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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
ARCB icon
826
ArcBest
ARCB
$3.23B
$7.5M 0.02%
202,860
+9,533
+5% +$325K
DNR
827
DELISTED
Denbury Resources, Inc.
DNR
$7.5M 0.02%
457,005
+72,276
+19% +$1.17M
ODP
828
DELISTED
ODP
ODP
$7.47M 0.02%
180,807
-89,737
-33% -$4.32M
SONC
829
DELISTED
Sonic Corp
SONC
$7.46M 0.02%
327,401
+19,368
+6% +$385K
WTM icon
830
White Mountains Insurance
WTM
$5.2B
$7.43M 0.02%
12,391
-2,093
-14% -$1.22M
BIO icon
831
Bio-Rad Laboratories Class A
BIO
$8.71B
$7.4M 0.02%
57,746
+2,306
+4% +$296K
NYT icon
832
New York Times
NYT
$12.1B
$7.38M 0.02%
431,351
-36,110
-8% -$558K
PETM
833
DELISTED
PETSMART INC
PETM
$7.38M 0.02%
107,071
+6,561
+7% +$435K
GHC icon
834
Graham Holdings Company
GHC
$5.1B
$7.37M 0.02%
17,336
+13
+0.1% +$5.3K
TECH icon
835
Bio-Techne
TECH
$11.2B
$7.36M 0.02%
344,664
-84,644
-20% -$1.9M
TX icon
836
Ternium
TX
$9.67B
$7.29M 0.02%
246,357
+11,038
+5% +$330K
CY
837
DELISTED
Cypress Semiconductor
CY
$7.26M 0.02%
707,176
+29,573
+4% +$299K
ETG
838
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.8B
$7.26M 0.02%
433,060
+8,747
+2% +$146K
ATR icon
839
AptarGroup
ATR
$8.55B
$7.26M 0.02%
109,768
-2,412
-2% -$157K
PTEN icon
840
Patterson-UTI
PTEN
$3.98B
$7.24M 0.02%
228,439
-31,440
-12% -$874K
BMS
841
DELISTED
Bemis
BMS
$7.22M 0.02%
184,027
-17,784
-9% -$693K
FDS icon
842
Factset
FDS
$9.36B
$7.22M 0.02%
66,956
+7,436
+12% +$786K
KOF icon
843
Coca-Cola Femsa
KOF
$22.7B
$7.22M 0.02%
68,387
-7,138
-9% -$746K
MINI
844
DELISTED
Mobile Mini Inc
MINI
$7.21M 0.02%
166,395
-6,133
-4% -$256K
ANF icon
845
Abercrombie & Fitch
ANF
$4.42B
$7.21M 0.02%
187,153
-4,683
-2% -$171K
GGG icon
846
Graco
GGG
$12.9B
$7.21M 0.02%
289,200
-4,746
-2% -$119K
AN icon
847
AutoNation
AN
$7.11B
$7.2M 0.02%
135,342
+3,680
+3% +$187K
FWONA icon
848
Liberty Media Series A
FWONA
$22.5B
$7.2M 0.02%
309,841
-35,136
-10% -$840K
FLG
849
Flagstar Bank National Association
FLG
$5.93B
$7.18M 0.02%
148,909
-11,698
-7% -$569K
NDAQ icon
850
Nasdaq
NDAQ
$52.7B
$7.17M 0.02%
582,729
+567
+0.1% +$7.33K
32 33
34
35 36

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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.