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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
IQV icon
1376
IQVIA
IQV
$38.7B
$3.34M 0.01%
65,753
+53,709
+446% +$2.71M
LYV icon
1377
Live Nation Entertainment
LYV
$40.6B
$3.34M 0.01%
153,383
-41,068
-21% -$892K
ALOG
1378
DELISTED
Analogic Corp
ALOG
$3.33M 0.01%
40,589
-14,647
-27% -$1.31M
BSMX
1379
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$3.33M 0.01%
270,822
+68,646
+34% +$796K
AMU
1380
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$3.32M 0.01%
113,391
+25,043
+28% +$728K
GASS icon
1381
StealthGas
GASS
$332M
$3.3M 0.01%
290,558
-92
-0% -$962
LPLA icon
1382
LPL Financial
LPLA
$28.3B
$3.29M 0.01%
62,712
-1,102
-2% -$58.2K
JOSB
1383
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
$3.29M 0.01%
51,163
+1,676
+3% +$97.9K
HXL icon
1384
Hexcel
HXL
$7.79B
$3.28M 0.01%
75,420
-4,687
-6% -$205K
EPAC icon
1385
Enerpac Tool Group
EPAC
$1.83B
$3.28M 0.01%
96,104
-7,329
-7% -$253K
GRA
1386
DELISTED
W.R. Grace & Co.
GRA
$3.28M 0.01%
33,062
-2,002
-6% -$197K
TK icon
1387
Teekay
TK
$1.01B
$3.28M 0.01%
58,276
-223
-0.4% -$12.1K
NAVG
1388
DELISTED
Navigators Group Inc
NAVG
$3.28M 0.01%
106,774
+9,616
+10% +$293K
PRI icon
1389
Primerica
PRI
$9.98B
$3.27M 0.01%
69,498
-3,284
-5% -$146K
EGL
1390
DELISTED
Engility Holdings, Inc.
EGL
$3.27M 0.01%
72,570
+35,903
+98% +$1.48M
OXM icon
1391
Oxford Industries
OXM
$566M
$3.27M 0.01%
41,788
+335
+0.8% +$25.9K
MATW icon
1392
Matthews International
MATW
$866M
$3.26M 0.01%
79,960
+4,327
+6% +$178K
MT icon
1393
ArcelorMittal
MT
$52.9B
$3.25M 0.01%
88,157
+4,065
+5% +$151K
RY icon
1394
Royal Bank of Canada
RY
$291B
$3.25M 0.01%
49,325
+2,547
+5% +$165K
HAIN icon
1395
Hain Celestial
HAIN
$45M
$3.25M 0.01%
71,158
-2,782
-4% -$127K
SAFM
1396
DELISTED
Sanderson Farms Inc
SAFM
$3.25M 0.01%
41,418
-5,506
-12% -$411K
WDFC icon
1397
WD-40
WDFC
$3.05B
$3.25M 0.01%
41,895
+1,744
+4% +$127K
BC icon
1398
Brunswick
BC
$5.13B
$3.24M 0.01%
71,624
-5,024
-7% -$221K
CKH
1399
DELISTED
Seacor Holdings Inc.
CKH
$3.24M 0.01%
38,789
+927
+2% +$77.2K
DKS icon
1400
Dick's Sporting Goods
DKS
$17.5B
$3.24M 0.01%
59,322
+87
+0.1% +$4.71K
54 55
56
57 58

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PSUF
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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.