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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
TSCO icon
776
Tractor Supply
TSCO
$16.1B
$8.35M 0.02%
590,940
+6,995
+1% +$98.9K
MXIM
777
DELISTED
Maxim Integrated Products
MXIM
$8.3M 0.02%
250,607
+12,206
+5% +$375K
CCK icon
778
Crown Holdings
CCK
$12.8B
$8.3M 0.02%
185,448
-5,112
-3% -$222K
TRMB icon
779
Trimble
TRMB
$13.2B
$8.28M 0.02%
213,050
-6,860
-3% -$247K
GPN icon
780
Global Payments
GPN
$23B
$8.26M 0.02%
232,194
+19,130
+9% +$657K
AVP
781
DELISTED
Avon Products, Inc.
AVP
$8.25M 0.02%
563,424
+45,090
+9% +$693K
AEG icon
782
Aegon
AEG
$14B
$8.22M 0.02%
1,316,924
+532,139
+68% +$3.25M
CBI
783
DELISTED
Chicago Bridge & Iron Nv
CBI
$8.21M 0.02%
94,260
+12,398
+15% +$1.01M
IBKR icon
784
Interactive Brokers
IBKR
$39.2B
$8.21M 0.02%
1,515,600
+640,800
+73% +$3.55M
TEX icon
785
Terex
TEX
$7.18B
$8.18M 0.02%
184,707
-8,236
-4% -$346K
MHK icon
786
Mohawk Industries
MHK
$7.5B
$8.17M 0.02%
60,108
+2,071
+4% +$297K
SDX
787
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$8.17M 0.02%
78,072
+1,772
+2% +$186K
VMW
788
DELISTED
VMware, Inc
VMW
$8.16M 0.02%
75,584
+767
+1% +$75.2K
PVH icon
789
PVH
PVH
$4B
$8.15M 0.02%
65,345
+1,873
+3% +$231K
EXPD icon
790
Expeditors International
EXPD
$22B
$8.14M 0.02%
205,431
-7,126
-3% -$292K
BSBR icon
791
Santander
BSBR
$42.5B
$8.07M 0.02%
1,512,713
+241
+0% +$1.18K
CIT
792
DELISTED
CIT Group Inc.
CIT
$8.05M 0.02%
164,139
-10,892
-6% -$531K
AYI icon
793
Acuity Brands
AYI
$9.83B
$8.04M 0.02%
60,617
-14,489
-19% -$1.91M
LQD icon
794
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$8.02M 0.02%
68,610
-2,382
-3% -$276K
VYX icon
795
NCR Voyix
VYX
$1.14B
$8.01M 0.02%
357,263
-100,144
-22% -$2.13M
JKHY icon
796
Jack Henry & Associates
JKHY
$10.9B
$8M 0.02%
143,431
-2,543
-2% -$146K
VC icon
797
Visteon
VC
$2.79B
$8M 0.02%
90,395
+1,813
+2% +$151K
XEC
798
DELISTED
CIMAREX ENERGY CO
XEC
$7.98M 0.02%
67,026
+438
+0.7% +$47K
PVA
799
DELISTED
PENN VIRGINIA CORP
PVA
$7.96M 0.02%
454,906
+508
+0.1% +$6.78K
JLL icon
800
Jones Lang LaSalle
JLL
$16.3B
$7.94M 0.02%
67,015
+6,477
+11% +$746K
30 31
32
33 34

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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.