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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
VRE
2026
DELISTED
Veris Residential
VRE
$1.62M ﹤0.01%
78,055
+15,177
+24% +$319K
TSL
2027
DELISTED
Trina Solar Limited
TSL
$1.62M ﹤0.01%
120,599
+16,837
+16% +$258K
RPT
2028
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.62M ﹤0.01%
99,458
+40,463
+69% +$648K
SBSI icon
2029
Southside Bancshares
SBSI
$967M
$1.62M ﹤0.01%
61,228
+1,156
+2% +$27.8K
SPXX icon
2030
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$332M
$1.62M ﹤0.01%
114,280
-59,104
-34% -$838K
CATY icon
2031
Cathay General Bancorp
CATY
$4.22B
$1.62M ﹤0.01%
64,222
-1,465
-2% -$36.6K
CVE icon
2032
Cenovus Energy
CVE
$55.7B
$1.61M ﹤0.01%
55,763
-16,558
-23% -$442K
ECPG icon
2033
Encore Capital Group
ECPG
$2.02B
$1.61M ﹤0.01%
35,350
-175
-0.5% -$8.45K
NAT icon
2034
Nordic American Tanker
NAT
$1.38B
$1.61M ﹤0.01%
167,592
+2,895
+2% +$29.2K
TREE icon
2035
LendingTree
TREE
$447M
$1.61M ﹤0.01%
51,763
+10,954
+27% +$357K
EXPO icon
2036
Exponent
EXPO
$3.24B
$1.6M ﹤0.01%
85,556
+7,244
+9% +$134K
SWI
2037
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$1.6M ﹤0.01%
37,658
+1,381
+4% +$58.9K
AFSI
2038
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.6M ﹤0.01%
85,258
-21,812
-20% -$382K
QLIK
2039
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$1.6M ﹤0.01%
60,269
+13,848
+30% +$387K
MHR
2040
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$1.6M ﹤0.01%
187,851
+2,195
+1% +$17.6K
ININ
2041
DELISTED
Interactive Intelligence Group, inc.
ININ
$1.6M ﹤0.01%
22,011
+2,120
+11% +$156K
AER icon
2042
AerCap
AER
$23.7B
$1.59M ﹤0.01%
37,769
-6,384
-14% -$249K
AMCC
2043
DELISTED
Applied Micro Circuits Corporation New
AMCC
$1.59M ﹤0.01%
160,595
+529
+0.3% +$5.7K
AKO.B icon
2044
Embotelladora Andina Series B
AKO.B
$4.74B
$1.59M ﹤0.01%
74,902
+19,172
+34% +$438K
LNCE
2045
DELISTED
Snyders-Lance, Inc.
LNCE
$1.58M ﹤0.01%
56,075
+342
+0.6% +$9.3K
NQU
2046
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.58M ﹤0.01%
118,982
+28,537
+32% +$372K
SPIL
2047
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$1.58M ﹤0.01%
237,383
+9,927
+4% +$62K
LAYN
2048
DELISTED
Layne Christensen Co
LAYN
$1.57M ﹤0.01%
86,456
+1,870
+2% +$32.9K
SWBI icon
2049
Smith & Wesson
SWBI
$651M
$1.57M ﹤0.01%
139,881
+18,591
+15% +$191K
IRBT
2050
DELISTED
iRobot
IRBT
$1.57M ﹤0.01%
38,279
+2,843
+8% +$114K
80 81
82
83 84

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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.