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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
ASMB icon
3426
Assembly Biosciences
ASMB
$516M
– –
-240
Closed -$55K
AWF
3427
AllianceBernstein Global High Income Fund
AWF
$872M
– –
-92,003
Closed -$1.31M
AXTI icon
3428
AXT Inc
AXTI
$3.07B
– –
-17,700
Closed -$46K
BBDO icon
3429
Banco Bradesco
BBDO
$34.1B
– –
-36,491
Closed -$243K
BHR
3430
Braemar Hotels & Resorts
BHR
$160M
– –
-31,078
Closed -$560K
CAF
3431
Morgan Stanley China A Share Fund
CAF
$325M
– –
-14,267
Closed -$340K
CECO icon
3432
Ceco Environmental
CECO
$3.83B
– –
-10,417
Closed -$168K
CNTY icon
3433
Century Casinos
CNTY
$33.2M
– –
-10,420
Closed -$54K
CPIX icon
3434
Cumberland Pharmaceuticals
CPIX
$101M
– –
-10,161
Closed -$52K
CRMT icon
3435
America's Car Mart
CRMT
$26.7M
– –
-11,645
Closed -$492K
CRNT icon
3436
Ceragon Networks
CRNT
$197M
– –
-11,563
Closed -$34K
CVCO icon
3437
Cavco Industries
CVCO
$4.33B
– –
-7,738
Closed -$532K
DMF
3438
DELISTED
BNY Mellon Municipal Income
DMF
– –
-15,155
Closed -$128K
ECH icon
3439
iShares MSCI Chile ETF
ECH
$1.02B
– –
-11,903
Closed -$566K
EPOL icon
3440
iShares MSCI Poland ETF
EPOL
$699M
– –
-7,243
Closed -$215K
EXAS
3441
DELISTED
Exact Sciences
EXAS
– –
-24,810
Closed -$292K
FXD icon
3442
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$273M
– –
-736,207
Closed -$23.7M
FXG icon
3443
First Trust Consumer Staples AlphaDEX Fund
FXG
$232M
– –
-643,898
Closed -$23M
FXR icon
3444
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$728M
– –
-858,938
Closed -$24.4M
GBAB
3445
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
GBAB
$382M
– –
-16,702
Closed -$331K
GIB icon
3446
CGI
GIB
$15.2B
– –
-7,801
Closed -$261K
STRR
3447
Star Equity Holdings
STRR
$39.2M
– –
-1,782
Closed -$72K
IGI
3448
Western Asset Investment Grade Defined Opportunity Trust
IGI
$93.9M
– –
-10,643
Closed -$215K
IJH icon
3449
iShares Core S&P Mid-Cap ETF
IJH
$122B
– –
-9,040
Closed -$242K
IWD icon
3450
iShares Russell 1000 Value ETF
IWD
$81.8B
– –
-2,131,504
Closed -$201M
136 137
138
139 140

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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.