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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
STLD icon
851
Steel Dynamics
STLD
$36B
$7.17M 0.02%
402,740
+6,606
+2% +$116K
DT
852
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$7.16M 0.02%
441,673
+33,895
+8% +$550K
LDOS icon
853
Leidos
LDOS
$14.5B
$7.16M 0.02%
202,501
+17,215
+9% +$766K
HEES
854
DELISTED
H&E Equipment Services
HEES
$7.14M 0.02%
176,426
+27,882
+19% +$925K
BHC icon
855
Bausch Health
BHC
$2.58B
$7.13M 0.02%
54,099
-340
-0.6% -$46.5K
EAT icon
856
Brinker International
EAT
$9.17B
$7.1M 0.02%
135,414
-311
-0.2% -$15.6K
DSX icon
857
Diana Shipping
DSX
$302M
$7.09M 0.02%
845,684
-127,511
-13% -$1.12M
EOCC
858
DELISTED
Enel Generacion Chile S.A.
EOCC
$7.08M 0.02%
237,016
+25,624
+12% +$728K
ORI icon
859
Old Republic International
ORI
$10.5B
$7.08M 0.02%
431,688
-30,655
-7% -$487K
EMD
860
DELISTED
Western Asset Emerging Markets
EMD
$7.07M 0.02%
572,762
+145,489
+34% +$1.73M
MGM icon
861
MGM Resorts International
MGM
$11.4B
$7.05M 0.02%
272,539
+22,009
+9% +$567K
DHI icon
862
D.R. Horton
DHI
$40B
$7.03M 0.02%
324,919
-23,338
-7% -$528K
KBR icon
863
KBR
KBR
$4.62B
$7.02M 0.02%
263,127
+3,513
+1% +$106K
DO
864
DELISTED
Diamond Offshore Drilling
DO
$7.01M 0.02%
143,867
-12,477
-8% -$615K
QEP
865
DELISTED
QEP RESOURCES, INC.
QEP
$6.98M 0.02%
237,004
-1,590
-0.7% -$47.7K
DAN icon
866
Dana Inc
DAN
$2.9B
$6.96M 0.02%
299,176
-4,654
-2% -$96.5K
ITY
867
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
$6.94M 0.02%
85,304
+11,876
+16% +$966K
VR
868
DELISTED
Validus Hold Ltd
VR
$6.94M 0.02%
183,972
-36,965
-17% -$1.37M
RDY icon
869
Dr. Reddy's Laboratories
RDY
$9.87B
$6.91M 0.02%
787,375
+36,495
+5% +$317K
PUB
870
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$6.88M 0.02%
306,041
+6,618
+2% +$149K
SWKS icon
871
Skyworks Solutions
SWKS
$9.37B
$6.88M 0.02%
183,243
+8,682
+5% +$285K
EQNR icon
872
Equinor
EQNR
$97.7B
$6.87M 0.02%
243,510
+29,535
+14% +$762K
HYT icon
873
BlackRock Corporate High Yield Fund
HYT
$1.36B
$6.87M 0.02%
560,174
-147,627
-21% -$1.81M
REP
874
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$6.84M 0.02%
267,475
+9,468
+4% +$242K
VRSK icon
875
Verisk Analytics
VRSK
$25.4B
$6.84M 0.02%
114,144
+512
+0.5% +$32.4K
33 34
35
36 37

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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.