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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
KN icon
1151
Knowles
KN
$3.13B
$4.3M 0.01%
+136,204
New +$4.23M
BGY icon
1152
BlackRock Enhanced International Dividend Trust
BGY
$524M
$4.3M 0.01%
533,380
+21,644
+4% +$176K
BDC icon
1153
Belden
BDC
$4.85B
$4.29M 0.01%
61,701
+63
+0.1% +$4.37K
GK
1154
DELISTED
G&K Services Inc
GK
$4.29M 0.01%
70,154
-63
-0.1% -$3.87K
WG
1155
DELISTED
Willbros Group
WG
$4.29M 0.01%
339,920
+27,818
+9% +$266K
TCO
1156
DELISTED
Taubman Centers Inc.
TCO
$4.29M 0.01%
60,566
-1,083
-2% -$73.5K
O icon
1157
Realty Income
O
$59.6B
$4.29M 0.01%
108,237
+22,761
+27% +$903K
EME icon
1158
Emcor
EME
$35.2B
$4.28M 0.01%
91,409
+337
+0.4% +$14.8K
MTOR
1159
DELISTED
MERITOR, Inc.
MTOR
$4.27M 0.01%
348,514
-10,669
-3% -$120K
HRC
1160
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$4.26M 0.01%
110,570
+7,111
+7% +$275K
WBMD
1161
DELISTED
WebMD Health Corp.
WBMD
$4.25M 0.01%
102,665
+11,829
+13% +$533K
MTZ icon
1162
MasTec
MTZ
$21.1B
$4.25M 0.01%
97,725
+23,848
+32% +$905K
ZLC
1163
DELISTED
ZALE CORPORATION
ZLC
$4.24M 0.01%
202,921
+25,500
+14% +$462K
MDP
1164
DELISTED
Meredith Corporation
MDP
$4.24M 0.01%
91,353
-936
-1% -$43K
SAFE
1165
Safehold
SAFE
$1.16B
$4.24M 0.01%
59,012
-2,209
-4% -$162K
BNS icon
1166
Scotiabank
BNS
$107B
$4.24M 0.01%
78,605
+10,295
+15% +$551K
CIEN icon
1167
Ciena
CIEN
$53.4B
$4.23M 0.01%
185,941
-5,354
-3% -$126K
BOE icon
1168
BlackRock Enhanced Global Dividend Trust
BOE
$673M
$4.22M 0.01%
288,795
+32,378
+13% +$478K
BECN
1169
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.22M 0.01%
109,128
-7,911
-7% -$306K
CASY icon
1170
Casey's General Stores
CASY
$32.2B
$4.22M 0.01%
62,410
-9,056
-13% -$613K
CXO
1171
DELISTED
CONCHO RESOURCES INC.
CXO
$4.22M 0.01%
34,430
-473
-1% -$52.1K
KS
1172
DELISTED
KapStone Paper and Pack Corp.
KS
$4.22M 0.01%
146,256
-8,134
-5% -$237K
CAJ
1173
DELISTED
Canon, Inc.
CAJ
$4.22M 0.01%
135,751
-30,547
-18% -$928K
MCY icon
1174
Mercury Insurance
MCY
$5.93B
$4.21M 0.01%
93,504
-5,660
-6% -$259K
WCG
1175
DELISTED
Wellcare Health Plans, Inc.
WCG
$4.21M 0.01%
66,335
+8,748
+15% +$567K
45 46
47
48 49

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MCM
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PSUF
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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.