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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
KKD
2776
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$575K ﹤0.01%
32,430
-1,993
-6% -$36.9K
LRN icon
2777
Stride
LRN
$3.41B
$574K ﹤0.01%
25,340
-483
-2% -$10.5K
MMSI icon
2778
Merit Medical Systems
MMSI
$5.08B
$574K ﹤0.01%
40,164
-768
-2% -$11.4K
FOR icon
2779
Forestar Group
FOR
$1.44B
$572K ﹤0.01%
32,111
-2,531
-7% -$49.3K
GEB.CL
2780
DELISTED
General Electric Capital Corp
GEB.CL
$572K ﹤0.01%
24,319
+724
+3% +$15.9K
CAI
2781
DELISTED
CAI International, Inc.
CAI
$571K ﹤0.01%
23,144
-6,252
-21% -$141K
LABL
2782
DELISTED
Multi-Color Corp
LABL
$571K ﹤0.01%
16,327
+2,430
+17% +$84.2K
CALX icon
2783
Calix
CALX
$2.26B
$570K ﹤0.01%
67,670
-15,300
-18% -$128K
GEH.CL
2784
DELISTED
General Electric Capital Corp.
GEH.CL
$569K ﹤0.01%
24,371
+776
+3% +$17K
RMTI icon
2785
Rockwell Medical
RMTI
$28.4M
$568K ﹤0.01%
408
+214
+110% +$278K
WW
2786
DELISTED
WW International
WW
$568K ﹤0.01%
27,677
-2,759
-9% -$69.7K
EXL
2787
DELISTED
EXCEL TRUST , INC COM STK
EXL
$568K ﹤0.01%
44,776
+13,191
+42% +$158K
PBF icon
2788
PBF Energy
PBF
$8.57B
$567K ﹤0.01%
21,982
+9,224
+72% +$245K
IGTE
2789
DELISTED
IGATE CORPORATION
IGTE
$567K ﹤0.01%
17,970
+5,519
+44% +$190K
SGK
2790
DELISTED
SCHAWK INC CL-A
SGK
$567K ﹤0.01%
28,346
+1,232
+5% +$18.5K
MCHX icon
2791
Marchex
MCHX
$76.2M
$566K ﹤0.01%
53,874
+18,207
+51% +$192K
CAC icon
2792
Camden National
CAC
$978M
$564K ﹤0.01%
20,522
-112
-0.5% -$2.87K
MWR.CL
2793
DELISTED
MORGAN STANLEY CAPITAL TRUST III
MWR.CL
$564K ﹤0.01%
22,468
+718
+3% +$17.8K
TWGP
2794
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
$563K ﹤0.01%
208,377
-99,629
-32% -$270K
GORO icon
2795
Goldgroup Mining Inc.
GORO
$157M
$562K ﹤0.01%
117,498
+47,288
+67% +$240K
FLY
2796
DELISTED
Fly Leasing Limited
FLY
$562K ﹤0.01%
37,444
+1,779
+5% +$27.4K
C.PRN icon
2797
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
C.PRN
$2.46B
$561K ﹤0.01%
20,222
+613
+3% +$16.8K
JOE icon
2798
St. Joe Company
JOE
$3.54B
$560K ﹤0.01%
29,076
-3,887
-12% -$72K
EXAR
2799
DELISTED
Exar Corporation
EXAR
$559K ﹤0.01%
46,820
+253
+0.5% +$2.97K
VOLC
2800
DELISTED
VOLCANO CORPORATION COM STK
VOLC
$559K ﹤0.01%
28,344
+6,935
+32% +$149K
110 111
112
113 114

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MCM
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PSUF
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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.