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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
OVV icon
2751
Ovintiv
OVV
$17.3B
$603K ﹤0.01%
5,643
+1,776
+46% +$168K
LYTS icon
2752
LSI Industries
LYTS
$859M
$598K ﹤0.01%
72,958
+6,126
+9% +$51.4K
HWKN icon
2753
Hawkins
HWKN
$2.67B
$595K ﹤0.01%
32,366
+260
+0.8% +$4.64K
ABR icon
2754
Arbor Realty Trust
ABR
$964M
$593K ﹤0.01%
85,683
+17,406
+25% +$119K
ASR icon
2755
Grupo Aeroportuario del Sureste
ASR
$8.27B
$593K ﹤0.01%
4,837
-403
-8% -$45.9K
ISH
2756
DELISTED
INTL SHIPHOLDING CORP
ISH
$593K ﹤0.01%
20,136
+3,066
+18% +$87.3K
EOT
2757
Eaton Vance National Municipal Opportunities Trust
EOT
$270M
$592K ﹤0.01%
30,528
+10,425
+52% +$200K
FET icon
2758
Forum Energy Technologies
FET
$708M
$592K ﹤0.01%
955
+420
+79% +$228K
MPAA icon
2759
Motorcar Parts of America
MPAA
$254M
$592K ﹤0.01%
22,298
+1,202
+6% +$27.4K
NILE
2760
DELISTED
Blue Nile, Inc.
NILE
$592K ﹤0.01%
17,017
-526
-3% -$20.1K
SRGA
2761
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$590K ﹤0.01%
4,824
+24
+0.5% +$2.6K
HT
2762
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$589K ﹤0.01%
25,240
-9,931
-28% -$221K
AXAS
2763
DELISTED
Abraxas Petroleum Corp
AXAS
$589K ﹤0.01%
7,439
+3,820
+106% +$257K
BML.PRI.CL
2764
DELISTED
Bank Of America Corporation
BML.PRI.CL
$588K ﹤0.01%
23,599
+722
+3% +$17.6K
QMCO icon
2765
Quantum Corp
QMCO
$419M
$586K ﹤0.01%
3,000
+61
+2% +$11.9K
MLNX
2766
DELISTED
Mellanox Technologies, Ltd.
MLNX
$586K ﹤0.01%
14,972
+2,057
+16% +$79.8K
SC
2767
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$584K ﹤0.01%
+24,254
New +$600K
BNCL
2768
DELISTED
Beneficial Bancorp, Inc.
BNCL
$581K ﹤0.01%
48,438
+4,654
+11% +$51.2K
MLR icon
2769
Miller Industries
MLR
$573M
$578K ﹤0.01%
29,599
+5,814
+24% +$108K
PERI icon
2770
Perion Network
PERI
$375M
$578K ﹤0.01%
17,426
+827
+5% +$30K
QNST icon
2771
QuinStreet
QNST
$890M
$576K ﹤0.01%
86,721
+5,313
+7% +$39.3K
IVH
2772
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$576K ﹤0.01%
31,511
+10,705
+51% +$194K
CSOD
2773
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$576K ﹤0.01%
12,041
+354
+3% +$19.8K
ONTO icon
2774
Onto Innovation
ONTO
$12.9B
$575K ﹤0.01%
32,016
+4,975
+18% +$90.4K
TRNO icon
2775
Terreno Realty
TRNO
$7.57B
$575K ﹤0.01%
30,417
+4,248
+16% +$76.5K
109 110
111
112 113

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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.