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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
MMT
1026
Aberdeen Multi-Market Income Fund
MMT
$236M
$5.18M 0.01%
793,420
+43,123
+6% +$279K
VMC icon
1027
Vulcan Materials
VMC
$34.8B
$5.17M 0.01%
77,807
+7,075
+10% +$452K
AAUK
1028
DELISTED
ANGLO AMER PLC NEW ADR UK
AAUK
$5.14M 0.01%
403,304
+61,423
+18% +$783K
SKT icon
1029
Tanger
SKT
$4.67B
$5.13M 0.01%
146,667
-18,728
-11% -$636K
TVTY
1030
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$5.13M 0.01%
299,061
+29,279
+11% +$451K
ALB icon
1031
Albemarle
ALB
$13.9B
$5.08M 0.01%
76,540
+6,409
+9% +$415K
BOH icon
1032
Bank of Hawaii
BOH
$3.15B
$5.08M 0.01%
83,770
-15,490
-16% -$903K
B
1033
DELISTED
Barnes Group Inc.
B
$5.08M 0.01%
131,915
-69
-0.1% -$2.63K
TKC icon
1034
Turkcell
TKC
$4.68B
$5.07M 0.01%
368,497
+11,019
+3% +$140K
ENH
1035
DELISTED
Endurance Specialty Holdings Ltd
ENH
$5.07M 0.01%
94,259
+27,616
+41% +$1.47M
BAS
1036
DELISTED
Basis Energy Services, Inc.
BAS
$5.07M 0.01%
324
+54
+20% +$629K
INVX
1037
Innovex International
INVX
$1.96B
$5.06M 0.01%
45,168
-5,025
-10% -$520K
PPT
1038
Franklin Premier Income Trust
PPT
$324M
$5.06M 0.01%
914,685
+137,654
+18% +$753K
TXNM
1039
TXNM Energy Inc
TXNM
$6.41B
$5.06M 0.01%
187,059
-1,995
-1% -$50.5K
LECO icon
1040
Lincoln Electric
LECO
$14.2B
$5.05M 0.01%
70,203
-430
-0.6% -$30.8K
SAIA icon
1041
Saia
SAIA
$9.27B
$5.05M 0.01%
132,220
+2,614
+2% +$90.2K
AGRO icon
1042
Adecoagro
AGRO
$1.44B
$5.04M 0.01%
618,298
+238,594
+63% +$1.86M
ARE icon
1043
Alexandria Real Estate Equities
ARE
$8.97B
$5.03M 0.01%
69,383
+3,524
+5% +$247K
TTC icon
1044
Toro Company
TTC
$8.75B
$5.03M 0.01%
159,272
-11,244
-7% -$361K
TDS icon
1045
Telephone and Data Systems
TDS
$3.82B
$5.03M 0.01%
191,882
+9,763
+5% +$248K
EFII
1046
DELISTED
Electronics for Imaging
EFII
$5.02M 0.01%
115,843
+1,021
+0.9% +$43.1K
MDAS
1047
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$5.01M 0.01%
202,890
+20,762
+11% +$468K
LVNTA
1048
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$5.01M 0.01%
156,520
+41,591
+36% +$1.32M
BKT icon
1049
BlackRock Income Trust
BKT
$330M
$5M 0.01%
255,865
+55,907
+28% +$1.1M
RAMP icon
1050
LiveRamp
RAMP
$2.3B
$4.99M 0.01%
145,007
+7,256
+5% +$261K
40 41
42
43 44

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MCM
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PSUF
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IA
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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.