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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
AF
1501
DELISTED
Astoria Financial Corporation
AF
$2.91M 0.01%
210,295
-26,681
-11% -$364K
CNMD icon
1502
CONMED
CNMD
$1.39B
$2.9M 0.01%
66,850
-986
-1% -$43.9K
RDC
1503
DELISTED
Rowan Companies Plc
RDC
$2.9M 0.01%
86,247
-9,806
-10% -$320K
SLH
1504
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$2.89M 0.01%
45,665
+51
+0.1% +$3.44K
BBG
1505
DELISTED
Bill Barrett Corp
BBG
$2.89M 0.01%
112,942
-17,920
-14% -$459K
FCFS icon
1506
FirstCash
FCFS
$8.85B
$2.88M 0.01%
57,115
-4,797
-8% -$257K
WGL
1507
DELISTED
Wgl Holdings
WGL
$2.88M 0.01%
71,937
-12,029
-14% -$464K
SSB icon
1508
SouthState Bank Corp
SSB
$10.2B
$2.88M 0.01%
45,957
-2,255
-5% -$140K
NMO
1509
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$2.88M 0.01%
225,328
+51,659
+30% +$651K
TS icon
1510
Tenaris
TS
$28.9B
$2.87M 0.01%
64,902
+11,926
+23% +$517K
NWG icon
1511
NatWest
NWG
$75.4B
$2.87M 0.01%
256,562
+22,266
+10% +$267K
WCN
1512
Waste Connections
WCN
$42.2B
$2.87M 0.01%
98,054
-5,013
-5% -$143K
VOYA icon
1513
Voya Financial
VOYA
$9.01B
$2.87M 0.01%
79,025
+16,180
+26% +$574K
ABM icon
1514
ABM Industries
ABM
$2.81B
$2.87M 0.01%
99,700
-10,517
-10% -$293K
BX icon
1515
Blackstone
BX
$102B
$2.87M 0.01%
87,807
+30,748
+54% +$981K
TTEC icon
1516
TTEC Holdings
TTEC
$121M
$2.86M 0.01%
116,804
+7,441
+7% +$172K
BRE
1517
DELISTED
BRE PROPERTIES INC CL A
BRE
$2.86M 0.01%
45,592
+773
+2% +$46.5K
GPK icon
1518
Graphic Packaging
GPK
$3.17B
$2.86M 0.01%
281,590
-87,671
-24% -$865K
DRH icon
1519
Diamondrock Hospitality Co
DRH
$2.71B
$2.85M 0.01%
242,767
+21,917
+10% +$262K
TRAK
1520
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$2.85M 0.01%
57,912
-2,548
-4% -$128K
COLB icon
1521
Columbia Banking Systems
COLB
$8.84B
$2.85M 0.01%
99,867
-2,177
-2% -$58.8K
NXZ
1522
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$2.85M 0.01%
210,976
+37,938
+22% +$511K
CNQ icon
1523
Canadian Natural Resources
CNQ
$99.4B
$2.85M 0.01%
153,387
+87,361
+132% +$1.48M
IFX
1524
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$2.84M 0.01%
237,722
-4,530
-2% -$54.2K
PFS icon
1525
Provident Financial Services
PFS
$3.22B
$2.84M 0.01%
154,685
+20,215
+15% +$366K
59 60
61
62 63

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.