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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
NXPI icon
876
NXP Semiconductors
NXPI
$57.8B
$6.81M 0.02%
115,848
-18,911
-14% -$986K
VSH icon
877
Vishay Intertechnology
VSH
$5.25B
$6.81M 0.02%
457,807
+13,038
+3% +$183K
WFT
878
DELISTED
Weatherford International plc
WFT
$6.81M 0.02%
392,311
-23,416
-6% -$359K
BDJ icon
879
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.73B
$6.79M 0.02%
854,845
+35,713
+4% +$280K
WAB icon
880
Wabtec
WAB
$49.1B
$6.78M 0.02%
87,444
-661
-0.8% -$50.5K
NEA icon
881
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.37B
$6.77M 0.02%
522,941
+12,102
+2% +$156K
DFE icon
882
WisdomTree Europe SmallCap Dividend Fund
DFE
$166M
$6.76M 0.02%
108,124
-723
-0.7% -$43.6K
JEF icon
883
Jefferies Financial Group
JEF
$12.6B
$6.75M 0.02%
269,309
-2,230
-0.8% -$55K
AVK
884
Advent Convertible and Income Fund
AVK
$547M
$6.71M 0.02%
370,952
+23,392
+7% +$425K
DASTY
885
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$6.71M 0.02%
57,287
+556
+1% +$65.1K
ATI icon
886
ATI
ATI
$25.6B
$6.66M 0.02%
176,845
-2,353
-1% -$79.1K
LTM
887
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$6.62M 0.02%
439,599
-18,132
-4% -$270K
SOHU
888
Sohu.com
SOHU
$362M
$6.62M 0.02%
101,624
+458
+0.5% +$33.8K
ETO
889
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$507M
$6.61M 0.02%
273,264
+40,050
+17% +$963K
EHC icon
890
Encompass Health
EHC
$11B
$6.61M 0.02%
231,274
+15,144
+7% +$394K
AGNC icon
891
AGNC Investment
AGNC
$12.4B
$6.56M 0.02%
305,365
+44,261
+17% +$951K
PMO
892
Franklin Municipal Opportunities Trust
PMO
$280M
$6.56M 0.02%
576,642
+189,396
+49% +$2.13M
LR
893
DELISTED
LAFARGE ADS (1/4 COM) NEW
LR
$6.56M 0.02%
334,850
+6,327
+2% +$124K
CRESY
894
Cresud
CRESY
$795M
$6.55M 0.02%
800,786
-17,369
-2% -$143K
SPXC icon
895
SPX Corp
SPXC
$11B
$6.55M 0.02%
264,421
-10,527
-4% -$270K
MEG
896
DELISTED
Media General, Inc
MEG
$6.54M 0.02%
356,148
+149,165
+72% +$2.75M
NUS icon
897
Nu Skin
NUS
$252M
$6.54M 0.02%
78,944
-72,987
-48% -$6.41M
NFG icon
898
National Fuel Gas
NFG
$7.82B
$6.53M 0.02%
93,254
+1,925
+2% +$141K
SCI icon
899
Service Corp International
SCI
$11.7B
$6.53M 0.02%
328,556
-9,647
-3% -$177K
FRT icon
900
Federal Realty Investment Trust
FRT
$10.7B
$6.53M 0.02%
56,928
+5,470
+11% +$598K
34 35
36
37 38

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AF
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MCM
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PSUF
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IA
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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.