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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
FEIC
1651
DELISTED
FEI COMPANY
FEIC
$2.48M 0.01%
24,094
-248
-1% -$24.4K
EHI
1652
Western Asset Global High Income Fund
EHI
$175M
$2.48M 0.01%
201,744
+18,686
+10% +$231K
CTS icon
1653
CTS Corp
CTS
$1.84B
$2.48M 0.01%
118,789
-368
-0.3% -$7.33K
CIR
1654
DELISTED
CIRCOR International, Inc
CIR
$2.48M 0.01%
33,817
-1,149
-3% -$85.8K
GLD icon
1655
SPDR Gold Trust
GLD
$131B
$2.48M 0.01%
20,054
-76
-0.4% -$9.47K
UNFI icon
1656
United Natural Foods
UNFI
$3.1B
$2.48M 0.01%
34,922
-2,048
-6% -$146K
AFB
1657
AllianceBernstein National Municipal Income Fund
AFB
$314M
$2.47M 0.01%
186,271
+30,242
+19% +$393K
HA
1658
DELISTED
Hawaiian Holdings, Inc.
HA
$2.47M 0.01%
176,847
-55,293
-24% -$646K
STWD icon
1659
Starwood Property Trust
STWD
$5.91B
$2.47M 0.01%
104,594
+34,028
+48% +$808K
HIW icon
1660
Highwoods Properties
HIW
$3.67B
$2.47M 0.01%
64,191
+31
+0% +$1.15K
AIMC
1661
DELISTED
Altra Industrial Motion Corp
AIMC
$2.46M 0.01%
69,057
+6,415
+10% +$219K
IDT icon
1662
IDT Corp
IDT
$1.69B
$2.46M 0.01%
209,280
+28,379
+16% +$345K
SCSC icon
1663
Scansource
SCSC
$1.18B
$2.46M 0.01%
60,274
-2,318
-4% -$91.3K
LFUS icon
1664
Littelfuse
LFUS
$11.1B
$2.46M 0.01%
26,232
+750
+3% +$69.2K
CDP icon
1665
COPT Defense Properties
CDP
$4.33B
$2.45M 0.01%
92,118
+5,167
+6% +$132K
CW icon
1666
Curtiss-Wright
CW
$27.2B
$2.45M 0.01%
38,599
-2,921
-7% -$185K
INDB icon
1667
Independent Bank
INDB
$4.04B
$2.45M 0.01%
62,228
-1,733
-3% -$64.9K
APAM icon
1668
Artisan Partners
APAM
$2.9B
$2.44M 0.01%
37,993
+31,890
+523% +$2.05M
BH icon
1669
Biglari Holdings Class B
BH
$1.26B
$2.44M 0.01%
8,082
+483
+6% +$139K
PTNR
1670
DELISTED
Partner Communications
PTNR
$2.44M 0.01%
272,249
+7,685
+3% +$68.3K
TAL
1671
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$2.44M 0.01%
56,823
-2,770
-5% -$123K
CYBX
1672
DELISTED
CYBERONICS INC
CYBX
$2.43M 0.01%
37,271
+1,075
+3% +$72.3K
DENN
1673
DELISTED
Denny's
DENN
$2.43M 0.01%
377,882
+9,987
+3% +$67.2K
PSO icon
1674
Pearson
PSO
$10.2B
$2.43M 0.01%
136,393
-10,824
-7% -$202K
RRX icon
1675
Regal Rexnord
RRX
$13.8B
$2.42M 0.01%
33,305
+9,756
+41% +$720K
65 66
67
68 69

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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.