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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
EAD
2076
Allspring Income Opportunities Fund
EAD
$372M
$1.51M ﹤0.01%
159,441
+8,540
+6% +$79.4K
HY icon
2077
Hyster-Yale Materials Handling
HY
$599M
$1.51M ﹤0.01%
15,447
+145
+0.9% +$13.6K
NEOG icon
2078
Neogen
NEOG
$2.63B
$1.51M ﹤0.01%
89,368
-6,256
-7% -$102K
BEBE
2079
DELISTED
Bebe Stores Inc
BEBE
$1.5M ﹤0.01%
24,532
-704
-3% -$40.6K
CBF
2080
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$1.5M ﹤0.01%
59,702
+33,515
+128% +$789K
JRN
2081
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
$1.5M ﹤0.01%
169,108
-488
-0.3% -$4.33K
AKRX
2082
DELISTED
Akorn Inc
AKRX
$1.5M ﹤0.01%
68,040
-3,073
-4% -$71.8K
POT
2083
DELISTED
Potash Corp Of Saskatchewan
POT
$1.5M ﹤0.01%
41,265
+576
+1% +$19.4K
LSCC icon
2084
Lattice Semiconductor
LSCC
$17.6B
$1.49M ﹤0.01%
190,524
+12,504
+7% +$85.4K
PSMT icon
2085
Pricesmart
PSMT
$5.98B
$1.49M ﹤0.01%
14,804
+483
+3% +$48.4K
SXT icon
2086
Sensient Technologies
SXT
$5.26B
$1.49M ﹤0.01%
26,424
-1,807
-6% -$93K
PNC.PRP
2087
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.49M ﹤0.01%
55,723
+1,658
+3% +$42.9K
FIZZ icon
2088
National Beverage
FIZZ
$2.96B
$1.49M ﹤0.01%
152,204
+1,876
+1% +$19.5K
DEST
2089
DELISTED
Destination Maternity Corporation
DEST
$1.49M ﹤0.01%
54,186
+2,503
+5% +$70.2K
OGS icon
2090
ONE Gas
OGS
$4.87B
$1.48M ﹤0.01%
+41,276
New +$1.42M
GNRC icon
2091
Generac Holdings
GNRC
$11.6B
$1.48M ﹤0.01%
25,121
+498
+2% +$27.2K
SMP icon
2092
Standard Motor Products
SMP
$851M
$1.48M ﹤0.01%
41,333
-8,049
-16% -$275K
ENV
2093
DELISTED
ENVESTNET, INC.
ENV
$1.48M ﹤0.01%
36,769
+10,590
+40% +$454K
CVA
2094
DELISTED
Covanta Holding Corporation
CVA
$1.48M ﹤0.01%
81,765
+15,895
+24% +$281K
AFAM
2095
DELISTED
Almost Family Inc
AFAM
$1.48M ﹤0.01%
63,861
+13,881
+28% +$394K
GAME
2096
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$1.47M ﹤0.01%
226,138
+53,535
+31% +$324K
ALSN icon
2097
Allison Transmission
ALSN
$9.5B
$1.46M ﹤0.01%
48,721
+31,771
+187% +$920K
RSO
2098
DELISTED
Resource Capital Corp.
RSO
$1.45M ﹤0.01%
65,124
+13,093
+25% +$308K
MCS icon
2099
Marcus Corp
MCS
$897M
$1.45M ﹤0.01%
86,854
+374
+0.4% +$5.25K
SXI icon
2100
Standex International
SXI
$3.59B
$1.45M ﹤0.01%
27,067
-1,445
-5% -$82.5K
82 83
84
85 86

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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.