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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
SHOO icon
2176
Steven Madden
SHOO
$3.37B
$1.33M ﹤0.01%
55,511
-4,045
-7% -$93.7K
IPCM
2177
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$1.33M ﹤0.01%
27,126
-964
-3% -$51.4K
CUBE icon
2178
CubeSmart
CUBE
$9.39B
$1.33M ﹤0.01%
77,482
-23,523
-23% -$394K
UBA
2179
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.33M ﹤0.01%
64,384
+2,405
+4% +$46.5K
WPZ
2180
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
$1.33M ﹤0.01%
27,708
+8,476
+44% +$398K
PCYC
2181
DELISTED
PHARMACYCLICS INC
PCYC
$1.33M ﹤0.01%
13,261
-2,857
-18% -$371K
WASH icon
2182
Washington Trust Bancorp
WASH
$743M
$1.33M ﹤0.01%
35,395
-166
-0.5% -$5.85K
RAVN
2183
DELISTED
Raven Industries Inc
RAVN
$1.33M ﹤0.01%
40,484
-1,504
-4% -$54.8K
LNN icon
2184
Lindsay Corp
LNN
$1.13B
$1.32M ﹤0.01%
15,019
+1,280
+9% +$108K
LBY
2185
DELISTED
Libbey, Inc.
LBY
$1.32M ﹤0.01%
50,917
+2,722
+6% +$61.2K
GSM icon
2186
FerroAtlántica
GSM
$594M
$1.32M ﹤0.01%
63,539
-4,043
-6% -$76.8K
NNBR icon
2187
NN Inc
NNBR
$255M
$1.32M ﹤0.01%
67,153
+14,438
+27% +$275K
RPXC
2188
DELISTED
RPX Corporation
RPXC
$1.32M ﹤0.01%
81,279
-9,813
-11% -$160K
IHI icon
2189
iShares US Medical Devices ETF
IHI
$3.13B
$1.32M ﹤0.01%
80,160
-3,876
-5% -$62.1K
MRTN icon
2190
Marten Transport
MRTN
$1.21B
$1.32M ﹤0.01%
153,225
+1,992
+1% +$15.9K
NFBK
2191
DELISTED
Northfield Bancorp
NFBK
$1.32M ﹤0.01%
102,519
+41,038
+67% +$524K
FORM icon
2192
FormFactor
FORM
$8.28B
$1.32M ﹤0.01%
206,153
+33,469
+19% +$223K
COF.PRP.CL
2193
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.32M ﹤0.01%
56,150
+3,968
+8% +$90.6K
MHY
2194
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.31M ﹤0.01%
228,891
+106,504
+87% +$612K
NGLS
2195
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$1.31M ﹤0.01%
23,302
+1,126
+5% +$59.6K
CLVS
2196
DELISTED
Clovis Oncology, Inc.
CLVS
$1.31M ﹤0.01%
18,900
+1,042
+6% +$76.5K
TI
2197
DELISTED
Telecom Italia
TI
$1.31M ﹤0.01%
111,032
+15,513
+16% +$175K
NSM
2198
DELISTED
Nationstar Mortgage Holdings
NSM
$1.3M ﹤0.01%
40,065
+32,139
+405% +$990K
KRG icon
2199
Kite Realty
KRG
$5.81B
$1.3M ﹤0.01%
54,126
+3,353
+7% +$83.5K
CSS
2200
DELISTED
CSS Industries, Inc.
CSS
$1.3M ﹤0.01%
48,121
+5,699
+13% +$155K
86 87
88
89 90

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AF
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MCM
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PSUF
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IA
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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.