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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
SVC
926
Service Properties Trust
SVC
$1.04B
$6.18M 0.01%
43,321
-667
-2% -$88.8K
EOS
927
Eaton Vance Enhance Equity Income Fund II
EOS
$1.13B
$6.17M 0.01%
466,713
-22,249
-5% -$291K
AAL icon
928
American Airlines Group
AAL
$10.1B
$6.15M 0.01%
168,056
-128,504
-43% -$4.37M
ZTS icon
929
Zoetis
ZTS
$32.4B
$6.15M 0.01%
212,438
+36,409
+21% +$1.11M
FSL
930
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$6.13M 0.01%
251,315
-7,721
-3% -$153K
JBL icon
931
Jabil
JBL
$33B
$6.13M 0.01%
340,565
+8,562
+3% +$154K
CHRW icon
932
C.H. Robinson
CHRW
$17.4B
$6.13M 0.01%
116,942
-6,894
-6% -$375K
HUB.B
933
DELISTED
HUBBELL INC CL-B
HUB.B
$6.12M 0.01%
51,092
-1,821
-3% -$214K
FBIN icon
934
Fortune Brands Innovations
FBIN
$5.88B
$6.07M 0.01%
168,880
-1,121
-0.7% -$43.1K
AXE
935
DELISTED
Anixter International Inc
AXE
$6.07M 0.01%
59,806
-22,115
-27% -$2.16M
TRN icon
936
Trinity Industries
TRN
$2.49B
$6.05M 0.01%
233,069
-30,830
-12% -$711K
Y
937
DELISTED
Alleghany Corp
Y
$6.04M 0.01%
14,830
+3,250
+28% +$1.26M
ESS icon
938
Essex Property Trust
ESS
$18.3B
$6.04M 0.01%
35,497
+522
+1% +$84.2K
SBS icon
939
Sabesp
SBS
$19.1B
$6.03M 0.01%
3,358,881
-243,553
-7% -$443K
MTW icon
940
Manitowoc
MTW
$497M
$6.03M 0.01%
211,582
-7,957
-4% -$204K
NM
941
DELISTED
Navios Maritime Holdings Inc.
NM
$6.02M 0.01%
61,154
-8,025
-12% -$784K
DISCK
942
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$6.01M 0.01%
155,984
-6,306
-4% -$241K
UPL
943
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$5.99M 0.01%
222,791
+70,606
+46% +$1.69M
NTT
944
DELISTED
Nippon Telegraph & Telephone
NTT
$5.98M 0.01%
219,608
+25,764
+13% +$708K
PACW
945
DELISTED
PacWest Bancorp
PACW
$5.96M 0.01%
138,501
+37,317
+37% +$1.57M
EGN
946
DELISTED
Energen
EGN
$5.94M 0.01%
73,497
+3,464
+5% +$260K
TRI icon
947
Thomson Reuters
TRI
$42.8B
$5.91M 0.01%
148,996
+6,454
+5% +$265K
ZNGA
948
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$5.91M 0.01%
1,374,303
+171,929
+14% +$792K
FOE
949
DELISTED
Ferro Corporation
FOE
$5.9M 0.01%
432,001
-54,933
-11% -$729K
AWP
950
abrdn Global Premier Properties Fund
AWP
$372M
$5.9M 0.01%
278,865
+74,768
+37% +$1.58M
36 37
38
39 40

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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.