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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
TFSL icon
1401
TFS Financial
TFSL
$5.16B
$3.24M 0.01%
260,537
+3,190
+1% +$37.9K
IPHS
1402
DELISTED
Innophos Holdings, Inc.
IPHS
$3.23M 0.01%
56,942
+14,681
+35% +$754K
BRS
1403
DELISTED
Bristow Group, Inc.
BRS
$3.22M 0.01%
42,642
-23,211
-35% -$1.72M
SSL icon
1404
Sasol
SSL
$7.5B
$3.22M 0.01%
57,575
+2,112
+4% +$107K
GTN icon
1405
Gray Television
GTN
$415M
$3.21M 0.01%
309,567
+57,334
+23% +$651K
PBY
1406
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$3.21M 0.01%
252,352
-8,446
-3% -$105K
ADEA icon
1407
Adeia
ADEA
$2.94B
$3.21M 0.01%
513,256
+2,491
+0.5% +$13.6K
TUES
1408
DELISTED
Tuesday Morning Corp
TUES
$3.21M 0.01%
226,652
-933
-0.4% -$13.5K
NTRI
1409
DELISTED
NutriSystem, Inc.
NTRI
$3.21M 0.01%
212,827
+6,342
+3% +$96.7K
CPAY icon
1410
Corpay
CPAY
$25B
$3.21M 0.01%
27,844
-14,203
-34% -$1.65M
CAKE icon
1411
Cheesecake Factory
CAKE
$5.04B
$3.2M 0.01%
67,236
-1,810
-3% -$84.4K
IQI icon
1412
Invesco Quality Municipal Securities
IQI
$522M
$3.2M 0.01%
270,778
+62,350
+30% +$729K
DIN icon
1413
Dine Brands
DIN
$456M
$3.19M 0.01%
40,924
-224
-0.5% -$18.1K
TCBI icon
1414
Texas Capital Bancshares
TCBI
$4.3B
$3.19M 0.01%
49,206
+1,197
+2% +$74K
ISD
1415
PGIM High Yield Bond Fund
ISD
$415M
$3.19M 0.01%
176,206
+77,694
+79% +$1.38M
RLJ icon
1416
RLJ Lodging Trust
RLJ
$1.86B
$3.19M 0.01%
119,213
+3,647
+3% +$93.1K
PKX icon
1417
POSCO
PKX
$16.1B
$3.19M 0.01%
45,908
+105
+0.2% +$7.21K
DWA
1418
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$3.19M 0.01%
120,018
+13,050
+12% +$411K
HURN icon
1419
Huron Consulting
HURN
$2.41B
$3.18M 0.01%
50,204
+3,278
+7% +$213K
CXT icon
1420
Crane NXT
CXT
$2.99B
$3.17M 0.01%
128,190
-1,492
-1% -$35.2K
PMCS
1421
DELISTED
P M C SIERRA INC
PMCS
$3.17M 0.01%
416,273
+88,033
+27% +$619K
ONIT
1422
Onity Group
ONIT
$309M
$3.17M 0.01%
5,386
-3,311
-38% -$2.15M
QUAD icon
1423
Quad
QUAD
$536M
$3.16M 0.01%
134,908
-9,630
-7% -$230K
MTRX icon
1424
Matrix Service
MTRX
$326M
$3.16M 0.01%
93,640
+1,661
+2% +$49.7K
HW
1425
DELISTED
Headwaters Inc
HW
$3.16M 0.01%
239,311
-15,007
-6% -$179K
55 56
57
58 59

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MCM
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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.