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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
EWT icon
2301
iShares MSCI Taiwan ETF
EWT
$9.86B
$1.16M ﹤0.01%
40,325
-4,435
-10% -$124K
AAIC
2302
DELISTED
Arlington Asset Investment Corp.
AAIC
$1.16M ﹤0.01%
43,744
+16,189
+59% +$427K
VKQ icon
2303
Invesco Municipal Trust
VKQ
$541M
$1.16M ﹤0.01%
95,519
+28,437
+42% +$342K
ENLC
2304
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$1.15M ﹤0.01%
33,935
-7,945
-19% -$294K
PT
2305
DELISTED
PORTUGAL TELECOM SGPS, S.A.
PT
$1.15M ﹤0.01%
269,404
+37,573
+16% +$168K
CHTP
2306
DELISTED
CHELSEA THERAPEUTICS INT'L LTD
CHTP
$1.15M ﹤0.01%
208,058
+98,257
+89% +$493K
B
2307
Barrick Mining
B
$61.5B
$1.15M ﹤0.01%
64,261
+5,453
+9% +$105K
ICUI icon
2308
ICU Medical
ICUI
$4.21B
$1.15M ﹤0.01%
19,126
-961
-5% -$59.2K
OCSL icon
2309
Oaktree Specialty Lending
OCSL
$1.02B
$1.15M ﹤0.01%
40,336
-14,042
-26% -$400K
EGOV
2310
DELISTED
NIC Inc
EGOV
$1.14M ﹤0.01%
59,195
+23
+0% +$479
CVO
2311
DELISTED
Cenevo, Inc.
CVO
$1.14M ﹤0.01%
46,998
+444
+1% +$11.9K
IRE
2312
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$1.14M ﹤0.01%
58,971
+13,222
+29% +$242K
DXPE icon
2313
DXP Enterprises
DXPE
$2.43B
$1.14M ﹤0.01%
12,015
+350
+3% +$35.2K
ESC
2314
DELISTED
EMERITUS CORP
ESC
$1.14M ﹤0.01%
36,200
+2,583
+8% +$66.8K
AROW icon
2315
Arrow Financial
AROW
$659M
$1.14M ﹤0.01%
56,641
-12,452
-18% -$244K
JOBS
2316
DELISTED
51job Inc
JOBS
$1.14M ﹤0.01%
31,854
– –
BBSI icon
2317
Barrett Business Services
BBSI
$959M
$1.13M ﹤0.01%
75,688
+1,876
+3% +$34.9K
LDP icon
2318
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$1.13M ﹤0.01%
47,350
+17,622
+59% +$414K
FBR
2319
DELISTED
Fibria Celulose Sa
FBR
$1.13M ﹤0.01%
101,855
-3,937
-4% -$42.9K
AZZ icon
2320
AZZ Inc
AZZ
$4.35B
$1.12M ﹤0.01%
25,092
-219
-0.9% -$9.46K
GSIG
2321
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$1.12M ﹤0.01%
85,707
+10,314
+14% +$121K
AAON icon
2322
Aaon
AAON
$7.3B
$1.11M ﹤0.01%
89,822
-19,611
-18% -$260K
OMN
2323
DELISTED
OMNOVA Solutions Inc.
OMN
$1.11M ﹤0.01%
107,249
-1,217
-1% -$11.6K
SCNB
2324
DELISTED
Suffolk Bancorp
SCNB
$1.11M ﹤0.01%
49,902
-8,273
-14% -$168K
HF
2325
DELISTED
HFF Inc.
HF
$1.11M ﹤0.01%
33,050
+1,127
+4% +$34K
91 92
93
94 95

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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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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.