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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
FSTR icon
2326
Foster
FSTR
$430M
$1.11M ﹤0.01%
23,698
-872
-4% -$39.1K
MILL
2327
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$1.11M ﹤0.01%
188,485
+36,003
+24% +$247K
AJRD
2328
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.1M ﹤0.01%
60,439
-4,508
-7% -$82.4K
BHK icon
2329
BlackRock Core Bond Trust
BHK
$643M
$1.1M ﹤0.01%
81,885
+22,681
+38% +$298K
NKTR icon
2330
Nektar Therapeutics
NKTR
$2.39B
$1.1M ﹤0.01%
6,055
-249
-4% -$49.3K
AZTA icon
2331
Azenta
AZTA
$1.3B
$1.1M ﹤0.01%
100,630
-133
-0.1% -$1.4K
WEB
2332
DELISTED
Web.com Group, Inc.
WEB
$1.1M ﹤0.01%
32,311
-19
-0.1% -$649
FBNC icon
2333
First Bancorp
FBNC
$2.6B
$1.09M ﹤0.01%
57,529
+4,422
+8% +$78.9K
JTP
2334
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$1.09M ﹤0.01%
135,800
+14,976
+12% +$119K
NPF
2335
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$1.09M ﹤0.01%
83,187
+11,296
+16% +$149K
LNCO
2336
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$1.09M ﹤0.01%
40,315
-2,924
-7% -$89K
RAIL icon
2337
FreightCar America
RAIL
$261M
$1.09M ﹤0.01%
46,885
+3,051
+7% +$73.9K
DRIV
2338
DELISTED
DIGITAL RIVER INC.
DRIV
$1.09M ﹤0.01%
62,496
-51,338
-45% -$910K
HAYN
2339
DELISTED
Haynes International, Inc.
HAYN
$1.09M ﹤0.01%
20,150
-185
-0.9% -$9.52K
OME
2340
DELISTED
Omega Protein
OME
$1.09M ﹤0.01%
90,173
+22,181
+33% +$254K
OLP
2341
One Liberty Properties
OLP
$530M
$1.09M ﹤0.01%
51,004
+1,718
+3% +$36.8K
IPI icon
2342
Intrepid Potash
IPI
$456M
$1.08M ﹤0.01%
7,006
-209
-3% -$31.9K
BEE
2343
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$1.08M ﹤0.01%
106,167
-66,185
-38% -$644K
LTM
2344
DELISTED
LIFE TIME FITNESS INC
LTM
$1.08M ﹤0.01%
22,494
-252
-1% -$11.5K
AUXL
2345
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
$1.08M ﹤0.01%
39,802
+350
+0.9% +$9.29K
GLPI icon
2346
Gaming and Leisure Properties
GLPI
$12.7B
$1.08M ﹤0.01%
29,628
+2,076
+8% +$78.6K
MRCY icon
2347
Mercury Systems
MRCY
$5.83B
$1.08M ﹤0.01%
81,726
+5,994
+8% +$68.1K
TTMI icon
2348
TTM Technologies
TTMI
$12B
$1.08M ﹤0.01%
127,558
+20,563
+19% +$168K
VOXX
2349
DELISTED
VOXX International Corporation Class A
VOXX
$1.07M ﹤0.01%
78,554
-4,346
-5% -$59.4K
IVC
2350
DELISTED
Invacare Corporation
IVC
$1.07M ﹤0.01%
56,339
-49,765
-47% -$1.02M
92 93
94
95 96

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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.