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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
SCO
1701
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$2.35M 0.01%
671,197
+52,152
+8% +$183K
IONS icon
1702
Ionis Pharmaceuticals
IONS
$8.9B
$2.34M 0.01%
54,122
+13,358
+33% +$648K
MSGS icon
1703
Madison Square Garden
MSGS
$9.37B
$2.34M 0.01%
57,764
+12,398
+27% +$509K
HAFC icon
1704
Hanmi Financial
HAFC
$953M
$2.34M 0.01%
100,358
+8,045
+9% +$182K
NHI icon
1705
National Health Investors
NHI
$3.69B
$2.34M 0.01%
38,643
-12,941
-25% -$785K
RSH
1706
DELISTED
RADIOSHACK CORP
RSH
$2.33M 0.01%
1,101,279
-558,389
-34% -$1.31M
FCS
1707
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$2.33M 0.01%
169,160
+4,604
+3% +$61.5K
NNN icon
1708
NNN REIT
NNN
$9B
$2.33M 0.01%
67,909
-5,719
-8% -$191K
JNY
1709
DELISTED
JONES GROUP INC COM STK (PA)
JNY
$2.33M 0.01%
155,685
-3,587
-2% -$53.5K
LZB icon
1710
La-Z-Boy
LZB
$1.64B
$2.33M 0.01%
85,912
-8,578
-9% -$234K
MFA
1711
MFA Financial
MFA
$931M
$2.33M 0.01%
75,026
+5,357
+8% +$161K
HTH icon
1712
Hilltop Holdings
HTH
$2.28B
$2.32M 0.01%
97,651
+33,894
+53% +$806K
MRC
1713
DELISTED
MRC Global
MRC
$2.32M 0.01%
86,089
-2,760
-3% -$77.2K
BIT icon
1714
BlackRock Multi-Sector Income Trust
BIT
$698M
$2.32M 0.01%
130,689
+19,683
+18% +$345K
WIT icon
1715
Wipro
WIT
$20.3B
$2.32M 0.01%
922,885
+490
+0.1% +$1.21K
ENOC
1716
DELISTED
EnerNOC, Inc.
ENOC
$2.32M 0.01%
104,060
-1,504
-1% -$31.9K
BGC icon
1717
BGC Group
BGC
$5.38B
$2.31M 0.01%
550,255
-1,274
-0.2% -$5.41K
NNI icon
1718
Nelnet
NNI
$4.95B
$2.31M 0.01%
56,532
-478
-0.8% -$18.9K
RBBN icon
1719
Ribbon Communications
RBBN
$373M
$2.31M 0.01%
137,172
+8,513
+7% +$142K
AWAY
1720
DELISTED
HOMEAWAY INC COM
AWAY
$2.3M 0.01%
61,135
+1,345
+2% +$56.8K
AAT
1721
American Assets Trust
AAT
$1.46B
$2.3M 0.01%
68,210
+20,928
+44% +$684K
RJET
1722
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$2.3M 0.01%
251,687
+27,570
+12% +$267K
ICFI icon
1723
ICF International
ICFI
$1.51B
$2.3M 0.01%
57,742
+1,157
+2% +$42.3K
TILE icon
1724
Interface
TILE
$2.04B
$2.3M 0.01%
111,880
-668
-0.6% -$13.6K
SYKE
1725
DELISTED
SYKES Enterprises Inc
SYKE
$2.29M 0.01%
115,298
-13,941
-11% -$285K
67 68
69
70 71

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MCM
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PSUF
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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.