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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
TUP
1201
DELISTED
Tupperware Brands Corporation
TUP
$4.05M 0.01%
48,374
-972
-2% -$80K
CBOE icon
1202
Cboe Global Markets
CBOE
$32.5B
$4.05M 0.01%
71,547
-114,243
-61% -$6.13M
BMO icon
1203
Bank of Montreal
BMO
$126B
$4.04M 0.01%
60,211
-3,265
-5% -$212K
EQC
1204
DELISTED
Equity Commonwealth
EQC
$4.04M 0.01%
153,413
-26,080
-15% -$667K
ATML
1205
DELISTED
ATMEL CORP
ATML
$4.03M 0.01%
481,701
-26,645
-5% -$219K
CNL
1206
DELISTED
CLECO CRP (HOLDING CO)
CNL
$4.02M 0.01%
79,442
-11,630
-13% -$563K
TCF
1207
DELISTED
TCF Financial Corporation
TCF
$4.02M 0.01%
241,103
+20,763
+9% +$338K
CRZO
1208
DELISTED
Carrizo Oil & Gas Inc
CRZO
$4.02M 0.01%
75,125
-1,009
-1% -$46.3K
KFY icon
1209
Korn Ferry
KFY
$4.18B
$4.01M 0.01%
134,705
-38,775
-22% -$997K
CPWR
1210
DELISTED
COMPUWARE CORP
CPWR
$4.01M 0.01%
397,313
+2,423
+0.6% +$24.5K
SWFT
1211
DELISTED
Swift Transportation Company
SWFT
$4M 0.01%
161,723
+627
+0.4% +$14.5K
BRKR icon
1212
Bruker
BRKR
$9.57B
$4M 0.01%
175,576
+1,454
+0.8% +$31.7K
SIVB
1213
DELISTED
SVB Financial Group
SIVB
$4M 0.01%
31,067
-680
-2% -$79.5K
MINT icon
1214
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$4M 0.01%
39,420
-30,917
-44% -$3.13M
IART icon
1215
Integra LifeSciences
IART
$1.29B
$3.99M 0.01%
212,298
+8,654
+4% +$167K
ARIA
1216
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$3.99M 0.01%
495,164
+14,896
+3% +$116K
TIBX
1217
DELISTED
TIBCO SOFTWARE INC
TIBX
$3.99M 0.01%
196,193
-31,804
-14% -$690K
SR icon
1218
Spire
SR
$4.72B
$3.99M 0.01%
84,533
-7,319
-8% -$332K
TXRH icon
1219
Texas Roadhouse
TXRH
$13.5B
$3.99M 0.01%
152,848
+1,030
+0.7% +$26.6K
WRB icon
1220
W.R. Berkley
WRB
$26.9B
$3.98M 0.01%
322,772
-2,905
-0.9% -$35.1K
TBI
1221
Trueblue
TBI
$215M
$3.97M 0.01%
135,732
-73
-0.1% -$1.96K
DEG
1222
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$3.97M 0.01%
218,520
-5,260
-2% -$87.4K
KNGT
1223
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$3.97M 0.01%
171,510
+10,659
+7% +$247K
NJR icon
1224
New Jersey Resources
NJR
$5.84B
$3.96M 0.01%
159,190
-14,260
-8% -$327K
CHE icon
1225
Chemed
CHE
$7.07B
$3.96M 0.01%
44,251
+4,512
+11% +$368K
47 48
49
50 51

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AF
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MCM
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PSUF
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IA
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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.