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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
BOKF icon
1301
BOK Financial
BOKF
$8.58B
$3.62M 0.01%
52,460
+4,898
+10% +$321K
EVC icon
1302
Entravision Communication
EVC
$1.03B
$3.62M 0.01%
539,886
+95,452
+21% +$605K
CNSL
1303
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$3.62M 0.01%
180,653
+55,964
+45% +$1.09M
ANN
1304
DELISTED
ANN INC
ANN
$3.61M 0.01%
87,074
-1,567
-2% -$55.9K
AMRI
1305
DELISTED
Albany Molecular Research Inc
AMRI
$3.6M 0.01%
193,928
+45,171
+30% +$622K
HDV
1306
iShares Core High Dividend ETF
HDV
$14.5B
$3.6M 0.01%
251,910
+24,410
+11% +$338K
CNQR
1307
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$3.6M 0.01%
36,310
-647
-2% -$73.1K
ACH
1308
Accendra Health
ACH
$237M
$3.59M 0.01%
102,534
+6,524
+7% +$230K
NVRI icon
1309
Enviri
NVRI
$623M
$3.59M 0.01%
153,276
-20,348
-12% -$499K
DMND
1310
DELISTED
DIAMOND FOODS, INC.
DMND
$3.59M 0.01%
102,747
+26,305
+34% +$745K
PLCM
1311
DELISTED
POLYCOM INC
PLCM
$3.58M 0.01%
260,688
+46,352
+22% +$582K
PC
1312
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$3.57M 0.01%
311,982
+34,922
+13% +$399K
MLKN icon
1313
MillerKnoll
MLKN
$1.53B
$3.57M 0.01%
111,024
+16,234
+17% +$467K
WDAY icon
1314
Workday
WDAY
$39.6B
$3.57M 0.01%
39,017
+6,744
+21% +$642K
BWLD
1315
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$3.57M 0.01%
23,950
-120
-0.5% -$17K
CMC icon
1316
Commercial Metals
CMC
$7.6B
$3.56M 0.01%
188,819
-36,266
-16% -$705K
WAL icon
1317
Western Alliance Bancorporation
WAL
$8.79B
$3.56M 0.01%
144,881
-3,774
-3% -$87.3K
MSCI icon
1318
MSCI
MSCI
$41.6B
$3.55M 0.01%
82,621
+107
+0.1% +$4.67K
HI
1319
DELISTED
Hillenbrand
HI
$3.55M 0.01%
109,908
+2,662
+2% +$78.8K
EDP
1320
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$3.55M 0.01%
76,344
+561
+0.7% +$26.1K
LNW
1321
DELISTED
Light & Wonder
LNW
$3.54M 0.01%
258,142
+32,167
+14% +$468K
ENTG icon
1322
Entegris
ENTG
$18.1B
$3.54M 0.01%
292,539
+22,299
+8% +$260K
CPT icon
1323
Camden Property Trust
CPT
$11B
$3.54M 0.01%
52,593
-692
-1% -$44.2K
EVER
1324
DELISTED
Everbank Financial Corp
EVER
$3.54M 0.01%
179,455
+73,951
+70% +$1.34M
KALU icon
1325
Kaiser Aluminum
KALU
$2.61B
$3.54M 0.01%
49,509
+138
+0.3% +$9.67K
51 52
53
54 55

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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.