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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
QUIK icon
3251
QuickLogic
QUIK
$228M
$200K ﹤0.01%
+2,745
New +$185K
UONEK icon
3252
Urban One Class D
UONEK
$22.1M
$200K ﹤0.01%
+4,218
New +$213K
SNHNI
3253
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$200K ﹤0.01%
+9,175
New +$190K
VRNG
3254
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
$200K ﹤0.01%
5,773
-1,274
-18% -$48K
MGI
3255
DELISTED
MoneyGram International, Inc. New
MGI
$199K ﹤0.01%
11,288
-7,491
-40% -$140K
MRGE
3256
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$197K ﹤0.01%
80,712
-26,235
-25% -$62.4K
PCW
3257
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$197K ﹤0.01%
41,073
+5,424
+15% +$26K
FXCB
3258
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$197K ﹤0.01%
11,719
-2,402
-17% -$41.2K
INWK
3259
DELISTED
InnerWorkings, Inc.
INWK
$196K ﹤0.01%
25,567
-22,187
-46% -$171K
RTEC
3260
DELISTED
Rudolph Technologies Inc
RTEC
$196K ﹤0.01%
17,195
-37,297
-68% -$425K
HKTV
3261
DELISTED
HONG KONG TELEVISION NETWORK LTD
HKTV
$196K ﹤0.01%
33,182
– –
GEQ
3262
DELISTED
Gugnheim Eql Wght Enh Eqty In Fd
GEQ
$196K ﹤0.01%
+10,400
New +$193K
SCMP
3263
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$194K ﹤0.01%
27,154
+3,680
+16% +$31.5K
AMTG
3264
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$192K ﹤0.01%
+11,815
New +$192K
OMCC
3265
DELISTED
Old Market Capital Corp
OMCC
$191K ﹤0.01%
+12,145
New +$191K
RBCN
3266
DELISTED
Rubicon Technology, Inc.
RBCN
$190K ﹤0.01%
1,686
-16
-0.9% -$1.9K
SQNM
3267
DELISTED
SEQUENOM INC NEW
SQNM
$190K ﹤0.01%
77,736
-12,605
-14% -$30K
DNDN
3268
DELISTED
DENDREON CORPORATION
DNDN
$190K ﹤0.01%
63,567
-40,576
-39% -$120K
GERN icon
3269
Geron
GERN
$860M
$189K ﹤0.01%
95,672
+39,112
+69% +$156K
CEMP
3270
DELISTED
Cempra, Inc.
CEMP
$188K ﹤0.01%
16,277
– –
GNE icon
3271
Genie Energy
GNE
$373M
$184K ﹤0.01%
18,442
-1,769
-9% -$18.2K
SHLO
3272
DELISTED
Shiloh Industries Inc
SHLO
$184K ﹤0.01%
+10,387
New +$179K
MHF
3273
Western Asset Municipal High Income Fund
MHF
$152M
$183K ﹤0.01%
26,154
+6,057
+30% +$42.3K
TPLM
3274
DELISTED
Triangle Petroleum Corporation
TPLM
$183K ﹤0.01%
22,165
-9,025
-29% -$74.1K
HEOP
3275
DELISTED
Heritage Oaks Bancorp
HEOP
$183K ﹤0.01%
22,626
+1,796
+9% +$14.1K
129 130
131
132 133

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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.