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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
BBL
701
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$9.8M 0.02%
158,709
+9,366
+6% +$570K
GTAT
702
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
$9.78M 0.02%
573,798
+54,718
+11% +$705K
NVG icon
703
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.68B
$9.77M 0.02%
733,145
+71,742
+11% +$941K
ERC
704
Allspring Multi-Sector Income Fund
ERC
$256M
$9.76M 0.02%
673,372
+188,038
+39% +$2.71M
TEF
705
DELISTED
Telefonica
TEF
$9.76M 0.02%
842,646
+60,488
+8% +$696K
TECD
706
DELISTED
Tech Data Corp
TECD
$9.73M 0.02%
159,557
-5,648
-3% -$313K
INGR icon
707
Ingredion
INGR
$6.27B
$9.72M 0.02%
142,763
-12,742
-8% -$836K
DPZ icon
708
Domino's
DPZ
$11.5B
$9.67M 0.02%
125,633
-3,224
-3% -$238K
USMV icon
709
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$9.67M 0.02%
268,209
+58,671
+28% +$2.08M
GNTX icon
710
Gentex
GNTX
$4.97B
$9.65M 0.02%
612,032
-17,218
-3% -$275K
SEIC icon
711
SEI Investments
SEIC
$12.4B
$9.59M 0.02%
285,274
-1,667
-0.6% -$56.7K
IGIB icon
712
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$9.56M 0.02%
175,324
+13,272
+8% +$722K
AWH
713
DELISTED
Allied World Assurance Co Hld Lt
AWH
$9.52M 0.02%
276,723
+18,444
+7% +$633K
FFIV icon
714
F5
FFIV
$22.9B
$9.51M 0.02%
89,196
-8,965
-9% -$949K
PII icon
715
Polaris
PII
$3.82B
$9.5M 0.02%
68,001
-3,900
-5% -$526K
JLA
716
DELISTED
NUVEEN EQUITY PREMIUM ADVANTAGE FUND
JLA
$9.5M 0.02%
748,554
-61,961
-8% -$788K
BALL icon
717
Ball Corp
BALL
$17.3B
$9.44M 0.02%
344,522
+1,342
+0.4% +$35.6K
DINO icon
718
HF Sinclair
DINO
$16.5B
$9.43M 0.02%
198,134
-2,115
-1% -$100K
FL
719
DELISTED
Foot Locker
FL
$9.41M 0.02%
200,205
+9,274
+5% +$385K
UFS
720
DELISTED
DOMTAR CORPORATION (New)
UFS
$9.4M 0.02%
167,520
+5,484
+3% +$283K
SPLS
721
DELISTED
Staples Inc
SPLS
$9.36M 0.02%
825,602
-77,255
-9% -$1.01M
HNT
722
DELISTED
HEALTH NET INC
HNT
$9.36M 0.02%
275,057
+9,496
+4% +$312K
EVT icon
723
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.1B
$9.34M 0.02%
475,114
+99,353
+26% +$1.91M
NSANY
724
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$9.31M 0.02%
520,800
+64,949
+14% +$1.16M
DRYS
725
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
27 28
29
30 31

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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.