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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
KMPR icon
1226
Kemper
KMPR
$1.67B
$3.95M 0.01%
100,776
-3,258
-3% -$125K
TIMB icon
1227
TIM SA
TIMB
$9.16B
$3.94M 0.01%
151,914
+6,281
+4% +$163K
SIX
1228
DELISTED
Six Flags Entertainment Corp.
SIX
$3.94M 0.01%
98,176
+17,959
+22% +$696K
OB
1229
DELISTED
Onebeacon Insurance Group Ltd
OB
$3.94M 0.01%
254,968
+16,668
+7% +$254K
MTX icon
1230
Minerals Technologies
MTX
$2.36B
$3.93M 0.01%
60,912
-4,511
-7% -$255K
ABCO
1231
DELISTED
Advisory Board Co
ABCO
$3.93M 0.01%
61,195
-2,036
-3% -$129K
MBI icon
1232
MBIA
MBI
$261M
$3.93M 0.01%
280,780
-32,729
-10% -$417K
EXR icon
1233
Extra Space Storage
EXR
$31.3B
$3.93M 0.01%
80,952
-5,375
-6% -$249K
HTLD icon
1234
Heartland Express
HTLD
$948M
$3.92M 0.01%
172,927
+21,770
+14% +$455K
KBH icon
1235
KB Home
KBH
$3.37B
$3.92M 0.01%
230,967
-36,315
-14% -$666K
RYL
1236
DELISTED
RYLAND GROUP INC
RYL
$3.92M 0.01%
98,147
-1,664
-2% -$70.8K
WBC
1237
DELISTED
WABCO HOLDINGS INC.
WBC
$3.92M 0.01%
37,118
+319
+0.9% +$30.8K
MBFI
1238
DELISTED
MB Financial Corp
MBFI
$3.92M 0.01%
126,486
+2,902
+2% +$88K
RMD icon
1239
ResMed
RMD
$30.6B
$3.91M 0.01%
87,479
-7,420
-8% -$333K
PAG icon
1240
Penske Automotive Group
PAG
$14.3B
$3.9M 0.01%
91,325
-1,580
-2% -$68.6K
PRA
1241
DELISTED
ProAssurance
PRA
$3.89M 0.01%
87,380
-7,581
-8% -$346K
FUJI
1242
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$3.89M 0.01%
144,864
+6,355
+5% +$171K
KRC icon
1243
Kilroy Realty
KRC
$4.52B
$3.88M 0.01%
66,325
+1,295
+2% +$71.5K
JNK icon
1244
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$3.87M 0.01%
31,249
– –
BDN
1245
Brandywine Realty Trust
BDN
$524M
$3.87M 0.01%
267,672
-81,904
-23% -$1.17M
BKW
1246
DELISTED
BURGER KING WORLDWIDE
BKW
$3.87M 0.01%
145,760
+48,828
+50% +$1.23M
CBSH icon
1247
Commerce Bancshares
CBSH
$8.53B
$3.86M 0.01%
149,422
-24,717
-14% -$614K
WTS icon
1248
Watts Water Technologies
WTS
$11.5B
$3.86M 0.01%
65,714
+936
+1% +$54.5K
ABG icon
1249
Asbury Automotive
ABG
$4.31B
$3.85M 0.01%
69,633
+1,219
+2% +$62.2K
EDE
1250
DELISTED
Empire District Electric
EDE
$3.85M 0.01%
158,331
+5,261
+3% +$122K
48 49
50
51 52

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AF
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MCM
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PSUF
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IA
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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.