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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
SBGI icon
1776
Sinclair Inc
SBGI
$1B
$2.21M 0.01%
81,401
-19,177
-19% -$569K
AGO icon
1777
Assured Guaranty
AGO
$3.72B
$2.2M 0.01%
86,991
-6,664
-7% -$158K
CXW icon
1778
CoreCivic
CXW
$3B
$2.2M 0.01%
70,286
-18,686
-21% -$616K
CLMS
1779
DELISTED
Calamos Asset Management, Inc.
CLMS
$2.2M 0.01%
170,091
-4,419
-3% -$52.9K
CPK icon
1780
Chesapeake Utilities
CPK
$3.21B
$2.2M 0.01%
52,205
+4,154
+9% +$166K
N
1781
DELISTED
Netsuite Inc
N
$2.2M 0.01%
23,159
+4,062
+21% +$434K
ISBC
1782
DELISTED
Investors Bancorp, Inc.
ISBC
$2.19M 0.01%
202,064
+20,162
+11% +$207K
STSA
1783
DELISTED
STERLING FINL CORP (WA) COM NEW
STSA
$2.18M 0.01%
65,416
-2,278
-3% -$73.7K
SHO icon
1784
Sunstone Hotel Investors
SHO
$2.18B
$2.18M 0.01%
158,690
-51,465
-24% -$687K
KKR icon
1785
KKR & Co
KKR
$95.7B
$2.17M 0.01%
95,008
+31,643
+50% +$766K
CBST
1786
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
$2.17M 0.01%
29,645
-2,167
-7% -$162K
SFL icon
1787
SFL Corp
SFL
$1.65B
$2.17M 0.01%
120,608
+16,080
+15% +$278K
WWE
1788
DELISTED
World Wrestling Entertainment
WWE
$2.16M 0.01%
74,793
-874
-1% -$20.8K
AMSF icon
1789
AMERISAFE
AMSF
$564M
$2.16M 0.01%
49,176
-1,378
-3% -$57.7K
SF
1790
Stifel
SF
$12.7B
$2.15M 0.01%
97,416
-2,630
-3% -$55.8K
AKR icon
1791
Acadia Realty Trust
AKR
$3.07B
$2.15M 0.01%
81,529
+30,079
+58% +$775K
CRI icon
1792
Carter's
CRI
$1.47B
$2.15M 0.01%
27,688
+1,637
+6% +$118K
BGX
1793
Blackstone Long-Short Credit Income Fund
BGX
$137M
$2.14M 0.01%
121,693
+39,212
+48% +$704K
ADVS
1794
DELISTED
Advent Software Inc
ADVS
$2.14M 0.01%
72,904
-394
-0.5% -$12.6K
AZPN
1795
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$2.14M 0.01%
50,531
+1,364
+3% +$57.8K
MUB icon
1796
iShares National Muni Bond ETF
MUB
$45.2B
$2.14M 0.01%
19,961
+4,486
+29% +$476K
VIAV icon
1797
Viavi Solutions
VIAV
$9.31B
$2.13M 0.01%
267,875
-12,740
-5% -$96.1K
AHL
1798
DELISTED
ASPEN Insurance Holding Limited
AHL
$2.13M 0.01%
53,679
-5,977
-10% -$232K
AMN icon
1799
AMN Healthcare
AMN
$1.28B
$2.13M 0.01%
155,002
+8,261
+6% +$119K
PTR
1800
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.13M 0.01%
19,629
+99
+0.5% +$10.1K
70 71
72
73 74

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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.