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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
NWPX icon
2676
NWPX Infrastructure Inc
NWPX
$1.19B
$674K ﹤0.01%
18,649
-680
-4% -$24.3K
GSBC icon
2677
Great Southern Bancorp
GSBC
$874M
$673K ﹤0.01%
22,406
-884
-4% -$25.6K
DCO icon
2678
Ducommun
DCO
$2.7B
$671K ﹤0.01%
26,769
+5,584
+26% +$151K
MG icon
2679
Mistras Group
MG
$484M
$669K ﹤0.01%
29,385
+819
+3% +$18.9K
AAMC
2680
DELISTED
Altisource Asset Management Corp
AAMC
$667K ﹤0.01%
1,056
-143
-12% -$81.8K
LCII icon
2681
LCI Industries
LCII
$2.49B
$666K ﹤0.01%
12,295
-14,885
-55% -$749K
WNEB icon
2682
Western New England Bancorp
WNEB
$259M
$665K ﹤0.01%
89,278
-250
-0.3% -$1.87K
WFC.PRQ
2683
DELISTED
Wells Fargo & Co.
WFC.PRQ
$664K ﹤0.01%
26,683
+8,530
+47% +$209K
CLS icon
2684
Celestica
CLS
$38.1B
$662K ﹤0.01%
60,500
+5,786
+11% +$57.5K
MTN icon
2685
Vail Resorts
MTN
$5.32B
$660K ﹤0.01%
9,468
-23,305
-71% -$1.65M
VTOL icon
2686
Bristow Group
VTOL
$1.34B
$660K ﹤0.01%
11,266
-221
-2% -$13K
VASC
2687
DELISTED
Vascular Solutions Inc
VASC
$660K ﹤0.01%
25,204
+10,814
+75% +$269K
IXYS
2688
DELISTED
IXYS Corp
IXYS
$659K ﹤0.01%
58,057
+3,265
+6% +$39.9K
MTGE
2689
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$659K ﹤0.01%
35,113
+10,286
+41% +$199K
TRK
2690
DELISTED
Speedway Motorsports, Inc.
TRK
$658K ﹤0.01%
35,111
+3,136
+10% +$61.1K
NWY
2691
DELISTED
New York & Co Inc
NWY
$658K ﹤0.01%
149,962
+11,052
+8% +$49.5K
OSPN icon
2692
OneSpan
OSPN
$574M
$657K ﹤0.01%
87,138
+6,291
+8% +$48.7K
MVC
2693
DELISTED
MVC Capital, Inc.
MVC
$657K ﹤0.01%
+48,493
New +$679K
BBT.PRE.CL
2694
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$657K ﹤0.01%
29,323
+771
+3% +$16.8K
MENT
2695
DELISTED
Mentor Graphics Corp
MENT
$657K ﹤0.01%
29,826
-18,101
-38% -$393K
ESIO
2696
DELISTED
Electro Scientific Industries
ESIO
$656K ﹤0.01%
66,631
-3,889
-6% -$38.8K
RENT
2697
DELISTED
RENTRAK CORP
RENT
$656K ﹤0.01%
10,882
-145
-1% -$8.31K
SHYF
2698
DELISTED
The Shyft Group
SHYF
$655K ﹤0.01%
127,434
-642
-0.5% -$3.74K
ACTG icon
2699
Acacia Research
ACTG
$428M
$654K ﹤0.01%
42,803
+13,946
+48% +$203K
GSF.CL
2700
DELISTED
GOLDMAN SACHS GROUP INC 6.125% NTS DUE 2060
GSF.CL
$654K ﹤0.01%
25,531
+787
+3% +$19.9K
106 107
108
109 110

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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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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.