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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
PVTB
1676
DELISTED
PrivateBancorp Inc
PVTB
$2.42M 0.01%
79,296
-14,846
-16% -$431K
ODFL icon
1677
Old Dominion Freight Line
ODFL
$44B
$2.42M 0.01%
127,785
-12,009
-9% -$218K
CVBF icon
1678
CVB Financial
CVBF
$4.03B
$2.41M 0.01%
151,510
-9,110
-6% -$144K
FFG
1679
DELISTED
FBL Financial Group
FFG
$2.41M 0.01%
55,571
-390
-0.7% -$16.2K
SMRT
1680
DELISTED
Stein Mart Inc
SMRT
$2.4M 0.01%
171,695
+1,473
+0.9% +$19.9K
MOH icon
1681
Molina Healthcare
MOH
$10.2B
$2.4M 0.01%
63,955
-10,562
-14% -$389K
SB icon
1682
Safe Bulkers
SB
$803M
$2.4M 0.01%
252,044
-24,234
-9% -$241K
PLAB icon
1683
Photronics
PLAB
$1.85B
$2.4M 0.01%
280,943
+36,919
+15% +$313K
ACC
1684
DELISTED
American Campus Communities, Inc.
ACC
$2.4M 0.01%
64,110
+12,488
+24% +$442K
SSD icon
1685
Simpson Manufacturing
SSD
$7.91B
$2.39M 0.01%
67,749
-1
-0% -$34
ELME
1686
Elme Communities
ELME
$146M
$2.39M 0.01%
100,205
+33,530
+50% +$792K
GEO icon
1687
The GEO Group
GEO
$4.19B
$2.39M 0.01%
111,360
-9,711
-8% -$210K
MOD icon
1688
Modine Manufacturing
MOD
$10.4B
$2.39M 0.01%
163,360
+2,218
+1% +$30.6K
APOG icon
1689
Apogee Enterprises
APOG
$876M
$2.39M 0.01%
71,808
+2,050
+3% +$69.8K
IRS
1690
IRSA Inversiones y Representaciones
IRS
$1.29B
$2.38M 0.01%
233,933
-20,901
-8% -$215K
SKYW icon
1691
Skywest
SKYW
$4.42B
$2.38M 0.01%
186,834
-14,160
-7% -$185K
HITT
1692
DELISTED
HITTITE MICROWAVE CORP
HITT
$2.38M 0.01%
37,749
+1,792
+5% +$107K
FRED
1693
DELISTED
Fred's Inc
FRED
$2.38M 0.01%
132,113
+3,459
+3% +$63.8K
H icon
1694
Hyatt Hotels
H
$16.2B
$2.37M 0.01%
44,086
+10,906
+33% +$556K
EBS icon
1695
Emergent Biosolutions
EBS
$382M
$2.37M 0.01%
93,634
+14,319
+18% +$362K
BYI
1696
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$2.37M 0.01%
35,702
-4,040
-10% -$289K
AMED
1697
DELISTED
Amedisys
AMED
$2.36M 0.01%
158,789
+9,024
+6% +$139K
NICE icon
1698
Nice
NICE
$5.9B
$2.35M 0.01%
52,735
+4,863
+10% +$197K
PRAA icon
1699
PRA Group
PRAA
$666M
$2.35M 0.01%
40,644
+7,555
+23% +$406K
RFP
1700
DELISTED
Resolute Forest Products Inc.
RFP
$2.35M 0.01%
116,988
+5,056
+5% +$96.9K
66 67
68
69 70

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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.