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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
NUVA
976
DELISTED
NuVasive, Inc.
NUVA
$5.6M 0.01%
145,775
+28,378
+24% +$1.04M
UDR icon
977
UDR
UDR
$12.3B
$5.59M 0.01%
216,583
-9,916
-4% -$248K
CUK
978
DELISTED
Carnival PLC
CUK
$5.59M 0.01%
145,755
+9,025
+7% +$368K
TOWR
979
DELISTED
Tower International, Inc.
TOWR
$5.57M 0.01%
204,504
+69,489
+51% +$1.7M
GPOR
980
DELISTED
Gulfport Energy Corp.
GPOR
$5.55M 0.01%
77,988
+16,757
+27% +$1.03M
NPP
981
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$5.54M 0.01%
382,646
-9,223
-2% -$131K
MAGN
982
Magnera Corp
MAGN
$472M
$5.52M 0.01%
15,603
+1,758
+13% +$665K
WTW icon
983
Willis Towers Watson
WTW
$31.2B
$5.51M 0.01%
47,099
+2,515
+6% +$286K
P
984
DELISTED
Pandora Media Inc
P
$5.5M 0.01%
181,456
+104,952
+137% +$3.63M
DRE
985
DELISTED
Duke Realty Corp.
DRE
$5.49M 0.01%
325,341
+29,910
+10% +$477K
MD icon
986
Pediatrix Medical
MD
$2.18B
$5.49M 0.01%
88,509
+19,793
+29% +$1.15M
SHLD
987
DELISTED
Sears Holding Corporation
SHLD
$5.48M 0.01%
152,121
-2,218
-1% -$69.9K
GLOG
988
DELISTED
GASLOG LTD
GLOG
$5.48M 0.01%
235,409
-6,122
-3% -$128K
AU icon
989
AngloGold Ashanti
AU
$40.1B
$5.46M 0.01%
319,551
-2,985
-0.9% -$47.5K
RPM icon
990
RPM International
RPM
$13.7B
$5.46M 0.01%
130,417
+2,545
+2% +$105K
HMN icon
991
Horace Mann Educators
HMN
$2.1B
$5.45M 0.01%
187,829
+1,646
+0.9% +$47.5K
TLS
992
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$5.45M 0.01%
231,667
+10,909
+5% +$256K
BRFS
993
DELISTED
BRF SA
BRFS
$5.44M 0.01%
272,420
+7,181
+3% +$131K
PMC
994
DELISTED
PharMerica Corporation
PMC
$5.42M 0.01%
193,787
+11,191
+6% +$275K
SHY icon
995
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$5.42M 0.01%
64,174
+40,567
+172% +$3.43M
SFLY
996
DELISTED
Shutterfly, Inc.
SFLY
$5.42M 0.01%
126,918
-2,401
-2% -$114K
ZQK
997
DELISTED
QUICKSILVER,INC.
ZQK
$5.42M 0.01%
720,995
-11,762
-2% -$90.5K
DBD
998
DELISTED
Diebold Nixdorf Incorporated
DBD
$5.4M 0.01%
135,384
+13,825
+11% +$498K
SKX
999
DELISTED
Skechers
SKX
$5.39M 0.01%
442,443
+12,993
+3% +$140K
FMS icon
1000
Fresenius Medical Care
FMS
$13.8B
$5.37M 0.01%
154,129
+3,763
+3% +$132K
38 39
40
41 42

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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.