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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
INTX
2851
DELISTED
Intersections, Inc.
INTX
$507K ﹤0.01%
85,910
+17,700
+26% +$123K
CLDT
2852
Chatham Lodging
CLDT
$622M
$503K ﹤0.01%
24,853
-5,123
-17% -$105K
COHU icon
2853
Cohu
COHU
$2.26B
$503K ﹤0.01%
46,827
-1,344
-3% -$13.9K
STAA icon
2854
STAAR Surgical
STAA
$1.21B
$502K ﹤0.01%
26,679
+10,266
+63% +$165K
VLRS
2855
Controladora Vuela Compania de Aviacion
VLRS
$900M
$500K ﹤0.01%
+60,219
New +$657K
STRL icon
2856
Sterling Infrastructure
STRL
$18.3B
$499K ﹤0.01%
57,523
-1,194
-2% -$12.1K
REXX
2857
DELISTED
Rex Energy Corporation
REXX
$497K ﹤0.01%
2,655
+1
+0% +$182
TAHO
2858
DELISTED
Tahoe Resources Inc
TAHO
$495K ﹤0.01%
23,399
+5,628
+32% +$113K
PENN icon
2859
PENN Entertainment
PENN
$2.75B
$490K ﹤0.01%
39,733
+7,005
+21% +$86.4K
VRA icon
2860
Vera Bradley
VRA
$97M
$490K ﹤0.01%
18,172
+2,201
+14% +$56.4K
HCKT icon
2861
Hackett Group
HCKT
$270M
$489K ﹤0.01%
81,780
-2,231
-3% -$13.4K
AVD icon
2862
American Vanguard Corp
AVD
$68.4M
$487K ﹤0.01%
22,509
-81
-0.4% -$1.86K
TNK icon
2863
Teekay Tankers
TNK
$2.75B
$487K ﹤0.01%
17,196
+282
+2% +$8.83K
WSTL
2864
DELISTED
Westell Technologies Inc
WSTL
$487K ﹤0.01%
32,971
+5,751
+21% +$89.2K
DCH
2865
Dauch Corp
DCH
$1.34B
$486K ﹤0.01%
26,219
+5,436
+26% +$105K
CPSS icon
2866
Consumer Portfolio Services
CPSS
$202M
$486K ﹤0.01%
70,990
+12,138
+21% +$98.7K
PPBI
2867
DELISTED
Pacific Premier Bancorp
PPBI
$486K ﹤0.01%
30,138
+5,211
+21% +$84K
MTDR icon
2868
Matador Resources
MTDR
$6.2B
$485K ﹤0.01%
+19,818
New +$426K
CSH
2869
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$485K ﹤0.01%
27,632
-65,635
-70% -$1.16M
ARO
2870
DELISTED
Aeropostale Inc
ARO
$485K ﹤0.01%
96,656
-9,350
-9% -$65.1K
PTVCB
2871
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$483K ﹤0.01%
18,354
-91
-0.5% -$2.32K
CZZ
2872
DELISTED
Cosan Limited
CZZ
$482K ﹤0.01%
42,306
+7,298
+21% +$86.9K
DTSI
2873
DELISTED
DTS, Inc.
DTSI
$482K ﹤0.01%
24,404
+965
+4% +$20.4K
STMP
2874
DELISTED
Stamps.com, Inc.
STMP
$482K ﹤0.01%
14,367
-35
-0.2% -$1.32K
FARM
2875
DELISTED
Farmer Brothers
FARM
$480K ﹤0.01%
24,364
-46
-0.2% -$987
113 114
115
116 117

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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.