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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
GNC
1626
DELISTED
GNC Holdings, Inc.
GNC
$2.54M 0.01%
57,726
-1,628
-3% -$80.6K
NOW icon
1627
ServiceNow
NOW
$118B
$2.54M 0.01%
211,990
+14,755
+7% +$188K
AEIS icon
1628
Advanced Energy
AEIS
$11.7B
$2.54M 0.01%
103,607
+4,614
+5% +$120K
USNA icon
1629
Usana Health Sciences
USNA
$422M
$2.54M 0.01%
67,386
+23,456
+53% +$819K
EE
1630
DELISTED
El Paso Electric Company
EE
$2.54M 0.01%
71,030
-32,543
-31% -$1.15M
TRST
1631
Trustco Bank Corp NY
TRST
$973M
$2.54M 0.01%
72,079
-2,843
-4% -$96.8K
FFIN icon
1632
First Financial Bankshares
FFIN
$5.09B
$2.53M 0.01%
163,948
-28,396
-15% -$441K
CATM
1633
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.52M 0.01%
64,757
+417
+0.6% +$16.9K
GHI
1634
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$2.52M 0.01%
254,876
+74,674
+41% +$725K
OIS icon
1635
Oil States International
OIS
$488M
$2.5M 0.01%
44,434
-669
-1% -$37.1K
IL
1636
DELISTED
IntraLinks Holdings Inc.
IL
$2.5M 0.01%
244,749
+16,490
+7% +$180K
UPBD icon
1637
Upbound Group
UPBD
$1.16B
$2.5M 0.01%
94,097
-10,134
-10% -$275K
BCH icon
1638
Banco de Chile
BCH
$20.7B
$2.5M 0.01%
111,875
+1,441
+1% +$32.9K
AIR icon
1639
AAR Corp
AIR
$5.67B
$2.5M 0.01%
96,358
-20,482
-18% -$572K
CMP icon
1640
Compass Minerals
CMP
$1.21B
$2.5M 0.01%
30,271
+1,381
+5% +$114K
DF
1641
DELISTED
Dean Foods Company
DF
$2.5M 0.01%
161,478
-17,005
-10% -$265K
NSIT icon
1642
Insight Enterprises
NSIT
$4.03B
$2.5M 0.01%
99,366
-1,395
-1% -$32.1K
SAVE
1643
DELISTED
Spirit Airlines, Inc.
SAVE
$2.5M 0.01%
42,008
-524
-1% -$27.5K
KNBWY
1644
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$2.5M 0.01%
180,154
+8,810
+5% +$122K
MWW
1645
DELISTED
Monster Worldwide Inc
MWW
$2.5M 0.01%
333,541
+48,534
+17% +$351K
ADTN icon
1646
Adtran
ADTN
$705M
$2.49M 0.01%
102,131
+23,071
+29% +$594K
MASI
1647
DELISTED
Masimo
MASI
$2.49M 0.01%
91,275
+22,863
+33% +$652K
RMBS icon
1648
Rambus
RMBS
$10B
$2.49M 0.01%
231,322
+22,009
+11% +$207K
LSI
1649
DELISTED
Life Storage, Inc.
LSI
$2.49M 0.01%
50,792
-9,688
-16% -$452K
FWRD icon
1650
Forward Air
FWRD
$451M
$2.48M 0.01%
53,876
+3,289
+7% +$145K
64 65
66
67 68

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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.