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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
PGTI
2426
DELISTED
PGT, Inc.
PGTI
$987K ﹤0.01%
85,750
+21,309
+33% +$238K
ASEI
2427
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$985K ﹤0.01%
14,660
-428
-3% -$29.2K
NXGN
2428
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$984K ﹤0.01%
58,288
-12,236
-17% -$222K
EXLS icon
2429
EXL Service
EXLS
$5.14B
$983K ﹤0.01%
159,015
+8,050
+5% +$44.6K
GLDD
2430
DELISTED
Great Lakes Dredge & Dock
GLDD
$980K ﹤0.01%
107,332
+156
+0.1% +$1.33K
CIVI
2431
DELISTED
Civitas Resources
CIVI
$975K ﹤0.01%
197
+64
+48% +$321K
MSCC
2432
DELISTED
Microsemi Corp
MSCC
$972K ﹤0.01%
38,836
-1,765
-4% -$42.5K
REX icon
2433
REX American Resources
REX
$1.42B
$969K ﹤0.01%
101,880
+156
+0.2% +$1.2K
SRDX
2434
DELISTED
Surmodics
SRDX
$968K ﹤0.01%
42,835
+1,401
+3% +$34.2K
ELNK
2435
DELISTED
EarthLink Holdings Corp.
ELNK
$967K ﹤0.01%
267,764
+5,851
+2% +$25K
MHGC
2436
DELISTED
Morgans Hotel Group Co.
MHGC
$967K ﹤0.01%
120,313
+4,998
+4% +$39.5K
PHI icon
2437
PLDT
PHI
$4.25B
$964K ﹤0.01%
15,798
+6,671
+73% +$400K
PDM
2438
Piedmont Realty Trust
PDM
$1.21B
$963K ﹤0.01%
56,173
-22,180
-28% -$371K
PETS icon
2439
PetMed Express
PETS
$41.7M
$963K ﹤0.01%
71,819
+10,314
+17% +$143K
PRLB icon
2440
Protolabs
PRLB
$1.79B
$963K ﹤0.01%
14,235
+1,169
+9% +$87K
EXPR
2441
DELISTED
Express, Inc.
EXPR
$959K ﹤0.01%
3,019
+405
+15% +$142K
WSO icon
2442
Watsco Inc
WSO
$12.7B
$956K ﹤0.01%
9,567
-625
-6% -$60.3K
SPNC
2443
DELISTED
Spectranetics Corp
SPNC
$956K ﹤0.01%
31,556
-917
-3% -$25.1K
STFC
2444
DELISTED
State Auto Financial Corp
STFC
$956K ﹤0.01%
44,846
-317
-0.7% -$6.59K
ASX icon
2445
ASE Group
ASX
$77.3B
$951K ﹤0.01%
171,368
+51,780
+43% +$254K
BBT
2446
Beacon Financial Corp
BBT
$2.66B
$951K ﹤0.01%
36,751
+389
+1% +$9.95K
METR
2447
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$950K ﹤0.01%
44,949
-2,377
-5% -$47.9K
ZEUS
2448
DELISTED
Olympic Steel
ZEUS
$949K ﹤0.01%
33,077
+17
+0.1% +$479
ECHO
2449
DELISTED
Echo Global Logistics, Inc.
ECHO
$947K ﹤0.01%
51,709
+19,268
+59% +$354K
VGI
2450
Virtus Global Multi-Sector Income Fund
VGI
$81.9M
$943K ﹤0.01%
55,822
+34,162
+158% +$574K
96 97
98
99 100

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AF
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MCM
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PSUF
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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.