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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
NTCT icon
1851
NETSCOUT
NTCT
$3B
$2M ﹤0.01%
53,331
+10,055
+23% +$354K
PBH icon
1852
Prestige Consumer Healthcare
PBH
$2.45B
$2M ﹤0.01%
73,389
-13,117
-15% -$390K
MANT
1853
DELISTED
Mantech International Corp
MANT
$2M ﹤0.01%
67,992
+3,922
+6% +$115K
IVR icon
1854
Invesco Mortgage Capital
IVR
$767M
$2M ﹤0.01%
12,134
+2,637
+28% +$427K
XRM
1855
DELISTED
Xerium Technologies Inc (new)
XRM
$2M ﹤0.01%
124,517
+52,179
+72% +$850K
IOSP icon
1856
Innospec
IOSP
$2.15B
$2M ﹤0.01%
44,141
+1,227
+3% +$54.1K
ANAT
1857
DELISTED
American National Group, Inc. Common Stock
ANAT
$2M ﹤0.01%
17,652
+3,435
+24% +$381K
WIRE
1858
DELISTED
Encore Wire Corp
WIRE
$2M ﹤0.01%
41,130
-4,334
-10% -$224K
CBK
1859
DELISTED
Christopher & Banks Corporation
CBK
$1.99M ﹤0.01%
301,568
+44,208
+17% +$301K
EXTR icon
1860
Extreme Networks
EXTR
$3.89B
$1.99M ﹤0.01%
343,107
+57,139
+20% +$363K
DXCM icon
1861
DexCom
DXCM
$32.8B
$1.99M ﹤0.01%
192,252
-7,320
-4% -$75.7K
HOMB icon
1862
Home BancShares
HOMB
$6.3B
$1.98M ﹤0.01%
115,210
-3,926
-3% -$66K
NC icon
1863
NACCO Industries
NC
$361M
$1.98M ﹤0.01%
159,734
-10,987
-6% -$144K
VVTV
1864
DELISTED
VALUEVISION MEDIA INC
VVTV
$1.98M ﹤0.01%
406,722
+103,351
+34% +$609K
WERN icon
1865
Werner Enterprises
WERN
$2.25B
$1.98M ﹤0.01%
77,478
+1,593
+2% +$40.8K
RDUS
1866
DELISTED
Radius Recycling
RDUS
$1.98M ﹤0.01%
68,449
-12,575
-16% -$344K
TESO
1867
DELISTED
Tesco Corp
TESO
$1.98M ﹤0.01%
106,735
+9,889
+10% +$193K
MUA icon
1868
BlackRock MuniAssets Fund
MUA
$509M
$1.97M ﹤0.01%
159,867
+64,819
+68% +$791K
CALM icon
1869
Cal-Maine
CALM
$4.18B
$1.96M ﹤0.01%
62,566
+140
+0.2% +$3.82K
DK icon
1870
Delek US
DK
$4.08B
$1.96M ﹤0.01%
67,617
+13,676
+25% +$413K
ISCA
1871
DELISTED
International Speedway Corp
ISCA
$1.96M ﹤0.01%
57,779
+16,306
+39% +$551K
INVN
1872
DELISTED
Invensense Inc
INVN
$1.96M ﹤0.01%
82,709
+26,793
+48% +$560K
NSL
1873
DELISTED
NUVEEN SENIOR INCM FD
NSL
$1.96M ﹤0.01%
273,366
+39,444
+17% +$283K
CDR
1874
DELISTED
Cedar Realty Trust, Inc
CDR
$1.95M ﹤0.01%
48,454
+12,659
+35% +$524K
OKSB
1875
DELISTED
Southwest Bancorp Inc/OK
OKSB
$1.95M ﹤0.01%
110,263
-3,914
-3% -$68K
73 74
75
76 77

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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.