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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
SEM
1826
DELISTED
Select Medical
SEM
$2.06M ﹤0.01%
307,905
+39,880
+15% +$242K
ESE icon
1827
ESCO Technologies
ESE
$8.21B
$2.06M ﹤0.01%
58,614
+1,873
+3% +$65.4K
CSGP icon
1828
CoStar Group
CSGP
$12.1B
$2.06M ﹤0.01%
110,440
-62,800
-36% -$1.18M
GCO icon
1829
Genesco
GCO
$440M
$2.06M ﹤0.01%
27,644
+2,380
+9% +$173K
HZNP
1830
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.06M ﹤0.01%
136,233
+4,797
+4% +$54.2K
AOS icon
1831
A.O. Smith
AOS
$8.28B
$2.05M ﹤0.01%
89,138
-6,830
-7% -$166K
CQB
1832
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
$2.05M ﹤0.01%
164,600
-109,802
-40% -$1.24M
WPM icon
1833
Wheaton Precious Metals
WPM
$49.4B
$2.04M ﹤0.01%
90,030
+6,528
+8% +$154K
CRAY
1834
DELISTED
Cray, Inc.
CRAY
$2.04M ﹤0.01%
54,764
+1,610
+3% +$54.4K
BGS icon
1835
B&G Foods
BGS
$291M
$2.04M ﹤0.01%
67,622
+1,134
+2% +$35.5K
UFPI icon
1836
UFP Industries
UFPI
$5.12B
$2.04M ﹤0.01%
110,328
-8,814
-7% -$157K
GLQ
1837
Clough Global Equity Fund
GLQ
$154M
$2.03M ﹤0.01%
131,913
+3,470
+3% +$53.5K
CBD
1838
DELISTED
Companhia Brasileira de Distribuicao
CBD
$2.03M ﹤0.01%
46,441
+5,595
+14% +$229K
GLO
1839
Clough Global Opportunities Fund
GLO
$250M
$2.03M ﹤0.01%
159,303
+6,709
+4% +$86.5K
NNC
1840
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$2.03M ﹤0.01%
168,623
– –
EQY
1841
DELISTED
Equity One
EQY
$2.03M ﹤0.01%
90,796
+2,289
+3% +$51.8K
ITRI icon
1842
Itron
ITRI
$4.43B
$2.03M ﹤0.01%
57,026
+7,413
+15% +$281K
SEO
1843
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$2.03M ﹤0.01%
190,080
+6,189
+3% +$66K
RUTH
1844
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.02M ﹤0.01%
167,510
+2,774
+2% +$35.1K
GPT
1845
DELISTED
Gramercy Property Trust
GPT
$2.02M ﹤0.01%
130,618
+31,890
+32% +$543K
ELX
1846
DELISTED
EMULEX CORP
ELX
$2.02M ﹤0.01%
273,437
-16,742
-6% -$123K
NWBI icon
1847
Northwest Bancshares
NWBI
$2.33B
$2.02M ﹤0.01%
138,014
-46,616
-25% -$673K
GMED icon
1848
Globus Medical
GMED
$11B
$2.01M ﹤0.01%
75,659
+31,676
+72% +$753K
CBZ icon
1849
CBIZ
CBZ
$2.99B
$2.01M ﹤0.01%
219,568
+44,199
+25% +$397K
CFFN icon
1850
Capitol Federal Financial
CFFN
$1.14B
$2.01M ﹤0.01%
159,776
-53,616
-25% -$654K
72 73
74
75 76

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MCM
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PSUF
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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.