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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
AUO
2701
DELISTED
AU Optronics Corp
AUO
$654K ﹤0.01%
187,844
-12,400
-6% -$38.9K
WLT
2702
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$652K ﹤0.01%
86,276
+17,759
+26% +$195K
INSM icon
2703
Insmed
INSM
$21.4B
$648K ﹤0.01%
34,055
+7,327
+27% +$139K
PPC icon
2704
Pilgrim's Pride
PPC
$6.51B
$648K ﹤0.01%
30,959
-32,611
-51% -$561K
HWCC
2705
DELISTED
Houston Wire & Cable Company
HWCC
$648K ﹤0.01%
49,348
+3,379
+7% +$45.1K
EPB
2706
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$648K ﹤0.01%
21,323
+184
+0.9% +$5.84K
RPAI
2707
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$647K ﹤0.01%
47,796
-18,205
-28% -$242K
NXP icon
2708
Nuveen Select Tax-Free Income Portfolio
NXP
$890M
$645K ﹤0.01%
47,837
+10,731
+29% +$144K
UHT
2709
Universal Health Realty Income Trust
UHT
$603M
$644K ﹤0.01%
15,254
+2,883
+23% +$121K
TBRG
2710
DELISTED
TruBridge
TBRG
$644K ﹤0.01%
9,970
-5,015
-33% -$326K
PFPT
2711
DELISTED
Proofpoint, Inc.
PFPT
$644K ﹤0.01%
17,378
+4,295
+33% +$168K
NS
2712
DELISTED
NuStar Energy L.P.
NS
$643K ﹤0.01%
11,700
+2,970
+34% +$152K
SHOS
2713
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$643K ﹤0.01%
27,168
+18,399
+210% +$425K
ARX
2714
DELISTED
Aeroflex Holding Corp (DE)
ARX
$643K ﹤0.01%
77,354
+12,978
+20% +$99.9K
BELFB
2715
Bel Fuse Inc Class B
BELFB
$3.87B
$641K ﹤0.01%
29,254
-1,045
-3% -$20.9K
PRGX
2716
DELISTED
PRGX Global, Inc.
PRGX
$641K ﹤0.01%
92,466
+6,857
+8% +$46.4K
OPCH icon
2717
Option Care Health
OPCH
$3.45B
$640K ﹤0.01%
22,916
+1,570
+7% +$48.5K
ISG.CL
2718
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$639K ﹤0.01%
25,917
+820
+3% +$19.8K
GEL icon
2719
Genesis Energy
GEL
$1.87B
$635K ﹤0.01%
11,710
+1,182
+11% +$63.8K
HTGC icon
2720
Hercules Capital
HTGC
$3.07B
$635K ﹤0.01%
45,127
-1,958
-4% -$30.7K
AT
2721
DELISTED
Atlantic Power Corporation
AT
$635K ﹤0.01%
218,816
+74,417
+52% +$213K
AMAG
2722
DELISTED
AMAG Pharmaceuticals
AMAG
$635K ﹤0.01%
32,834
+4,170
+15% +$88.6K
MED icon
2723
Medifast
MED
$109M
$632K ﹤0.01%
21,738
-314
-1% -$8.41K
PRFT
2724
DELISTED
Perficient Inc
PRFT
$632K ﹤0.01%
34,882
-15,441
-31% -$316K
CASS icon
2725
Cass Information Systems
CASS
$714M
$631K ﹤0.01%
16,155
-437
-3% -$18.6K
107 108
109
110 111

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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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ACI
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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.