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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
MMS icon
1326
Maximus
MMS
$3.17B
$3.53M 0.01%
78,775
-29,862
-27% -$1.35M
CSTM icon
1327
Constellium
CSTM
$3.76B
$3.53M 0.01%
120,221
+12,879
+12% +$337K
POLY
1328
DELISTED
Plantronics, Inc.
POLY
$3.53M 0.01%
79,375
-2,242
-3% -$99K
MGLN
1329
DELISTED
Magellan Health Services, Inc.
MGLN
$3.52M 0.01%
59,332
+6,714
+13% +$400K
AMCX icon
1330
AMC Global Media
AMCX
$492M
$3.52M 0.01%
48,169
+2,263
+5% +$158K
GPI icon
1331
Group 1 Automotive
GPI
$3.42B
$3.5M 0.01%
53,325
-3,952
-7% -$257K
SHG icon
1332
Shinhan Financial Group
SHG
$32.8B
$3.5M 0.01%
79,662
+2,604
+3% +$108K
NWN icon
1333
Northwest Natural Holdings
NWN
$2.06B
$3.5M 0.01%
79,525
+12,998
+20% +$548K
AWC
1334
DELISTED
Alumina Ltd
AWC
$3.5M 0.01%
788,183
+40,560
+5% +$178K
STE icon
1335
Steris
STE
$22.3B
$3.5M 0.01%
73,275
+8,372
+13% +$392K
ROL icon
1336
Rollins
ROL
$18.3B
$3.49M 0.01%
389,931
-12,197
-3% -$107K
IWB icon
1337
iShares Russell 1000 ETF
IWB
$48.2B
$3.49M 0.01%
33,307
-26,740
-45% -$2.75M
MZTI
1338
The Marzetti Company
MZTI
$2.93B
$3.49M 0.01%
35,105
+7,426
+27% +$667K
POWI icon
1339
Power Integrations
POWI
$3.38B
$3.48M 0.01%
105,876
+16,098
+18% +$488K
ACM icon
1340
Aecom
ACM
$9.3B
$3.48M 0.01%
108,180
+5,151
+5% +$157K
UNT
1341
DELISTED
UNIT Corporation
UNT
$3.48M 0.01%
53,176
-5,578
-9% -$310K
ITG
1342
DELISTED
Investment Technology Group Inc
ITG
$3.47M 0.01%
171,806
-49,075
-22% -$885K
CST
1343
DELISTED
CST Brands, Inc.
CST
$3.47M 0.01%
110,950
-5,188
-4% -$165K
SIGI icon
1344
Selective Insurance
SIGI
$5.65B
$3.46M 0.01%
148,553
-17,792
-11% -$423K
VECO icon
1345
Veeco
VECO
$3.05B
$3.44M 0.01%
82,170
+15,168
+23% +$586K
BTU
1346
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$3.44M 0.01%
14,036
-6,877
-33% -$1.74M
TPC
1347
Tutor Perini Cor
TPC
$4.41B
$3.44M 0.01%
119,923
-1,302
-1% -$33K
PDLI
1348
DELISTED
PDL BioPharma, Inc.
PDLI
$3.44M 0.01%
413,314
-18,466
-4% -$158K
HLIT icon
1349
Harmonic Inc
HLIT
$1.25B
$3.43M 0.01%
480,895
+45,227
+10% +$304K
NCI
1350
DELISTED
Navigant Consulting, Inc.
NCI
$3.43M 0.01%
183,883
+3,290
+2% +$59.3K
52 53
54
55 56

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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.