01%
26,612
+7,365
+38% +$78.7K
HK
3113
DELISTED
Halcon Resources Corporation
HK
$288K ﹤0.01%
386
+93
+32% +$59.2K
TGH
3114
DELISTED
Textainer Group Holdings limited
TGH
$286K ﹤0.01%
7,476
+114
+2% +$4.18K
GS.PRJ
3115
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$285K ﹤0.01%
+11,960
New +$280K
SFR
3116
DELISTED
Starwood Waypoint Homes
SFR
$284K ﹤0.01%
+9,877
New +$278K
PZN
3117
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$282K ﹤0.01%
23,939
-4,665
-16% -$52.9K
MWO.CL
3118
DELISTED
MORGAN STANLEY CAPITAL TRUST V
MWO.CL
$282K ﹤0.01%
11,519
+365
+3% +$8.71K
VZA.CL
3119
DELISTED
Verizon Communications Inc.
VZA.CL
$281K ﹤0.01%
+11,268
New +$280K
BBDC icon
3120
Barings BDC
BBDC
$864M
$280K ﹤0.01%
10,819
+700
+7% +$19.1K
FBP icon
3121
First Bancorp
FBP
$4.42B
$279K ﹤0.01%
51,287
-3,371
-6% -$17.9K
YPF icon
3122
YPF
YPF
$20.6B
$279K ﹤0.01%
8,940
+504
+6% +$14.1K
ERUS
3123
DELISTED
iShares MSCI Russia ETF
ERUS
$279K ﹤0.01%
7,564
-5,865
-44% -$223K
ESSA
3124
DELISTED
ESSA Bancorp
ESSA
$277K ﹤0.01%
25,501
+579
+2% +$6.51K
UMH
3125
UMH Properties
UMH
$1.29B
$277K ﹤0.01%
28,348
+8,308
+41% +$78.4K
123 124
125
126 127

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MCM
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PSUF
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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.