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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
KAI icon
1976
Kadant
KAI
$3.63B
$1.71M ﹤0.01%
46,905
+22
+0% +$833
UFCS icon
1977
United Fire Group
UFCS
$1.32B
$1.71M ﹤0.01%
56,263
-696
-1% -$19.5K
VMO icon
1978
Invesco Municipal Opportunity Trust
VMO
$651M
$1.71M ﹤0.01%
139,893
+21,367
+18% +$259K
WSFS icon
1979
WSFS Financial
WSFS
$4.12B
$1.7M ﹤0.01%
71,547
+5,538
+8% +$133K
ZWS icon
1980
Zurn Elkay Water Solutions
ZWS
$8.38B
$1.7M ﹤0.01%
122,000
+47,870
+65% +$655K
GFIG
1981
DELISTED
GFI GROUP INC
GFIG
$1.7M ﹤0.01%
479,700
+24,465
+5% +$94.9K
PRGS icon
1982
Progress Software
PRGS
$1.66B
$1.7M ﹤0.01%
78,027
-4,983
-6% -$119K
KPN
1983
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$1.7M ﹤0.01%
477,646
+56,702
+13% +$202K
EHTH icon
1984
eHealth
EHTH
$42.2M
$1.7M ﹤0.01%
33,442
+429
+1% +$22.3K
IMAX icon
1985
IMAX
IMAX
$2.62B
$1.7M ﹤0.01%
62,055
-24,825
-29% -$678K
NX icon
1986
Quanex
NX
$819M
$1.7M ﹤0.01%
81,975
-2,519
-3% -$49.6K
SGEN
1987
DELISTED
Seagen Inc. Common Stock
SGEN
$1.69M ﹤0.01%
37,121
+2,710
+8% +$130K
CUB
1988
DELISTED
Cubic Corporation
CUB
$1.69M ﹤0.01%
33,076
+1,010
+3% +$52.3K
EVR icon
1989
Evercore
EVR
$12.4B
$1.69M ﹤0.01%
30,551
-3,616
-11% -$207K
NMA
1990
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$1.69M ﹤0.01%
129,882
+36,242
+39% +$465K
PHD
1991
DELISTED
Pioneer Floating Rate Fund
PHD
$1.68M ﹤0.01%
133,208
-24,210
-15% -$311K
PKOH icon
1992
Park-Ohio Holdings
PKOH
$575M
$1.68M ﹤0.01%
29,986
+2,617
+10% +$133K
PPS
1993
DELISTED
Post Properties
PPS
$1.68M ﹤0.01%
34,267
-2,061
-6% -$98.2K
SHEN icon
1994
Shenandoah Telecom
SHEN
$664M
$1.68M ﹤0.01%
104,156
+10,444
+11% +$140K
DORM icon
1995
Dorman Products
DORM
$3.98B
$1.68M ﹤0.01%
28,399
+3,235
+13% +$178K
IDV icon
1996
iShares International Select Dividend ETF
IDV
$8.45B
$1.68M ﹤0.01%
43,375
-23,605
-35% -$890K
CWEI
1997
DELISTED
Clayton Williams Energy, Inc.
CWEI
$1.68M ﹤0.01%
14,830
-249
-2% -$21.2K
CIE
1998
DELISTED
Cobalt International Energy, Inc
CIE
$1.68M ﹤0.01%
6,094
+1,806
+42% +$469K
MDC
1999
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.67M ﹤0.01%
82,152
-1,924
-2% -$41.2K
ALEX
2000
DELISTED
Alexander & Baldwin
ALEX
$1.67M ﹤0.01%
39,289
+335
+0.9% +$13.7K
78 79
80
81 82

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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.