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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
RDN icon
2401
Radian Group
RDN
$5.18B
$1.02M ﹤0.01%
67,724
-61,025
-47% -$931K
CDI
2402
DELISTED
CDI Corp.
CDI
$1.02M ﹤0.01%
59,378
+2,232
+4% +$39.6K
RGS icon
2403
Regis Corp
RGS
$68.4M
$1.02M ﹤0.01%
3,713
-352
-9% -$96.4K
SKH
2404
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
$1.01M ﹤0.01%
192,586
-6,053
-3% -$28.6K
FRM
2405
DELISTED
FURMANITE CORPORATION COM
FRM
$1.01M ﹤0.01%
103,298
+8,434
+9% +$96K
USCR
2406
DELISTED
U S Concrete, Inc.
USCR
$1.01M ﹤0.01%
42,965
+869
+2% +$20.2K
BBN icon
2407
BlackRock Taxable Municipal Bond Trust
BBN
$978M
$1.01M ﹤0.01%
49,864
-66,591
-57% -$1.31M
SHOE
2408
Shoe Station Group
SHOE
$413M
$1.01M ﹤0.01%
87,590
-510
-0.6% -$6.46K
DLLR
2409
DELISTED
DFC GLOBAL CORP COM STK (DE)
DLLR
$1.01M ﹤0.01%
114,282
-248
-0.2% -$2.21K
MSEX icon
2410
Middlesex Water
MSEX
$1.08B
$1.01M ﹤0.01%
46,219
-4,408
-9% -$90.3K
ANV
2411
DELISTED
Allied Nevada Gold Corp
ANV
$1.01M ﹤0.01%
233,819
+103,208
+79% +$517K
IO
2412
DELISTED
ION Geophysical Corporation
IO
$1.01M ﹤0.01%
15,940
+425
+3% +$23.3K
GVA icon
2413
Granite Construction
GVA
$5.29B
$1.01M ﹤0.01%
25,199
-32,496
-56% -$1.17M
UMC icon
2414
United Microelectronic
UMC
$47.7B
$1.01M ﹤0.01%
483,819
+2,206
+0.5% +$4.49K
TFM
2415
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$1.01M ﹤0.01%
29,940
-1,334
-4% -$47K
AXLL
2416
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$1M ﹤0.01%
22,371
-13,932
-38% -$594K
BLT
2417
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$999K ﹤0.01%
83,923
-350
-0.4% -$4.44K
TGS icon
2418
Transportadora de Gas del Sur
TGS
$4.79B
$998K ﹤0.01%
431,764
+169,463
+65% +$336K
GDP
2419
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$998K ﹤0.01%
63,069
+18,204
+41% +$283K
DWSN
2420
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
$998K ﹤0.01%
35,633
+1,090
+3% +$33.6K
WFC.PRJ.CL
2421
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$996K ﹤0.01%
34,194
+1,045
+3% +$29.9K
KNM
2422
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$991K ﹤0.01%
42,955
+1,393
+3% +$32.9K
FARO
2423
DELISTED
Faro Technologies
FARO
$989K ﹤0.01%
18,652
+128
+0.7% +$6.92K
PDS
2424
Precision Drilling
PDS
$999M
$989K ﹤0.01%
4,132
+374
+10% +$75.3K
STN icon
2425
Stantec
STN
$8.04B
$988K ﹤0.01%
32,364
+12,450
+63% +$378K
95 96
97
98 99

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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.