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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
CCBG icon
3151
Capital City Bank Group
CCBG
$885M
$260K ﹤0.01%
19,562
+40
+0.2% +$522
WRB.PRB
3152
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$259K ﹤0.01%
12,006
+323
+3% +$6.91K
ECYT
3153
DELISTED
Endocyte, Inc. Common Stock
ECYT
$259K ﹤0.01%
10,864
-3
-0% -$43
ARH.PRC.CL
3154
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$259K ﹤0.01%
10,307
+297
+3% +$7.35K
RLD
3155
DELISTED
REALD INC COM STK
RLD
$259K ﹤0.01%
+23,158
New +$231K
GSH
3156
DELISTED
Guangshen Railway Co. Ltd
GSH
$259K ﹤0.01%
12,224
+84
+0.7% +$1.81K
MNP
3157
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$257K ﹤0.01%
17,783
+5,992
+51% +$84.9K
HCN.PRJ.CL
3158
DELISTED
Welltower Inc.
HCN.PRJ.CL
$256K ﹤0.01%
10,426
+297
+3% +$7.17K
PLPC icon
3159
Preformed Line Products
PLPC
$1.75B
$255K ﹤0.01%
3,713
-41
-1% -$2.73K
ACTA
3160
DELISTED
Actua Corp
ACTA
$255K ﹤0.01%
12,505
-28,778
-70% -$567K
RBS.PRN
3161
DELISTED
ROYAL BK SCOTLAND GROUP PLC ADR RPTNG PFD SHRS SER N (UK)
RBS.PRN
$255K ﹤0.01%
11,285
+343
+3% +$7.66K
MTA
3162
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$255K ﹤0.01%
37,300
– –
TMHC
3163
DELISTED
Taylor Morrison
TMHC
$254K ﹤0.01%
10,790
-51,202
-83% -$1.16M
TRC icon
3164
Tejon Ranch
TRC
$458M
$254K ﹤0.01%
7,719
+647
+9% +$21.9K
PFSI icon
3165
PennyMac Financial
PFSI
$3.88B
$253K ﹤0.01%
15,175
-89
-0.6% -$1.55K
DGAS
3166
DELISTED
Delta Natural Gas Co Inc
DGAS
$253K ﹤0.01%
+12,233
New +$254K
AMNB
3167
DELISTED
American National Bankshares Inc
AMNB
$253K ﹤0.01%
10,761
+7
+0.1% +$164
HALL
3168
DELISTED
Hallmark Financial Services, Inc.
HALL
$252K ﹤0.01%
3,032
+810
+36% +$70.8K
IDIX
3169
DELISTED
IDENIX PHARMACEUTICALS INC
IDIX
$252K ﹤0.01%
41,718
+915
+2% +$6.38K
RM icon
3170
Regional Management Corp
RM
$298M
$251K ﹤0.01%
+10,184
New +$319K
VTSS
3171
DELISTED
VITESSE SEMICONDUCTOR CORPORATION COMMON STOCK
VTSS
$251K ﹤0.01%
+59,818
New +$222K
LCUT icon
3172
Lifetime Brands
LCUT
$193M
$250K ﹤0.01%
14,022
+529
+4% +$8.64K
OPK icon
3173
Opko Health
OPK
$1B
$250K ﹤0.01%
26,860
+1,606
+6% +$14.1K
MNTA
3174
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$250K ﹤0.01%
21,421
-469
-2% -$7.94K
RATE
3175
DELISTED
Bankrate Inc
RATE
$250K ﹤0.01%
14,759
+2,865
+24% +$50.2K
125 126
127
128 129

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MCM
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PSUF
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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.