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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
AXIA
2051
AXIA Energia
AXIA
$23.9B
$1.57M ﹤0.01%
697,912
-641,396
-48% -$1.15M
XCO
2052
DELISTED
Exco Resources
XCO
$1.56M ﹤0.01%
18,619
-2,274
-11% -$175K
GEF icon
2053
Greif
GEF
$4.92B
$1.56M ﹤0.01%
29,759
+1,898
+7% +$97.5K
HTWR
2054
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$1.56M ﹤0.01%
16,597
+13,562
+447% +$1.32M
PPO
2055
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$1.55M ﹤0.01%
45,400
-2,674
-6% -$93.4K
ADUS icon
2056
Addus HomeCare
ADUS
$2.16B
$1.55M ﹤0.01%
67,242
+15,028
+29% +$375K
CMO
2057
DELISTED
Capstead Mortgage Corp.
CMO
$1.55M ﹤0.01%
122,230
-34,354
-22% -$434K
BZH icon
2058
Beazer Homes USA
BZH
$877M
$1.54M ﹤0.01%
76,943
-9,393
-11% -$205K
THOR
2059
DELISTED
THORATEC CORPORATION
THOR
$1.54M ﹤0.01%
43,119
+11,613
+37% +$416K
STM icon
2060
STMicroelectronics
STM
$46.7B
$1.54M ﹤0.01%
167,025
+15,296
+10% +$130K
PTP
2061
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
$1.54M ﹤0.01%
25,617
-5,010
-16% -$292K
DGI
2062
DELISTED
DigitalGlobe Inc.
DGI
$1.54M ﹤0.01%
53,018
-4,205
-7% -$154K
NCMI icon
2063
National CineMedia
NCMI
$376M
$1.53M ﹤0.01%
10,225
+254
+3% +$43.8K
OIA icon
2064
Invesco Municipal Income Opportunities Trust
OIA
$289M
$1.53M ﹤0.01%
232,429
+76,607
+49% +$498K
LCI
2065
DELISTED
Lannett Company, Inc.
LCI
$1.53M ﹤0.01%
10,687
+1,418
+15% +$220K
CBM
2066
DELISTED
Cambrex Corporation
CBM
$1.53M ﹤0.01%
80,869
+4,242
+6% +$81.8K
PRIM icon
2067
Primoris Services
PRIM
$4.58B
$1.52M ﹤0.01%
50,789
+6,082
+14% +$192K
SIRO
2068
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$1.52M ﹤0.01%
20,397
+724
+4% +$51.6K
WWW icon
2069
Wolverine World Wide
WWW
$1.61B
$1.52M ﹤0.01%
53,256
-7,390
-12% -$209K
FTD
2070
DELISTED
FTD Companies, Inc. Common Stock
FTD
$1.52M ﹤0.01%
47,789
-57,434
-55% -$1.82M
DCT
2071
DELISTED
DCT Industrial Trust Inc.
DCT
$1.52M ﹤0.01%
48,205
-16,828
-26% -$506K
PIR
2072
DELISTED
Pier 1 Imports, Inc.
PIR
$1.51M ﹤0.01%
4,013
+387
+11% +$152K
MSM icon
2073
MSC Industrial Direct
MSM
$6.89B
$1.51M ﹤0.01%
17,474
+656
+4% +$55.9K
WIBC
2074
DELISTED
WILSHIRE BANCORP INC
WIBC
$1.51M ﹤0.01%
136,172
-24,489
-15% -$258K
EVHC
2075
DELISTED
Envision Healthcare Holdings Inc
EVHC
$1.51M ﹤0.01%
14,914
+10,559
+242% +$1.06M
81 82
83
84 85

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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.