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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
DFT
2601
DELISTED
DuPont Fabros Technology Inc.
DFT
$762K ﹤0.01%
31,656
+11,079
+54% +$279K
GRC icon
2602
Gorman-Rupp
GRC
$2.14B
$759K ﹤0.01%
23,861
+1,346
+6% +$43.1K
DZSI
2603
DELISTED
DZS Inc. Common Stock
DZSI
$758K ﹤0.01%
+35,926
New +$812K
DSPG
2604
DELISTED
DSP Group Inc
DSPG
$756K ﹤0.01%
87,531
+30,042
+52% +$273K
BAC.PRI.CL
2605
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$756K ﹤0.01%
29,613
+925
+3% +$23.6K
DJP icon
2606
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$800M
$755K ﹤0.01%
19,130
-58,040
-75% -$2.21M
ORIT
2607
DELISTED
Oritani Financial Corp. New
ORIT
$753K ﹤0.01%
47,637
-41,455
-47% -$648K
BYM
2608
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$751K ﹤0.01%
55,447
+5,211
+10% +$69.9K
BID
2609
DELISTED
Sotheby's
BID
$751K ﹤0.01%
17,255
-193
-1% -$9.25K
DBL
2610
DoubleLine Opportunistic Credit Fund
DBL
$278M
$747K ﹤0.01%
32,286
-15,068
-32% -$347K
FC icon
2611
Franklin Covey
FC
$242M
$742K ﹤0.01%
37,537
+8,910
+31% +$180K
FRP
2612
DELISTED
Fairpoint Communications, Inc.
FRP
$742K ﹤0.01%
54,566
-5,968
-10% -$78.1K
RGR icon
2613
Sturm, Ruger & Co
RGR
$594M
$741K ﹤0.01%
12,392
+1,296
+12% +$91.2K
UTEK
2614
DELISTED
Ultratech Inc.
UTEK
$741K ﹤0.01%
25,369
+5,038
+25% +$134K
MCP
2615
DELISTED
MOLYCORP INC COM STK
MCP
$741K ﹤0.01%
157,971
-29,559
-16% -$152K
TECUA
2616
DELISTED
TECUMSEH PRODUCTS CO CL-A
TECUA
$740K ﹤0.01%
107,317
+2,555
+2% +$17.6K
ANGO icon
2617
AngioDynamics
ANGO
$611M
$739K ﹤0.01%
46,915
-16,943
-27% -$276K
GTIV
2618
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
$739K ﹤0.01%
81,047
-125,596
-61% -$1.33M
EXAM
2619
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$738K ﹤0.01%
21,078
-318
-1% -$10.3K
NOA
2620
North American Construction
NOA
$369M
$737K ﹤0.01%
102,292
+5,553
+6% +$34.8K
SUPX
2621
DELISTED
SUPERTEX INC
SUPX
$736K ﹤0.01%
22,330
+1,516
+7% +$45.4K
PGH
2622
DELISTED
Pengrowth Energy Corporation
PGH
$734K ﹤0.01%
120,642
+36,908
+44% +$234K
BXE
2623
DELISTED
Bellatrix Exploration Ltd.
BXE
$733K ﹤0.01%
17,394
+486
+3% +$18.5K
CLNY
2624
DELISTED
Colony Capital, Inc.
CLNY
$732K ﹤0.01%
33,329
+7,358
+28% +$162K
BIRT
2625
DELISTED
Actuate Corp
BIRT
$732K ﹤0.01%
121,543
+9,708
+9% +$64K
103 104
105
106 107

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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.