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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
KELYA icon
1176
Kelly Services Class A
KELYA
$514M
$4.2M 0.01%
177,027
+27,984
+19% +$682K
SITC icon
1177
SITE Centers
SITC
$225M
$4.2M 0.01%
197,846
-20,251
-9% -$418K
PNK
1178
DELISTED
Pinnacle Entertainment Inc.
PNK
$4.19M 0.01%
176,974
+8,341
+5% +$196K
RGC
1179
DELISTED
Regal Entertainment Group
RGC
$4.19M 0.01%
224,437
+4,368
+2% +$83.9K
IHG icon
1180
InterContinental Hotels
IHG
$23.9B
$4.18M 0.01%
90,344
+3,210
+4% +$149K
RYN icon
1181
Rayonier
RYN
$6.55B
$4.18M 0.01%
134,485
+2,749
+2% +$82.7K
FNF icon
1182
Fidelity National Financial
FNF
$13.9B
$4.18M 0.01%
232,750
+18,123
+8% +$327K
NQI
1183
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$4.17M 0.01%
326,632
+42,657
+15% +$539K
CPLA
1184
DELISTED
Capella Education Company
CPLA
$4.16M 0.01%
65,922
+17,309
+36% +$1.12M
DLX icon
1185
Deluxe
DLX
$1.18B
$4.16M 0.01%
79,230
-2,175
-3% -$109K
ATHN
1186
DELISTED
Athenahealth, Inc.
ATHN
$4.15M 0.01%
25,908
+205
+0.8% +$33.7K
VOLV
1187
DELISTED
VOLVO A B ADR-B
VOLV
$4.15M 0.01%
261,975
+35,662
+16% +$565K
UVV icon
1188
Universal Corp
UVV
$1.31B
$4.15M 0.01%
74,175
+8,232
+12% +$450K
MCR
1189
DELISTED
MFS Charter Income Trust
MCR
$4.14M 0.01%
453,973
+24,282
+6% +$220K
AEL
1190
DELISTED
American Equity Investment Life Holding Company
AEL
$4.14M 0.01%
175,366
-21,380
-11% -$493K
SUSS
1191
DELISTED
SUSSER HOLDINGS CORPORATION COMMON STOCK
SUSS
$4.13M 0.01%
66,037
+10,091
+18% +$622K
NJ
1192
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$4.11M 0.01%
267,306
+13,832
+5% +$197K
CNW
1193
DELISTED
CON-WAY INC.
CNW
$4.11M 0.01%
100,048
+5,286
+6% +$208K
JAH
1194
DELISTED
JARDEN CORPORATION
JAH
$4.1M 0.01%
102,893
-11,008
-10% -$447K
ACAS
1195
DELISTED
American Capital Ltd
ACAS
$4.1M 0.01%
259,873
-2,555
-1% -$39.4K
TEN
1196
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$4.09M 0.01%
70,389
-1,279
-2% -$74K
PGI
1197
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$4.08M 0.01%
338,760
-3,628
-1% -$41.2K
UIS icon
1198
Unisys
UIS
$209M
$4.08M 0.01%
133,780
+5,391
+4% +$174K
SWX icon
1199
Southwest Gas
SWX
$6.47B
$4.06M 0.01%
75,914
-8,919
-11% -$479K
BAH icon
1200
Booz Allen Hamilton
BAH
$8.39B
$4.05M 0.01%
184,277
-5,858
-3% -$117K
46 47
48
49 50

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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.