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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
EDR
2126
DELISTED
Education Realty Trust Inc
EDR
$1.4M ﹤0.01%
47,315
+6,723
+17% +$188K
SSNC icon
2127
SS&C Technologies
SSNC
$18.1B
$1.4M ﹤0.01%
69,942
-6,628
-9% -$136K
TBHC
2128
DELISTED
The Brand House Collective
TBHC
$1.4M ﹤0.01%
75,637
-1,608
-2% -$30.7K
ORN icon
2129
Orion Group Holdings
ORN
$396M
$1.4M ﹤0.01%
111,295
+6,777
+6% +$77.3K
UNTD
2130
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$1.4M ﹤0.01%
121,010
+53,090
+78% +$624K
BCPC
2131
Balchem Corp
BCPC
$5.38B
$1.4M ﹤0.01%
26,817
+2,222
+9% +$119K
DAKT icon
2132
Daktronics
DAKT
$955M
$1.4M ﹤0.01%
97,075
+18,332
+23% +$263K
XCRA
2133
DELISTED
Xcerra Corporation
XCRA
$1.4M ﹤0.01%
156,635
+27,078
+21% +$243K
PRSU
2134
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
$1.4M ﹤0.01%
58,031
-3,718
-6% -$91.6K
MNDT
2135
DELISTED
Mandiant, Inc. Common Stock
MNDT
$1.4M ﹤0.01%
22,663
+15,283
+207% +$1.08M
BKE icon
2136
Buckle
BKE
$2.25B
$1.39M ﹤0.01%
30,419
-971
-3% -$44.3K
CMD
2137
DELISTED
Cantel Medical Corporation
CMD
$1.39M ﹤0.01%
41,240
-6,625
-14% -$219K
SABA
2138
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.39M ﹤0.01%
+86,493
New +$1.36M
TWTR
2139
DELISTED
Twitter, Inc.
TWTR
$1.39M ﹤0.01%
+29,673
New +$1.68M
ABCB icon
2140
Ameris Bancorp
ABCB
$5.85B
$1.38M ﹤0.01%
59,411
+1,721
+3% +$36.7K
UI icon
2141
Ubiquiti
UI
$33.7B
$1.38M ﹤0.01%
30,424
-9,521
-24% -$446K
CWT icon
2142
California Water Service
CWT
$3.1B
$1.38M ﹤0.01%
57,711
-73,546
-56% -$1.69M
HLT icon
2143
Hilton Worldwide
HLT
$72.1B
$1.38M ﹤0.01%
20,720
-5,092
-20% -$337K
LKFN icon
2144
Lakeland Financial Corp
LKFN
$1.56B
$1.38M ﹤0.01%
51,504
-1,950
-4% -$49.6K
MYE icon
2145
Myers Industries
MYE
$1.29B
$1.38M ﹤0.01%
69,293
-4,113
-6% -$82.5K
VSI
2146
DELISTED
Vitamin Shoppe Inc.
VSI
$1.37M ﹤0.01%
28,911
-55
-0.2% -$2.52K
CVLT icon
2147
Commault Systems
CVLT
$4.88B
$1.37M ﹤0.01%
21,057
+273
+1% +$18.9K
NHC icon
2148
National Healthcare
NHC
$3.53B
$1.37M ﹤0.01%
24,502
+2,439
+11% +$128K
TWI icon
2149
Titan International
TWI
$466M
$1.37M ﹤0.01%
71,943
+33,719
+88% +$606K
STBZ
2150
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.36M ﹤0.01%
77,082
+1,777
+2% +$30.9K
84 85
86
87 88

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MCM
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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.