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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
MUE
1551
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.75M 0.01%
215,902
+16,333
+8% +$206K
CYT
1552
DELISTED
CYTEC INDS INC
CYT
$2.74M 0.01%
56,182
+3,560
+7% +$165K
RLI icon
1553
RLI Corp
RLI
$5.62B
$2.74M 0.01%
123,932
-12,680
-9% -$277K
LHO
1554
DELISTED
LaSalle Hotel Properties
LHO
$2.74M 0.01%
87,526
+1,266
+1% +$39.4K
FCNCA icon
1555
First Citizens BancShares
FCNCA
$24.9B
$2.74M 0.01%
11,376
-5,623
-33% -$1.26M
NSR
1556
DELISTED
Neustar Inc
NSR
$2.74M 0.01%
84,245
+17,879
+27% +$690K
CUZ icon
1557
Cousins Properties
CUZ
$5.19B
$2.74M 0.01%
84,496
+16,023
+23% +$497K
CTB
1558
DELISTED
Cooper Tire & Rubber Co.
CTB
$2.73M 0.01%
112,352
+18,554
+20% +$442K
WOOF
1559
DELISTED
VCA Inc.
WOOF
$2.73M 0.01%
84,685
+1,141
+1% +$36.8K
FMER
1560
DELISTED
FIRSTMERIT CORP
FMER
$2.72M 0.01%
130,725
-16,282
-11% -$345K
HSII
1561
DELISTED
Heidrick & Struggles
HSII
$2.72M 0.01%
135,550
+2,653
+2% +$49.2K
FCF icon
1562
First Commonwealth Financial
FCF
$2.18B
$2.71M 0.01%
300,247
-2,771
-0.9% -$23.6K
SBNY
1563
DELISTED
Signature Bank
SBNY
$2.71M 0.01%
21,569
-1,322
-6% -$161K
SAPE
1564
DELISTED
SAPIENT CORP
SAPE
$2.71M 0.01%
158,686
+6,504
+4% +$109K
RNDY
1565
DELISTED
ROUNDYS INC COM STK
RNDY
$2.71M 0.01%
393,272
+79,133
+25% +$593K
PSB
1566
DELISTED
PS Business Parks, Inc.
PSB
$2.7M 0.01%
32,251
-1,769
-5% -$142K
NPBC
1567
DELISTED
NATL PENN BANCSHARES INC
NPBC
$2.69M 0.01%
257,849
-8,805
-3% -$94K
MDR
1568
DELISTED
McDermott International
MDR
$2.69M 0.01%
114,818
-9,784
-8% -$246K
BNA
1569
DELISTED
BLACKROCK INCOME OPPORTUNITY TRUST INC
BNA
$2.69M 0.01%
260,475
+31,532
+14% +$322K
JJSF icon
1570
J&J Snack Foods
JJSF
$1.43B
$2.69M 0.01%
28,030
+667
+2% +$60.3K
CTRX
1571
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$2.69M 0.01%
60,094
-11,382
-16% -$547K
GIII icon
1572
G-III Apparel Group
GIII
$1.54B
$2.69M 0.01%
75,102
+2,808
+4% +$98.8K
FIBK icon
1573
First Interstate BancSystem
FIBK
$3.69B
$2.69M 0.01%
95,137
+4,249
+5% +$113K
SNX icon
1574
TD Synnex
SNX
$20.4B
$2.68M 0.01%
88,394
-39,396
-31% -$1.17M
LFC
1575
DELISTED
China Life Insurance Company Ltd.
LFC
$2.68M 0.01%
189,669
+28,116
+17% +$394K
61 62
63
64 65

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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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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.