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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
AVG
2651
DELISTED
AVG Technologies N.V.
AVG
$702K ﹤0.01%
33,471
+3,478
+12% +$63.7K
HTLF
2652
DELISTED
Heartland Financial USA, Inc.
HTLF
$700K ﹤0.01%
25,933
+324
+1% +$8.56K
RST
2653
DELISTED
ROSETTA STONE INC
RST
$699K ﹤0.01%
62,276
+6,209
+11% +$71.5K
CSII
2654
DELISTED
Cardiovascular Systems, Inc.
CSII
$698K ﹤0.01%
21,958
+2,704
+14% +$89.3K
BMI icon
2655
Badger Meter
BMI
$3.89B
$697K ﹤0.01%
25,298
+940
+4% +$24.9K
MESG
2656
DELISTED
XURA INC COM (DE)
MESG
$696K ﹤0.01%
20,114
+8,546
+74% +$307K
ANR
2657
DELISTED
Alpha Natural Resources Inc
ANR
$693K ﹤0.01%
163,035
-167,286
-51% -$897K
PWRD
2658
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
$692K ﹤0.01%
33,472
+1,226
+4% +$25.5K
CMLS
2659
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$691K ﹤0.01%
12,489
+665
+6% +$36.4K
MITL
2660
DELISTED
Mitel Networks Corporation
MITL
$689K ﹤0.01%
+65,107
New +$616K
BOOM icon
2661
DMC Global
BOOM
$138M
$688K ﹤0.01%
36,118
+588
+2% +$12.4K
BTH
2662
DELISTED
BLYTH,INC
BTH
$687K ﹤0.01%
64,060
-3,257
-5% -$31.9K
WTSL
2663
DELISTED
WET SEAL INC CL-A
WTSL
$687K ﹤0.01%
520,509
+20,624
+4% +$42.1K
REN
2664
DELISTED
Resolute Energy Corporaton
REN
$685K ﹤0.01%
19,026
+8,706
+84% +$364K
CFNL
2665
DELISTED
Cardinal Financial Corp
CFNL
$685K ﹤0.01%
38,431
-34,402
-47% -$607K
NQM
2666
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
$684K ﹤0.01%
48,452
-35,306
-42% -$497K
CSTE icon
2667
Caesarstone
CSTE
$72.3M
$683K ﹤0.01%
12,556
-1,358
-10% -$71.6K
STAG icon
2668
STAG Industrial
STAG
$7.38B
$683K ﹤0.01%
28,341
+2,278
+9% +$50.8K
HPP
2669
Hudson Pacific Properties
HPP
$747M
$682K ﹤0.01%
4,220
+279
+7% +$43.6K
CSFL
2670
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$682K ﹤0.01%
62,499
-466
-0.7% -$4.96K
DEL
2671
DELISTED
Deltic Timber
DEL
$680K ﹤0.01%
10,428
+1,152
+12% +$73.9K
CYD icon
2672
China Yuchai International
CYD
$1.77B
$679K ﹤0.01%
32,056
+1,886
+6% +$40.8K
RITM icon
2673
Rithm Capital
RITM
$5.52B
$677K ﹤0.01%
52,346
+2,221
+4% +$28.7K
AP icon
2674
Ampco-Pittsburgh
AP
$163M
$676K ﹤0.01%
35,843
-2,773
-7% -$52K
FST
2675
DELISTED
FOREST OIL CORPORATION
FST
$675K ﹤0.01%
353,476
-25,952
-7% -$70.1K
105 106
107
108 109

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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.