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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
MTD icon
676
Mettler-Toledo International
MTD
$28.6B
$10.3M 0.02%
43,875
+1,038
+2% +$254K
NE
677
DELISTED
Noble Corporation
NE
$10.3M 0.02%
361,070
-120,287
-25% -$3.4M
NTES icon
678
NetEase
NTES
$85.3B
$10.3M 0.02%
767,315
+27,810
+4% +$402K
MAC icon
679
Macerich
MAC
$7.33B
$10.3M 0.02%
165,357
+12,481
+8% +$741K
CSL icon
680
Carlisle Companies
CSL
$14.6B
$10.3M 0.02%
129,856
-2,139
-2% -$166K
BNL
681
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$10.3M 0.02%
384,091
+10,719
+3% +$287K
AOD
682
abrdn Total Dynamic Dividend Fund
AOD
$1.11B
$10.3M 0.02%
1,226,864
+55,322
+5% +$461K
SPWR
683
DELISTED
SunPower Corporation Common Stock
SPWR
$10.3M 0.02%
486,866
+33,901
+7% +$724K
SU icon
684
Suncor Energy
SU
$79.4B
$10.3M 0.02%
293,490
-21,364
-7% -$712K
ENDP
685
DELISTED
Endo International plc
ENDP
$10.2M 0.02%
148,956
+12,410
+9% +$879K
EVG
686
Eaton Vance Short Duration Diversified Income Fund
EVG
$141M
$10.2M 0.02%
672,421
+103,099
+18% +$1.58M
FCN icon
687
FTI Consulting
FCN
$4.4B
$10.2M 0.02%
305,672
+14,472
+5% +$507K
RHT
688
DELISTED
Red Hat Inc
RHT
$10.2M 0.02%
191,916
+16,239
+9% +$937K
RIG icon
689
Transocean
RIG
$5.89B
$10.1M 0.02%
245,009
-17,809
-7% -$774K
OII icon
690
Oceaneering
OII
$4.86B
$10.1M 0.02%
140,017
-5,285
-4% -$378K
AXS icon
691
AXIS Capital
AXS
$7.68B
$10.1M 0.02%
219,405
-914
-0.4% -$41K
LNT icon
692
Alliant Energy
LNT
$18.3B
$10.1M 0.02%
354,120
+6
+0% +$159
LM
693
DELISTED
Legg Mason, Inc.
LM
$10M 0.02%
204,897
-9,802
-5% -$437K
DRI icon
694
Darden Restaurants
DRI
$23.3B
$10M 0.02%
220,677
-7,266
-3% -$325K
NFX
695
DELISTED
Newfield Exploration
NFX
$9.98M 0.02%
318,277
+38,443
+14% +$1.02M
SBH icon
696
Sally Beauty Holdings
SBH
$1.43B
$9.92M 0.02%
362,085
-65,849
-15% -$1.88M
CIG icon
697
CEMIG Preferred Shares
CIG
$6.26B
$9.9M 0.02%
2,857,649
+171,000
+6% +$503K
OKE icon
698
Oneok
OKE
$57.2B
$9.88M 0.02%
166,837
-21,829
-12% -$1.28M
AROC icon
699
Archrock
AROC
$6.27B
$9.85M 0.02%
224,521
+8,557
+4% +$319K
BMA icon
700
Banco Macro
BMA
$5.88B
$9.83M 0.02%
349,194
-11,719
-3% -$262K
26 27
28
29 30

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MCM
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PSUF
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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.