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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
ALR
951
DELISTED
Alere Inc
ALR
$5.87M 0.01%
170,788
+41,234
+32% +$1.51M
GXP
952
DELISTED
Great Plains Energy Incorporated
GXP
$5.86M 0.01%
216,685
-4,655
-2% -$118K
WR
953
DELISTED
Westar Energy Inc
WR
$5.85M 0.01%
166,363
+1,632
+1% +$54.9K
SYNA icon
954
Synaptics
SYNA
$4.19B
$5.84M 0.01%
97,379
+10,754
+12% +$639K
SCM
955
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$5.83M 0.01%
94,969
+2,357
+3% +$145K
WDR
956
DELISTED
Waddell & Reed Financial, Inc.
WDR
$5.82M 0.01%
79,115
+5,989
+8% +$411K
BWXT icon
957
BWX Technologies
BWXT
$15.5B
$5.8M 0.01%
244,310
-2,631
-1% -$63.5K
COO icon
958
Cooper Companies
COO
$14.1B
$5.79M 0.01%
168,504
+1,772
+1% +$56.8K
PHH
959
DELISTED
PHH Corporation
PHH
$5.76M 0.01%
223,101
-13,254
-6% -$333K
JACK icon
960
Jack in the Box
JACK
$312M
$5.76M 0.01%
97,691
-4,086
-4% -$223K
UMPQ
961
DELISTED
Umpqua Holdings Corp
UMPQ
$5.75M 0.01%
308,691
-32,219
-9% -$584K
DCI icon
962
Donaldson
DCI
$10.9B
$5.75M 0.01%
135,549
-2,581
-2% -$109K
BRSL
963
Brightstar Lottery PLC
BRSL
$1.84B
$5.73M 0.01%
407,783
-54,402
-12% -$842K
PZZA icon
964
Papa John's
PZZA
$984M
$5.73M 0.01%
109,947
-3,693
-3% -$182K
SFG
965
DELISTED
STANCORP FINL GRP
SFG
$5.73M 0.01%
85,716
-1,586
-2% -$105K
GDO
966
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.1M
$5.72M 0.01%
314,622
+16,644
+6% +$302K
RAS
967
DELISTED
RAIT Financial Trust
RAS
$5.71M 0.01%
672,815
+118,219
+21% +$991K
ESV
968
DELISTED
Ensco Rowan plc
ESV
$5.7M 0.01%
27,006
+4,348
+19% +$910K
COLM icon
969
Columbia Sportswear
COLM
$3.04B
$5.68M 0.01%
137,376
+9,468
+7% +$377K
WLL
970
DELISTED
Whiting Petroleum Corporation
WLL
$5.68M 0.01%
273
+35
+15% +$663K
HSNI
971
DELISTED
HSN, Inc.
HSNI
$5.67M 0.01%
94,995
+42,944
+83% +$2.49M
SPN
972
DELISTED
Superior Energy Services, Inc.
SPN
$5.66M 0.01%
18,408
+179
+1% +$48.1K
FLIR
973
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$5.62M 0.01%
156,126
+2,181
+1% +$72K
CLH icon
974
Clean Harbors
CLH
$16.5B
$5.62M 0.01%
102,577
+16,291
+19% +$888K
BIG
975
DELISTED
Big Lots, Inc.
BIG
$5.6M 0.01%
147,894
-30,195
-17% -$931K
37 38
39
40 41

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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.