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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
ESI
1051
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$4.99M 0.01%
173,841
+20,844
+14% +$690K
CNA icon
1052
CNA Financial
CNA
$14.2B
$4.98M 0.01%
116,555
+1,586
+1% +$65.9K
SRC
1053
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$4.98M 0.01%
101,058
+15,722
+18% +$752K
AVA icon
1054
Avista
AVA
$3.34B
$4.97M 0.01%
162,149
+501
+0.3% +$14.6K
TFX icon
1055
Teleflex
TFX
$6.05B
$4.97M 0.01%
46,334
-796
-2% -$78.4K
FNSR
1056
DELISTED
Finisar Corp
FNSR
$4.96M 0.01%
187,277
+58,063
+45% +$1.39M
NAV
1057
DELISTED
Navistar International
NAV
$4.96M 0.01%
146,338
-18,180
-11% -$643K
DST
1058
DELISTED
DST Systems Inc.
DST
$4.94M 0.01%
104,220
-25,196
-19% -$1.17M
TTI icon
1059
TETRA Technologies
TTI
$1.14B
$4.94M 0.01%
385,704
-3,655
-0.9% -$42.3K
TIVO
1060
DELISTED
Tivo Inc
TIVO
$4.93M 0.01%
216,642
+26,273
+14% +$602K
RYAAY icon
1061
Ryanair
RYAAY
$30.4B
$4.93M 0.01%
204,326
+4,012
+2% +$87.8K
FMBI
1062
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.92M 0.01%
288,215
-4,973
-2% -$83.7K
DECK icon
1063
Deckers Outdoor
DECK
$13.2B
$4.92M 0.01%
370,410
+7,536
+2% +$99.6K
ROC
1064
DELISTED
ROCKWOOD HLDGS INC
ROC
$4.92M 0.01%
66,089
-10,037
-13% -$739K
CACI icon
1065
CACI
CACI
$11B
$4.9M 0.01%
66,342
+22,492
+51% +$1.71M
RJF icon
1066
Raymond James Financial
RJF
$33.8B
$4.89M 0.01%
131,210
-9,721
-7% -$340K
RRGB icon
1067
Red Robin
RRGB
$145M
$4.89M 0.01%
68,189
+1,842
+3% +$130K
AGU
1068
DELISTED
Agrium
AGU
$4.87M 0.01%
49,961
+3,601
+8% +$330K
SID icon
1069
Companhia Siderúrgica Nacional
SID
$1.31B
$4.87M 0.01%
1,116,318
+28,414
+3% +$136K
SPTN
1070
DELISTED
SpartanNash
SPTN
$4.87M 0.01%
209,700
-32,877
-14% -$748K
TQNT
1071
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
$4.87M 0.01%
363,410
+43,583
+14% +$453K
SNI
1072
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$4.87M 0.01%
64,085
-379
-0.6% -$29.5K
NWE icon
1073
NorthWestern Energy
NWE
$4.23B
$4.84M 0.01%
102,000
-13,287
-12% -$600K
UVE icon
1074
Universal Insurance Holdings
UVE
$1.22B
$4.83M 0.01%
380,736
+112,791
+42% +$1.43M
PDCE
1075
DELISTED
PDC Energy, Inc.
PDCE
$4.83M 0.01%
77,584
+322
+0.4% +$17.6K
41 42
43
44 45

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MCM
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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.