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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
XBI icon
2151
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$1.36M ﹤0.01%
28,692
-2,790
-9% -$143K
PKY
2152
DELISTED
Parkway, Inc.
PKY
$1.36M ﹤0.01%
74,477
+22,505
+43% +$406K
RNWK
2153
DELISTED
RealNetworks Inc
RNWK
$1.36M ﹤0.01%
178,968
+23,906
+15% +$180K
ACI
2154
DELISTED
ARCH COAL, INC.
ACI
$1.36M ﹤0.01%
28,139
-20,941
-43% -$898K
TI.A
2155
DELISTED
Telecom Italia 10 Svg
TI.A
$1.35M ﹤0.01%
144,696
+4,382
+3% +$38.5K
HZO icon
2156
MarineMax
HZO
$759M
$1.35M ﹤0.01%
89,067
-3,740
-4% -$56.7K
VTA
2157
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.35M ﹤0.01%
104,496
+18,831
+22% +$243K
SMTC icon
2158
Semtech
SMTC
$11B
$1.35M ﹤0.01%
53,320
+10,617
+25% +$259K
HDS
2159
DELISTED
HD Supply Holdings, Inc.
HDS
$1.35M ﹤0.01%
+51,630
New +$1.19M
RGP
2160
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$1.35M ﹤0.01%
49,611
+22,416
+82% +$599K
PQUE
2161
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$1.35M ﹤0.01%
236,800
+31,534
+15% +$180K
KWR icon
2162
Quaker Houghton
KWR
$2.76B
$1.35M ﹤0.01%
17,109
-516
-3% -$38.4K
PLKI
2163
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.35M ﹤0.01%
33,194
+643
+2% +$25.9K
TCBK icon
2164
TriCo Bancshares
TCBK
$1.84B
$1.35M ﹤0.01%
51,975
+3,019
+6% +$77.8K
PACB icon
2165
Pacific Biosciences
PACB
$435M
$1.35M ﹤0.01%
251,854
+42,950
+21% +$271K
WAC
2166
DELISTED
Walter Investment Mgt Corp
WAC
$1.35M ﹤0.01%
45,112
-8,764
-16% -$263K
WTI icon
2167
W&T Offshore
WTI
$534M
$1.34M ﹤0.01%
77,566
-2,127
-3% -$32.1K
TDK
2168
DELISTED
TDK CORP AMER DEP SH
TDK
$1.34M ﹤0.01%
32,103
+3,098
+11% +$130K
CDE icon
2169
Coeur Mining
CDE
$15.4B
$1.34M ﹤0.01%
144,491
-7,170
-5% -$77.1K
CAVM
2170
DELISTED
Cavium, Inc.
CAVM
$1.34M ﹤0.01%
30,683
+1,280
+4% +$50.3K
EGY icon
2171
Vaalco Energy
EGY
$570M
$1.34M ﹤0.01%
156,439
+30,098
+24% +$202K
SNCR
2172
DELISTED
Synchronoss Technologies
SNCR
$1.34M ﹤0.01%
4,335
+17
+0.4% +$4.89K
REV
2173
DELISTED
Revlon, Inc.
REV
$1.34M ﹤0.01%
52,326
+2,446
+5% +$60.2K
SUP
2174
DELISTED
Superior Industries International
SUP
$1.34M ﹤0.01%
65,209
+1,655
+3% +$31.5K
CLUB
2175
DELISTED
Town Sports International Holdings, Inc.
CLUB
$1.33M ﹤0.01%
157,260
+19,830
+14% +$206K
85 86
87
88 89

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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.