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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
CCJ icon
2501
Cameco
CCJ
$37.6B
$876K ﹤0.01%
38,253
+4,034
+12% +$89.9K
DGII icon
2502
Digi International
DGII
$2.63B
$873K ﹤0.01%
85,963
-4,081
-5% -$43K
DALN
2503
DELISTED
DallasNews
DALN
$870K ﹤0.01%
18,772
+5,350
+40% +$209K
PAC icon
2504
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$867K ﹤0.01%
14,830
+3,743
+34% +$200K
CONN
2505
DELISTED
Conn's Inc.
CONN
$867K ﹤0.01%
22,312
-3,112
-12% -$158K
ABAX
2506
DELISTED
Abaxis Inc
ABAX
$864K ﹤0.01%
22,224
-79
-0.4% -$3.13K
JRI icon
2507
Nuveen Real Asset Income & Growth Fund
JRI
$356M
$862K ﹤0.01%
46,869
+34,274
+272% +$609K
SMCI icon
2508
Super Micro Computer
SMCI
$18.4B
$861K ﹤0.01%
495,670
-9,810
-2% -$19.2K
TLK icon
2509
Telkom Indonesia
TLK
$14.5B
$857K ﹤0.01%
43,544
+20
+0% +$376
ACOR
2510
DELISTED
Acorda Therapeutics
ACOR
$857K ﹤0.01%
188
+18
+11% +$72.8K
IPGP icon
2511
IPG Photonics
IPGP
$3.61B
$855K ﹤0.01%
12,034
-663
-5% -$46.6K
RBS.PRL.CL
2512
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$855K ﹤0.01%
39,675
+1,222
+3% +$25.7K
SFY
2513
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$854K ﹤0.01%
79,333
-36,727
-32% -$429K
CHDN icon
2514
Churchill Downs
CHDN
$5.88B
$853K ﹤0.01%
56,076
+126
+0.2% +$1.93K
BDBD
2515
DELISTED
BOULDER BRANDS INC
BDBD
$849K ﹤0.01%
48,183
-3,134
-6% -$48.2K
ARII
2516
DELISTED
American Railcar Industries, Inc.
ARII
$847K ﹤0.01%
12,101
-8,920
-42% -$514K
HLIO icon
2517
Helios Technologies
HLIO
$2.57B
$846K ﹤0.01%
19,531
-76
-0.4% -$3.09K
VPG icon
2518
Vishay Precision Group
VPG
$1.22B
$843K ﹤0.01%
48,503
+3,833
+9% +$61.3K
III icon
2519
Information Services Group
III
$199M
$840K ﹤0.01%
171,169
+98,939
+137% +$502K
XPO icon
2520
XPO
XPO
$23.5B
$840K ﹤0.01%
82,598
+22,870
+38% +$228K
ESLT icon
2521
Elbit Systems
ESLT
$37.9B
$838K ﹤0.01%
13,762
+223
+2% +$13.1K
MTH icon
2522
Meritage Homes
MTH
$4.58B
$838K ﹤0.01%
40,030
-17,068
-30% -$389K
DYN
2523
DELISTED
Dynegy, Inc.
DYN
$838K ﹤0.01%
33,603
+17,978
+115% +$397K
BXMT icon
2524
Blackstone Mortgage Trust
BXMT
$2.45B
$833K ﹤0.01%
28,961
+21,299
+278% +$604K
SRI icon
2525
Stoneridge
SRI
$195M
$833K ﹤0.01%
74,160
+10,651
+17% +$120K
99 100
101
102 103

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AF
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MCM
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PSUF
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IA
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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.