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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
ARCC icon
901
Ares Capital
ARCC
$13.5B
$6.53M 0.02%
370,401
+84,187
+29% +$1.5M
AJG icon
902
Arthur J. Gallagher & Co
AJG
$64.1B
$6.52M 0.02%
137,033
+997
+0.7% +$46.5K
PDCO
903
DELISTED
Patterson Companies, Inc.
PDCO
$6.51M 0.02%
155,817
-6,429
-4% -$263K
DBEF icon
904
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.17B
$6.44M 0.02%
237,486
+87,257
+58% +$2.34M
FHI icon
905
Federated Hermes
FHI
$4.55B
$6.43M 0.02%
210,417
-999
-0.5% -$28K
CE icon
906
Celanese
CE
$4.9B
$6.42M 0.02%
115,686
+5,369
+5% +$286K
GPRE icon
907
Green Plains
GPRE
$1.18B
$6.41M 0.02%
214,004
+34,608
+19% +$849K
CLGX
908
DELISTED
Corelogic, Inc.
CLGX
$6.4M 0.02%
212,989
-9,563
-4% -$315K
ORAN
909
DELISTED
Orange
ORAN
$6.35M 0.02%
432,353
+211,223
+96% +$2.75M
CDNS icon
910
Cadence Design Systems
CDNS
$93.6B
$6.35M 0.02%
408,507
+34,114
+9% +$506K
MFG icon
911
Mizuho Financial
MFG
$127B
$6.3M 0.01%
1,583,198
+114,313
+8% +$478K
EW icon
912
Edwards Lifesciences
EW
$49.6B
$6.3M 0.01%
509,640
+5,856
+1% +$67.6K
FRGI
913
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$6.28M 0.01%
137,830
+42,643
+45% +$2.01M
THG icon
914
Hanover Insurance
THG
$8.1B
$6.26M 0.01%
101,843
-13,798
-12% -$807K
CNC icon
915
Centene
CNC
$30.7B
$6.24M 0.01%
401,232
+60,628
+18% +$938K
IT icon
916
Gartner
IT
$10.1B
$6.24M 0.01%
89,875
+209
+0.2% +$14.5K
AVGO icon
917
Broadcom
AVGO
$1.85T
$6.24M 0.01%
968,670
+106,520
+12% +$624K
CBT icon
918
Cabot Corp
CBT
$4.54B
$6.22M 0.01%
105,393
+6,889
+7% +$361K
ALLE icon
919
Allegion
ALLE
$13.4B
$6.22M 0.01%
119,239
-28,701
-19% -$1.44M
JPC icon
920
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$6.22M 0.01%
669,279
+84,659
+14% +$772K
LUX
921
DELISTED
Luxottica Group
LUX
$6.21M 0.01%
107,729
+8,562
+9% +$459K
PHG icon
922
Philips
PHG
$25.7B
$6.2M 0.01%
254,510
+16,785
+7% +$412K
BPOP icon
923
Popular Inc
BPOP
$11.2B
$6.19M 0.01%
199,752
-51,045
-20% -$1.45M
CMRE icon
924
Costamare
CMRE
$1.88B
$6.18M 0.01%
287,603
-7,181
-2% -$141K
BLKB icon
925
Blackbaud
BLKB
$1.94B
$6.18M 0.01%
197,434
-2,716
-1% -$91.4K
35 36
37
38 39

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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.