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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
EXP icon
1901
Eagle Materials
EXP
$6.49B
$1.9M ﹤0.01%
21,457
-13,814
-39% -$1.14M
FUL icon
1902
H.B. Fuller
FUL
$3.07B
$1.9M ﹤0.01%
39,367
-1,460
-4% -$70.6K
NWLIA
1903
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
$1.9M ﹤0.01%
7,759
+1,156
+18% +$283K
CM icon
1904
Canadian Imperial Bank of Commerce
CM
$109B
$1.9M ﹤0.01%
44,883
+6,188
+16% +$249K
WRLD icon
1905
World Acceptance Corp
WRLD
$862M
$1.89M ﹤0.01%
25,231
-984
-4% -$88.8K
MEOH icon
1906
Methanex
MEOH
$4.13B
$1.89M ﹤0.01%
29,596
+434
+1% +$27.4K
MLCO icon
1907
Melco Resorts & Entertainment
MLCO
$2.17B
$1.89M ﹤0.01%
48,867
+1,142
+2% +$47.5K
SBRA icon
1908
Sabra Healthcare REIT
SBRA
$5.33B
$1.89M ﹤0.01%
67,619
-37,504
-36% -$1.03M
UCB
1909
United Community Banks
UCB
$4.29B
$1.87M ﹤0.01%
96,447
-4,869
-5% -$86.6K
MCRL
1910
DELISTED
MICREL INC
MCRL
$1.87M ﹤0.01%
168,697
+29,766
+21% +$305K
GLNG icon
1911
Golar LNG
GLNG
$4.92B
$1.87M ﹤0.01%
44,812
+3,318
+8% +$123K
MGAM
1912
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
$1.87M ﹤0.01%
64,289
+3,821
+6% +$120K
MCF
1913
DELISTED
Contango Oil & Gas Co.
MCF
$1.86M ﹤0.01%
39,050
-2,934
-7% -$134K
DCOM
1914
DELISTED
Dime Community Bancshares
DCOM
$1.86M ﹤0.01%
109,663
-1,719
-2% -$28.7K
EGBN icon
1915
Eagle Bancorp
EGBN
$857M
$1.85M ﹤0.01%
51,354
+5,174
+11% +$173K
ARI
1916
Apollo Commercial Real Estate
ARI
$884M
$1.85M ﹤0.01%
111,375
+55,659
+100% +$926K
MFC icon
1917
Manulife Financial
MFC
$74B
$1.85M ﹤0.01%
95,929
+6,925
+8% +$132K
RBC icon
1918
RBC Bearings
RBC
$17.7B
$1.85M ﹤0.01%
28,973
-1,078
-4% -$70.6K
GOV
1919
DELISTED
Government Properties Income Trust
GOV
$1.84M ﹤0.01%
73,200
+10,407
+17% +$257K
TXI
1920
DELISTED
TEXAS INDUSTRIES INC
TXI
$1.84M ﹤0.01%
20,562
+583
+3% +$45.8K
KBAL
1921
DELISTED
Kimball International
KBAL
$1.84M ﹤0.01%
130,262
-5,086
-4% -$67K
BKS
1922
DELISTED
Barnes & Noble
BKS
$1.84M ﹤0.01%
134,428
-1,597
-1% -$18.3K
PSA.PRS.CL
1923
DELISTED
Public Storage
PSA.PRS.CL
$1.84M ﹤0.01%
77,687
+9,396
+14% +$216K
WGO icon
1924
Winnebago Industries
WGO
$894M
$1.84M ﹤0.01%
67,064
-1,529
-2% -$40.2K
NEWP
1925
DELISTED
NEWPORT CORP
NEWP
$1.84M ﹤0.01%
88,800
-5,421
-6% -$105K
75 76
77
78 79

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
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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.