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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
OZK icon
1076
Bank OZK
OZK
$5.6B
$4.81M 0.01%
141,438
+4,626
+3% +$144K
OPLN
1077
Openlane
OPLN
$4.21B
$4.8M 0.01%
418,260
+22,512
+6% +$252K
ITGR icon
1078
Integer Holdings
ITGR
$4.12B
$4.8M 0.01%
114,604
+14,323
+14% +$573K
FCE.A
1079
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$4.78M 0.01%
250,083
-3,602
-1% -$68K
REG icon
1080
Regency Centers
REG
$14.7B
$4.77M 0.01%
93,490
+4,467
+5% +$220K
TWO
1081
Two Harbors Investment
TWO
$1.27B
$4.77M 0.01%
58,214
+16,454
+39% +$1.33M
BGB
1082
Blackstone Strategic Credit 2027 Term Fund
BGB
$499M
$4.75M 0.01%
268,086
+26,329
+11% +$476K
ZTR
1083
Virtus Total Return Fund
ZTR
$340M
$4.75M 0.01%
337,467
-20,815
-6% -$288K
QGENF
1084
DELISTED
QIAGEN NV
QGENF
$4.74M 0.01%
224,898
+2,052
+0.9% +$43.3K
PNRA
1085
DELISTED
Panera Bread Co
PNRA
$4.72M 0.01%
26,759
-534
-2% -$94.6K
AMTD
1086
DELISTED
TD Ameritrade Holding Corp
AMTD
$4.72M 0.01%
138,967
-45,859
-25% -$1.5M
DAR icon
1087
Darling Ingredients
DAR
$9.64B
$4.7M 0.01%
234,590
+22,778
+11% +$457K
HTS
1088
DELISTED
HATTERAS FINANCIAL CORP
HTS
$4.69M 0.01%
248,853
+72,698
+41% +$1.36M
SONY icon
1089
Sony
SONY
$137B
$4.69M 0.01%
1,226,400
+480,580
+64% +$1.66M
INFA
1090
DELISTED
INFORMATICA CORP
INFA
$4.68M 0.01%
123,935
-681
-0.5% -$27.5K
SPLK
1091
DELISTED
Splunk Inc
SPLK
$4.68M 0.01%
65,419
+15,576
+31% +$1.27M
IGR
1092
CBRE Global Real Estate Income Fund
IGR
$709M
$4.67M 0.01%
558,751
+112,115
+25% +$918K
VRNT
1093
DELISTED
Verint Systems
VRNT
$4.66M 0.01%
194,987
+45,573
+31% +$1.07M
LSTR icon
1094
Landstar System
LSTR
$5.93B
$4.63M 0.01%
78,215
-2,920
-4% -$170K
CPRT icon
1095
Copart
CPRT
$27B
$4.62M 0.01%
1,016,576
-27,240
-3% -$121K
XYL icon
1096
Xylem
XYL
$27.3B
$4.62M 0.01%
126,968
-6,645
-5% -$242K
TYL icon
1097
Tyler Technologies
TYL
$12.7B
$4.62M 0.01%
55,234
-6,280
-10% -$606K
CLW icon
1098
Clearwater Paper
CLW
$339M
$4.62M 0.01%
73,730
+1,316
+2% +$78.4K
IGD
1099
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$517M
$4.6M 0.01%
499,602
+78,580
+19% +$702K
LGF
1100
DELISTED
Lions Gate Entertainment
LGF
$4.59M 0.01%
171,921
+26,149
+18% +$802K
42 43
44
45 46

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MCM
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PSUF
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SCC
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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.