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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
CSE
1251
DELISTED
CAPITALSOURCE INC
CSE
$3.85M 0.01%
263,521
-1,808
-0.7% -$25.9K
LOPE icon
1252
Grand Canyon Education
LOPE
$3.79B
$3.84M 0.01%
82,303
+7,245
+10% +$336K
PCY icon
1253
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$3.84M 0.01%
137,292
-368
-0.3% -$10K
ARRS
1254
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$3.84M 0.01%
136,288
+22,755
+20% +$621K
STRZA
1255
DELISTED
Starz - Series A
STRZA
$3.84M 0.01%
118,842
-12,017
-9% -$365K
GDOT icon
1256
Green Dot
GDOT
$743M
$3.83M 0.01%
196,348
-3,119
-2% -$69K
GBCI icon
1257
Glacier Bancorp
GBCI
$6.42B
$3.83M 0.01%
131,615
-7,007
-5% -$197K
NEU icon
1258
NewMarket
NEU
$7.82B
$3.83M 0.01%
9,789
-158
-2% -$56K
SGY
1259
DELISTED
Stone Energy
SGY
$3.82M 0.01%
1,603
+12
+0.8% +$23.5K
UUP icon
1260
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
$3.82M 0.01%
178,075
+51,322
+40% +$1.11M
NZF icon
1261
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$3.82M 0.01%
291,575
+38,236
+15% +$493K
MWA icon
1262
Mueller Water Products
MWA
$3.95B
$3.81M 0.01%
401,323
+3,933
+1% +$36.1K
HLX icon
1263
Helix Energy Solutions
HLX
$1.4B
$3.81M 0.01%
165,709
-205
-0.1% -$4.57K
MEI icon
1264
Methode Electronics
MEI
$496M
$3.81M 0.01%
124,188
+10,967
+10% +$362K
JNS
1265
DELISTED
Janus Capital Group Inc
JNS
$3.81M 0.01%
350,279
-33,274
-9% -$376K
TMH
1266
DELISTED
Team Health Holdings Inc
TMH
$3.81M 0.01%
85,071
-16,942
-17% -$762K
PLXS icon
1267
Plexus
PLXS
$6.72B
$3.8M 0.01%
94,828
+9,621
+11% +$393K
AAN.A
1268
DELISTED
The Aaron's Company Inc Class A
AAN.A
$3.8M 0.01%
125,645
-1,347
-1% -$40.7K
NXST icon
1269
Nexstar Media Group
NXST
$5.82B
$3.79M 0.01%
101,132
+18,879
+23% +$818K
UBSI icon
1270
United Bankshares
UBSI
$6.63B
$3.79M 0.01%
123,882
+24,823
+25% +$745K
CCU icon
1271
Compañía de Cervecerías Unidas
CCU
$2.12B
$3.79M 0.01%
169,377
+10,091
+6% +$223K
FELE icon
1272
Franklin Electric
FELE
$4.63B
$3.79M 0.01%
89,018
-1,287
-1% -$54.2K
BSY
1273
DELISTED
BRITISH SKY BRDCSTNG ADS (EACH REPTG 4 ORD SHS)
BSY
$3.78M 0.01%
61,735
+7,629
+14% +$468K
PNY
1274
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$3.78M 0.01%
106,829
-15,863
-13% -$531K
UHAL icon
1275
U-Haul Holding Co
UHAL
$13.9B
$3.78M 0.01%
162,740
+4,880
+3% +$113K
49 50
51
52 53

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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.