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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
CLF icon
1126
Cleveland-Cliffs
CLF
$6.57B
$4.4M 0.01%
215,210
-17,743
-8% -$367K
NAD icon
1127
Nuveen Quality Municipal Income Fund
NAD
$2.74B
$4.4M 0.01%
328,798
+53,791
+20% +$719K
ZBRA icon
1128
Zebra Technologies
ZBRA
$14B
$4.39M 0.01%
63,196
-2,698
-4% -$165K
FR icon
1129
First Industrial Realty Trust
FR
$8.73B
$4.38M 0.01%
226,631
+8,963
+4% +$162K
JBTM
1130
JBT Marel
JBTM
$7.21B
$4.38M 0.01%
141,658
-8,287
-6% -$253K
WMGI
1131
DELISTED
Wright Medical Group Inc
WMGI
$4.37M 0.01%
140,592
+26,798
+24% +$845K
IDA icon
1132
Idacorp
IDA
$8.27B
$4.37M 0.01%
78,721
-9,074
-10% -$486K
MITSY
1133
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$4.37M 0.01%
15,479
+4,183
+37% +$1.18M
ST icon
1134
Sensata Technologies
ST
$6.74B
$4.36M 0.01%
102,269
+54,424
+114% +$2.17M
TWTC
1135
DELISTED
TW TELECOM INC CL A COM
TWTC
$4.36M 0.01%
139,328
+3,310
+2% +$100K
AMCR
1136
DELISTED
AMCOR LTD ADR
AMCR
$4.36M 0.01%
112,457
-12,292
-10% -$476K
SNP
1137
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$4.34M 0.01%
48,515
+1,462
+3% +$120K
URBN icon
1138
Urban Outfitters
URBN
$6.35B
$4.34M 0.01%
118,999
+11,740
+11% +$428K
MKTAY
1139
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$4.34M 0.01%
78,518
+12,303
+19% +$679K
JCP
1140
DELISTED
J.C. Penney Company, Inc.
JCP
$4.33M 0.01%
502,203
+41,583
+9% +$300K
ON icon
1141
ON Semiconductor
ON
$31.8B
$4.33M 0.01%
460,390
+26,884
+6% +$241K
CVSA
1142
Covista Inc
CVSA
$4.25B
$4.32M 0.01%
101,972
+15,315
+18% +$592K
SM icon
1143
SM Energy
SM
$7.8B
$4.32M 0.01%
60,607
-14,158
-19% -$1.11M
KATE
1144
DELISTED
Kate Spade & Company
KATE
$4.32M 0.01%
116,499
-20,426
-15% -$675K
HME
1145
DELISTED
HOME PROPERTIES, INC
HME
$4.32M 0.01%
71,849
-3,198
-4% -$185K
CENX icon
1146
Century Aluminum
CENX
$4.43B
$4.32M 0.01%
326,828
-3,548
-1% -$41.3K
ULTI
1147
DELISTED
Ultimate Software Group Inc
ULTI
$4.31M 0.01%
31,458
+7,060
+29% +$1.11M
CRR
1148
DELISTED
Carbo Ceramics Inc.
CRR
$4.3M 0.01%
31,196
+6,734
+28% +$797K
ISIL
1149
DELISTED
Intersil Corp
ISIL
$4.3M 0.01%
333,122
-3,108
-0.9% -$37.1K
VGR
1150
DELISTED
Vector Group Ltd.
VGR
$4.3M 0.01%
377,306
+6,853
+2% +$68.7K
44 45
46
47 48

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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.