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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
EOI
801
Eaton Vance Enhanced Equity Income Fund
EOI
$811M
$7.89M 0.02%
603,560
-7,807
-1% -$102K
SINA
802
DELISTED
Sina Corp
SINA
$7.87M 0.02%
130,209
+16
+0% +$1.14K
SAM icon
803
Boston Beer
SAM
$1.91B
$7.85M 0.02%
32,074
-88
-0.3% -$20.1K
DNB
804
DELISTED
Dun & Bradstreet
DNB
$7.83M 0.02%
78,758
+21,017
+36% +$2.21M
NLY icon
805
Annaly Capital Management
NLY
$17.1B
$7.8M 0.02%
177,822
+30,681
+21% +$1.33M
CNX icon
806
CNX Resources
CNX
$5.3B
$7.79M 0.02%
234,092
+15,804
+7% +$510K
NPI
807
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$7.77M 0.02%
592,616
+93,020
+19% +$1.21M
SON icon
808
Sonoco
SON
$5.57B
$7.71M 0.02%
188,074
+21,859
+13% +$908K
LSI
809
DELISTED
LSI CORPORATION
LSI
$7.71M 0.02%
696,380
+33,781
+5% +$373K
UGI icon
810
UGI
UGI
$7.74B
$7.7M 0.02%
253,320
-17,964
-7% -$517K
DXJ icon
811
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
$7.7M 0.02%
162,703
-2,016
-1% -$96K
RELX icon
812
RELX
RELX
$61.8B
$7.7M 0.02%
501,332
+33,124
+7% +$501K
ASH icon
813
Ashland
ASH
$3.33B
$7.67M 0.02%
157,695
-57,471
-27% -$2.7M
EMB icon
814
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$7.67M 0.02%
68,851
+23,570
+52% +$2.57M
RCL icon
815
Royal Caribbean
RCL
$85.1B
$7.64M 0.02%
140,070
-4,209
-3% -$213K
VIV icon
816
Telefônica Brasil
VIV
$20.6B
$7.6M 0.02%
357,923
+30,846
+9% +$592K
GGB icon
817
Gerdau
GGB
$9.74B
$7.58M 0.02%
1,490,824
-24,036
-2% -$128K
VAL
818
DELISTED
Valspar
VAL
$7.58M 0.02%
105,146
-2,748
-3% -$199K
EMLC icon
819
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.79B
$7.58M 0.02%
160,777
+58,574
+57% +$2.69M
AWK icon
820
American Water Works
AWK
$26.7B
$7.57M 0.02%
166,656
-11,003
-6% -$476K
TE
821
DELISTED
TECO ENERGY INC
TE
$7.56M 0.02%
441,052
+3,716
+0.8% +$62.1K
IQNT
822
DELISTED
Inteliquent, Inc.
IQNT
$7.56M 0.02%
520,149
+309,275
+147% +$3.86M
CLR
823
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$7.54M 0.02%
121,380
+51,104
+73% +$2.91M
CVC
824
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$7.52M 0.02%
445,944
+40,475
+10% +$678K
LPNT
825
DELISTED
LifePoint Health, Inc.
LPNT
$7.51M 0.02%
137,728
+3,628
+3% +$194K
31 32
33
34 35

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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.