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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
ATW
1351
DELISTED
Atwood Oceanics
ATW
$3.43M 0.01%
68,038
-2,260
-3% -$109K
CRH icon
1352
CRH
CRH
$63.2B
$3.42M 0.01%
121,399
+14,926
+14% +$409K
HMIN
1353
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$3.42M 0.01%
105,934
-2,604
-2% -$94.5K
GWR
1354
DELISTED
Genesee & Wyoming Inc.
GWR
$3.42M 0.01%
35,137
-47
-0.1% -$4.45K
MTRN icon
1355
Materion
MTRN
$4.39B
$3.41M 0.01%
100,491
+7,490
+8% +$222K
CNVR
1356
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$3.4M 0.01%
120,882
-5,432
-4% -$130K
FDML
1357
DELISTED
Federal-Mogul Holdings Corporation
FDML
$3.4M 0.01%
181,907
-3,744
-2% -$69.1K
LAD icon
1358
Lithia Motors
LAD
$8.47B
$3.39M 0.01%
51,023
-941
-2% -$58.8K
PNFP icon
1359
Pinnacle Financial Partners Inc
PNFP
$15.9B
$3.39M 0.01%
90,430
+6,871
+8% +$237K
SBW
1360
DELISTED
Western Asset Worldwide Income
SBW
$3.39M 0.01%
274,737
+89,259
+48% +$1.08M
ULTA icon
1361
Ulta Beauty
ULTA
$22B
$3.38M 0.01%
34,743
-7,844
-18% -$707K
CAB
1362
DELISTED
Cabela's Inc
CAB
$3.38M 0.01%
51,637
-14,297
-22% -$962K
SCHL icon
1363
Scholastic
SCHL
$767M
$3.38M 0.01%
97,976
+3,534
+4% +$121K
JBLU icon
1364
JetBlue
JBLU
$2.28B
$3.38M 0.01%
388,330
-18,166
-4% -$159K
ICON
1365
DELISTED
Iconix Brand Group, Inc.
ICON
$3.38M 0.01%
8,595
-1,261
-13% -$491K
CSGS
1366
DELISTED
CSG Systems International
CSGS
$3.37M 0.01%
129,489
+28,152
+28% +$794K
MCRS
1367
DELISTED
MICROS SYSTEMS INC
MCRS
$3.37M 0.01%
63,642
+6,952
+12% +$385K
MIDD icon
1368
Middleby
MIDD
$6.04B
$3.37M 0.01%
38,241
-60
-0.2% -$5.24K
ALGN icon
1369
Align Technology
ALGN
$12.1B
$3.37M 0.01%
64,973
-4,717
-7% -$264K
LAZ icon
1370
Lazard
LAZ
$4.13B
$3.37M 0.01%
71,464
-9,990
-12% -$450K
CIM
1371
Chimera Investment
CIM
$1.04B
$3.36M 0.01%
73,278
-203
-0.3% -$9.45K
NUAN
1372
DELISTED
Nuance Communications, Inc.
NUAN
$3.36M 0.01%
226,062
+107
+0% +$1.44K
MLM icon
1373
Martin Marietta Materials
MLM
$31.5B
$3.35M 0.01%
26,136
+5,535
+27% +$636K
DSL
1374
DoubleLine Income Solutions Fund
DSL
$1.22B
$3.35M 0.01%
157,889
+28,665
+22% +$606K
IHS
1375
DELISTED
IHS INC CL-A COM STK
IHS
$3.34M 0.01%
27,493
-527
-2% -$62.2K
53 54
55
56 57

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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.