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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
VCO
2276
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.2M ﹤0.01%
29,904
+1,355
+5% +$51.3K
CNS icon
2277
Cohen & Steers
CNS
$4.23B
$1.2M ﹤0.01%
29,994
+2,103
+8% +$79.5K
AEH.CL
2278
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.19M ﹤0.01%
46,425
+1,377
+3% +$34K
ARGO
2279
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.19M ﹤0.01%
36,187
-1,326
-4% -$43K
IBOC icon
2280
International Bancshares
IBOC
$4.76B
$1.19M ﹤0.01%
47,494
-7,206
-13% -$174K
ENSG icon
2281
The Ensign Group
ENSG
$10.4B
$1.19M ﹤0.01%
106,862
-26,806
-20% -$287K
RNET
2282
DELISTED
RigNet, Inc.
RNET
$1.19M ﹤0.01%
22,104
+4,105
+23% +$198K
ANH
2283
DELISTED
Anworth Mortgage Asset Corporation
ANH
$1.19M ﹤0.01%
239,869
+85,915
+56% +$418K
IRF
2284
DELISTED
INTL RECTIFIER CORP
IRF
$1.19M ﹤0.01%
43,388
+7,625
+21% +$202K
APEI icon
2285
American Public Education
APEI
$890M
$1.19M ﹤0.01%
33,831
+4,356
+15% +$177K
AVAV icon
2286
AeroVironment
AVAV
$7.56B
$1.19M ﹤0.01%
29,476
-310
-1% -$10.1K
JAKK icon
2287
Jakks Pacific
JAKK
$301M
$1.19M ﹤0.01%
16,408
-3,062
-16% -$201K
HTO
2288
H2O America
HTO
$2.57B
$1.18M ﹤0.01%
40,057
+276
+0.7% +$8K
AIT icon
2289
Applied Industrial Technologies
AIT
$12.8B
$1.18M ﹤0.01%
24,526
-1,808
-7% -$88.8K
ELRC
2290
DELISTED
ELECTRO RENT CORP
ELRC
$1.18M ﹤0.01%
67,054
+4,321
+7% +$76.7K
SIR
2291
DELISTED
SELECT INCOME REIT
SIR
$1.17M ﹤0.01%
88,204
+45,489
+106% +$567K
SP
2292
DELISTED
SP Plus Corporation
SP
$1.17M ﹤0.01%
44,666
+5,428
+14% +$141K
HAE icon
2293
Haemonetics
HAE
$3.89B
$1.17M ﹤0.01%
35,953
+1,969
+6% +$75.3K
PMT
2294
PennyMac Mortgage Investment
PMT
$822M
$1.17M ﹤0.01%
49,056
+2,871
+6% +$67.8K
CACC icon
2295
Credit Acceptance
CACC
$5.95B
$1.17M ﹤0.01%
8,231
-60
-0.7% -$8.17K
UAM
2296
DELISTED
Universal American Corp
UAM
$1.17M ﹤0.01%
165,383
+31,668
+24% +$224K
CYS
2297
DELISTED
CYS Investments Inc.
CYS
$1.17M ﹤0.01%
141,252
+42,781
+43% +$354K
FBC
2298
DELISTED
Flagstar Bancorp, Inc. New
FBC
$1.17M ﹤0.01%
52,432
+9,461
+22% +$199K
NWS icon
2299
News Corp Class B
NWS
$16.9B
$1.16M ﹤0.01%
69,722
-581
-0.8% -$9.87K
LIOX
2300
DELISTED
Lionbridge Technologies
LIOX
$1.16M ﹤0.01%
173,539
+3,769
+2% +$24.3K
90 91
92
93 94

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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.