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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
TRP icon
2376
TC Energy
TRP
$70.2B
$1.04M ﹤0.01%
22,934
-533
-2% -$23.6K
ITMN
2377
DELISTED
INTERMUNE INC
ITMN
$1.04M ﹤0.01%
31,191
+3,951
+15% +$88K
ATRO icon
2378
Astronics
ATRO
$3.43B
$1.04M ﹤0.01%
36,035
+2,157
+6% +$60.7K
SPSC icon
2379
SPS Commerce
SPSC
$2.64B
$1.04M ﹤0.01%
33,954
+5,468
+19% +$179K
FIO
2380
DELISTED
FUSION-IO INC COM
FIO
$1.04M ﹤0.01%
99,185
+14,868
+18% +$157K
FWLT
2381
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
$1.04M ﹤0.01%
32,115
-1,761
-5% -$55.1K
BANF icon
2382
BancFirst
BANF
$3.79B
$1.04M ﹤0.01%
36,734
+654
+2% +$18K
XOXO
2383
DELISTED
Xo Group Inc
XOXO
$1.04M ﹤0.01%
102,594
-10,945
-10% -$135K
PHIIK
2384
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$1.04M ﹤0.01%
23,419
-1,119
-5% -$45.4K
EOD
2385
Allspring Global Dividend Opportunity Fund
EOD
$279M
$1.03M ﹤0.01%
131,231
+75,752
+137% +$570K
BLMN icon
2386
Bloomin' Brands
BLMN
$741M
$1.03M ﹤0.01%
42,818
-2,694
-6% -$63.8K
AL
2387
DELISTED
Air Lease Corp
AL
$1.03M ﹤0.01%
27,641
-597
-2% -$20.2K
BFX
2388
DELISTED
BowFlex Inc.
BFX
$1.03M ﹤0.01%
107,027
+34,785
+48% +$297K
ARR
2389
Armour Residential REIT
ARR
$2.33B
$1.03M ﹤0.01%
6,250
+1,938
+45% +$325K
CRD.B icon
2390
Crawford & Co Class B
CRD.B
$491M
$1.03M ﹤0.01%
94,339
-438
-0.5% -$4K
COBZ
2391
DELISTED
CoBiz Financial,Inc
COBZ
$1.03M ﹤0.01%
89,319
+858
+1% +$9.71K
OCLR
2392
DELISTED
Oclaro Inc.
OCLR
$1.03M ﹤0.01%
330,807
+231,621
+234% +$648K
DXLG icon
2393
Destination XL Group
DXLG
$31.2M
$1.02M ﹤0.01%
181,686
+3,940
+2% +$22.3K
GTLS
2394
DELISTED
Chart Industries
GTLS
$1.02M ﹤0.01%
12,896
-870
-6% -$74.9K
LHCG
2395
DELISTED
LHC Group LLC
LHCG
$1.02M ﹤0.01%
46,443
+3,118
+7% +$72.5K
HVB
2396
DELISTED
HUDSON VY HLDG CORP
HVB
$1.02M ﹤0.01%
53,787
+1,929
+4% +$35.8K
CJES
2397
DELISTED
C&J ENERGY SVCS LTD
CJES
$1.02M ﹤0.01%
35,081
+3,882
+12% +$95.8K
GLPW
2398
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$1.02M ﹤0.01%
51,347
+4,720
+10% +$87.7K
SIGM
2399
DELISTED
Sigma Designs Inc
SIGM
$1.02M ﹤0.01%
214,207
+56,726
+36% +$279K
KG
2400
Kestrel Group
KG
$69.4M
$1.02M ﹤0.01%
4,079
+829
+26% +$192K
94 95
96
97 98

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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.