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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
MDCO
1801
DELISTED
Medicines Co
MDCO
$2.13M 0.01%
74,916
-746
-1% -$24.7K
WKC icon
1802
World Kinect Corp
WKC
$2B
$2.13M 0.01%
48,176
+2,972
+7% +$131K
KMT icon
1803
Kennametal
KMT
$2.66B
$2.12M 0.01%
47,942
-2,933
-6% -$134K
ONB icon
1804
Old National Bancorp
ONB
$10.3B
$2.12M 0.01%
142,478
-2,767
-2% -$39.4K
VE
1805
DELISTED
VEOLIA ENVIRONNEMENT
VE
$2.12M 0.01%
106,824
+2,349
+2% +$41.4K
CTRN icon
1806
Citi Trends
CTRN
$582M
$2.12M 0.01%
130,322
+16,555
+15% +$273K
CCC
1807
DELISTED
Calgon Carbon Corp
CCC
$2.12M 0.01%
97,203
-8,220
-8% -$168K
FSP
1808
Franklin Street Properties
FSP
$48.1M
$2.12M 0.01%
168,316
+14,602
+9% +$178K
NTK
1809
DELISTED
NORTEK INC COM NEW (DE)
NTK
$2.12M 0.01%
25,805
+12,633
+96% +$954K
RUSHA icon
1810
Rush Enterprises Class A
RUSHA
$6.29B
$2.12M 0.01%
146,704
-2,511
-2% -$32.4K
GFF icon
1811
Griffon
GFF
$4.1B
$2.12M 0.01%
177,311
+2,483
+1% +$31.8K
MPT
1812
Medical Properties Trust
MPT
$2.75B
$2.11M 0.01%
164,829
-10,406
-6% -$134K
BTM
1813
DELISTED
OI S.A. SPON ADR REPSTG 3 PFD SHS (BRA)
BTM
$2.11M 0.01%
1,584,726
-7,318
-0.5% -$9.73K
VLY icon
1814
Valley National Bancorp
VLY
$8.02B
$2.1M 0.01%
201,809
-21,185
-10% -$212K
CCMP
1815
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$2.1M 0.01%
47,741
-7,584
-14% -$332K
FSS icon
1816
Federal Signal
FSS
$7.88B
$2.1M 0.01%
140,723
-7,232
-5% -$98.2K
RWT
1817
Redwood Trust
RWT
$580M
$2.1M 0.01%
103,351
-34,813
-25% -$678K
LXP icon
1818
LXP Industrial Trust
LXP
$3.56B
$2.1M 0.01%
38,412
-25,579
-40% -$1.39M
ANK
1819
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$2.09M 0.01%
31,757
+6,854
+28% +$452K
SUI icon
1820
Sun Communities
SUI
$15.1B
$2.09M ﹤0.01%
46,292
+893
+2% +$40.3K
MTSC
1821
DELISTED
MTS Systems Corp
MTSC
$2.08M ﹤0.01%
30,412
+2,753
+10% +$196K
SD
1822
DELISTED
SANDRIDGE ENERGY, INC.
SD
$2.08M ﹤0.01%
338,908
+29,887
+10% +$187K
LYG.PRA
1823
DELISTED
LLOYDS BANKING GROUP PLC 7.75% INCM NTS (PINES)7/15/2050
LYG.PRA
$2.08M ﹤0.01%
77,643
+2,310
+3% +$62.1K
HIBB
1824
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.08M ﹤0.01%
39,244
+207
+0.5% +$12.2K
CHMT
1825
DELISTED
Chemtura Corporation
CHMT
$2.07M ﹤0.01%
81,831
+6,482
+9% +$165K
71 72
73
74 75

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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.