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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
NGS icon
2251
Natural Gas Services Group
NGS
$472M
$1.23M ﹤0.01%
40,639
+1,045
+3% +$31.1K
TWIN icon
2252
Twin Disc
TWIN
$329M
$1.22M ﹤0.01%
46,316
+1,494
+3% +$36.9K
HOS
2253
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$1.22M ﹤0.01%
29,132
-16,487
-36% -$704K
CWB icon
2254
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
$1.22M ﹤0.01%
25,123
+13,644
+119% +$656K
VIVO
2255
DELISTED
Meridian Bioscience Inc
VIVO
$1.22M ﹤0.01%
55,755
-1,337
-2% -$30.6K
LDL
2256
DELISTED
Lydall, Inc.
LDL
$1.22M ﹤0.01%
53,147
+1,996
+4% +$38.9K
DTLK
2257
DELISTED
Datalink Corp
DTLK
$1.22M ﹤0.01%
87,196
+5,848
+7% +$80.1K
MIN
2258
Aberdeen Intermediate Income Fund
MIN
$274M
$1.21M ﹤0.01%
234,140
+115,832
+98% +$609K
THRM icon
2259
Gentherm
THRM
$1.25B
$1.21M ﹤0.01%
34,944
+1,224
+4% +$34.4K
MUS
2260
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$1.21M ﹤0.01%
95,985
+16,047
+20% +$200K
PKD
2261
DELISTED
Parker Drilling Company
PKD
$1.21M ﹤0.01%
11,366
-5,145
-31% -$585K
GMK
2262
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$1.21M ﹤0.01%
36,598
+160
+0.4% +$5.15K
BJRI icon
2263
BJ's Restaurants
BJRI
$1.42B
$1.21M ﹤0.01%
36,885
-695
-2% -$20.9K
CCRN
2264
DELISTED
Cross Country Healthcare
CCRN
$1.21M ﹤0.01%
149,484
+45,600
+44% +$449K
TOWN icon
2265
Towne Bank
TOWN
$3.46B
$1.21M ﹤0.01%
77,785
-20
-0% -$304
WRES
2266
DELISTED
WARREN RESOURCES INC
WRES
$1.21M ﹤0.01%
251,324
+12,220
+5% +$47.1K
NGD
2267
DELISTED
New Gold Inc
NGD
$1.21M ﹤0.01%
246,914
+21,053
+9% +$122K
ICLR icon
2268
Icon
ICLR
$12.6B
$1.2M ﹤0.01%
25,278
+9,423
+59% +$420K
BFS
2269
Saul Centers
BFS
$836M
$1.2M ﹤0.01%
25,337
-1,879
-7% -$87.7K
SYBT icon
2270
Stock Yards Bancorp
SYBT
$2.64B
$1.2M ﹤0.01%
56,849
-12
-0% -$240
SHLM
2271
DELISTED
Schulman (A.) Inc
SHLM
$1.2M ﹤0.01%
33,057
-23,070
-41% -$792K
MYRG icon
2272
MYR Group
MYRG
$5.19B
$1.2M ﹤0.01%
47,304
-2,427
-5% -$59.1K
KERX
2273
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$1.2M ﹤0.01%
70,245
+1,477
+2% +$22.3K
CWST icon
2274
Casella Waste Systems
CWST
$5.71B
$1.2M ﹤0.01%
234,063
+32,478
+16% +$174K
STRA icon
2275
Strategic Education
STRA
$1.85B
$1.2M ﹤0.01%
25,754
+5,879
+30% +$242K
89 90
91
92 93

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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.