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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
MWV
551
DELISTED
MEADWESTVACO CORP
MWV
$14.3M 0.03%
379,622
+7,216
+2% +$262K
MAS icon
552
Masco
MAS
$14.1B
$14.2M 0.03%
729,985
-32,519
-4% -$641K
KIM icon
553
Kimco Realty
KIM
$17.2B
$14.2M 0.03%
649,598
+5,730
+0.9% +$122K
UAL icon
554
United Airlines
UAL
$39.4B
$14.2M 0.03%
318,193
+2,710
+0.9% +$122K
PL
555
DELISTED
PROTECTIVE LIFE CORP
PL
$14.2M 0.03%
269,721
-7,898
-3% -$406K
LXK
556
DELISTED
Lexmark Intl Inc
LXK
$14.1M 0.03%
305,146
+15,576
+5% +$625K
CAR icon
557
Avis
CAR
$4.86B
$14.1M 0.03%
289,787
-3,962
-1% -$170K
MKL icon
558
Markel Group
MKL
$23.3B
$13.9M 0.03%
23,295
-1,080
-4% -$615K
AVY icon
559
Avery Dennison
AVY
$13B
$13.8M 0.03%
272,760
+2,073
+0.8% +$103K
CBRE icon
560
CBRE Group
CBRE
$42.5B
$13.8M 0.03%
503,202
+62,260
+14% +$1.68M
AVT icon
561
Avnet
AVT
$7.29B
$13.8M 0.03%
296,485
-20,287
-6% -$869K
NGG icon
562
National Grid
NGG
$80.4B
$13.8M 0.03%
207,803
+11,558
+6% +$744K
DG icon
563
Dollar General
DG
$28B
$13.7M 0.03%
247,570
+6,567
+3% +$382K
JPS
564
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$13.7M 0.03%
1,582,202
+247,618
+19% +$2.1M
J icon
565
Jacobs Solutions
J
$15.9B
$13.7M 0.03%
261,063
-11,967
-4% -$616K
NPM
566
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$13.6M 0.03%
1,018,426
+173,246
+20% +$2.3M
FMC icon
567
FMC
FMC
$1.34B
$13.6M 0.03%
204,960
+32,869
+19% +$2.14M
LNKD
568
DELISTED
LinkedIn Corporation
LNKD
$13.6M 0.03%
73,542
-23,045
-24% -$4.73M
HCF
569
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
$13.6M 0.03%
1,227,860
+207,050
+20% +$2.29M
HRB icon
570
H&R Block
HRB
$5.58B
$13.6M 0.03%
449,861
-1,959
-0.4% -$58.8K
EQT icon
571
EQT Corp
EQT
$33.3B
$13.5M 0.03%
255,446
+15,460
+6% +$806K
ARCO icon
572
Arcos Dorados Holdings
ARCO
$1.72B
$13.4M 0.03%
1,371,367
+201,641
+17% +$1.89M
SVU
573
DELISTED
SUPERVALU Inc.
SVU
$13.4M 0.03%
280,663
-9,784
-3% -$436K
LVLT
574
DELISTED
Level 3 Communications Inc
LVLT
$13.4M 0.03%
342,018
+10,735
+3% +$386K
SQM icon
575
Sociedad Química y Minera de Chile
SQM
$19.2B
$13.3M 0.03%
431,028
+39,464
+10% +$1.08M
21 22
23
24 25

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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.