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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
GBL
2351
DELISTED
GAMCO Investors, Inc.
GBL
$1.07M ﹤0.01%
25,653
-239
-0.9% -$10.4K
GG
2352
DELISTED
Goldcorp Inc
GG
$1.07M ﹤0.01%
43,812
+5,395
+14% +$137K
LMNX
2353
DELISTED
Luminex Corp
LMNX
$1.07M ﹤0.01%
59,185
+3,285
+6% +$61.5K
FINL
2354
DELISTED
Finish Line
FINL
$1.07M ﹤0.01%
39,570
+9,430
+31% +$251K
EBF icon
2355
Ennis
EBF
$552M
$1.07M ﹤0.01%
64,641
+1,173
+2% +$18.5K
CRVL icon
2356
CorVel
CRVL
$3.06B
$1.07M ﹤0.01%
64,404
-1,725
-3% -$27.6K
ASNA
2357
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.07M ﹤0.01%
3,088
-518
-14% -$197K
ROSE
2358
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.07M ﹤0.01%
22,908
-18,243
-44% -$827K
LDR
2359
DELISTED
Landauer Inc
LDR
$1.07M ﹤0.01%
23,510
+4,157
+21% +$204K
SEMG
2360
DELISTED
SEMGROUP CORPORATION
SEMG
$1.06M ﹤0.01%
16,205
-17,518
-52% -$1.11M
VSAT icon
2361
Viasat
VSAT
$10.6B
$1.06M ﹤0.01%
15,338
-258
-2% -$16.8K
IMPV
2362
DELISTED
Imperva, Inc.
IMPV
$1.06M ﹤0.01%
19,002
+3,947
+26% +$227K
SNEX icon
2363
StoneX
SNEX
$9.26B
$1.06M ﹤0.01%
284,239
+52,412
+23% +$190K
TR icon
2364
Tootsie Roll Industries
TR
$2.93B
$1.05M ﹤0.01%
50,237
+579
+1% +$12K
SZMK
2365
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$1.05M ﹤0.01%
+99,252
New +$1.09M
TIVO
2366
DELISTED
TIVO INC
TIVO
$1.05M ﹤0.01%
79,595
-29,616
-27% -$381K
ADC icon
2367
Agree Realty
ADC
$9.34B
$1.05M ﹤0.01%
34,558
+12,044
+53% +$359K
SNDA icon
2368
Sonida Senior Living
SNDA
$1.91B
$1.05M ﹤0.01%
2,697
-20
-0.7% -$7.26K
GA
2369
DELISTED
GIANT INTERACTIVE GROUP INC ADR (CAYMAN ISLANDS)
GA
$1.05M ﹤0.01%
90,841
-1,141
-1% -$12.8K
PEB icon
2370
Pebblebrook Hotel Trust
PEB
$2.15B
$1.05M ﹤0.01%
31,061
-2,879
-8% -$92.6K
ACW
2371
DELISTED
Accuride Corp
ACW
$1.05M ﹤0.01%
236,620
+1,333
+0.6% +$5.61K
CAS
2372
DELISTED
A M Castle & Co
CAS
$1.05M ﹤0.01%
71,274
-759
-1% -$11K
PDT
2373
John Hancock Premium Dividend Fund
PDT
$634M
$1.05M ﹤0.01%
80,808
+10,669
+15% +$131K
HOV icon
2374
Hovnanian Enterprises
HOV
$726M
$1.04M ﹤0.01%
8,838
-704
-7% -$99.5K
ROS
2375
DELISTED
ROSTELEKOM
ROS
$1.04M ﹤0.01%
73,364
-28,225
-28% -$402K
93 94
95
96 97

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MCM
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PSUF
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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.