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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
IDTI
1101
DELISTED
Integrated Device Technology I
IDTI
$4.59M 0.01%
375,278
+20,683
+6% +$234K
LPT
1102
DELISTED
Liberty Property Trust
LPT
$4.59M 0.01%
124,159
+4,501
+4% +$163K
ALKS icon
1103
Alkermes
ALKS
$8.22B
$4.59M 0.01%
104,071
-5,717
-5% -$272K
OC icon
1104
Owens Corning
OC
$11.2B
$4.58M 0.01%
106,054
-2,920
-3% -$123K
KUB
1105
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$4.58M 0.01%
68,888
+4,727
+7% +$314K
JAZZ icon
1106
Jazz Pharmaceuticals
JAZZ
$15.9B
$4.56M 0.01%
32,876
+186
+0.6% +$28K
AMSG
1107
DELISTED
Amsurg Corp
AMSG
$4.54M 0.01%
96,538
-12,808
-12% -$564K
DCM
1108
DELISTED
NTT DOCOMO, Inc.
DCM
$4.53M 0.01%
287,289
+29,330
+11% +$473K
ECHO
1109
EchoStar
ECHO
$24.4B
$4.53M 0.01%
117,455
+3,752
+3% +$148K
BKH icon
1110
Black Hills Corp
BKH
$5.42B
$4.52M 0.01%
78,414
-2,621
-3% -$145K
ATO icon
1111
Atmos Energy
ATO
$28.8B
$4.51M 0.01%
95,621
-10,204
-10% -$470K
GATX icon
1112
GATX Corp
GATX
$6.35B
$4.5M 0.01%
66,279
-4,903
-7% -$295K
CRL icon
1113
Charles River Laboratories
CRL
$11.2B
$4.49M 0.01%
74,329
+7,154
+11% +$417K
MGEE icon
1114
MGE Energy Inc
MGEE
$3B
$4.48M 0.01%
114,270
+1,059
+0.9% +$40.5K
RFMD
1115
DELISTED
RF MICRO DEVICES INC
RFMD
$4.48M 0.01%
568,266
+32,354
+6% +$199K
SNN icon
1116
Smith & Nephew
SNN
$13.3B
$4.47M 0.01%
146,270
+527
+0.4% +$15.9K
UNS
1117
DELISTED
UNS ENERGY CORP COM
UNS
$4.46M 0.01%
74,332
-13,227
-15% -$794K
NPO icon
1118
Enpro
NPO
$6.63B
$4.45M 0.01%
61,270
+75
+0.1% +$5.32K
BN icon
1119
Brookfield
BN
$104B
$4.45M 0.01%
465,434
+17,885
+4% +$163K
HOLX
1120
DELISTED
Hologic
HOLX
$4.45M 0.01%
206,896
-9,078
-4% -$196K
PAM icon
1121
Pampa Energía
PAM
$4.75B
$4.44M 0.01%
762,229
+206,734
+37% +$989K
NMR icon
1122
Nomura Holdings
NMR
$28.3B
$4.44M 0.01%
690,040
+5
+0% +$35
WEX icon
1123
WEX
WEX
$6.37B
$4.43M 0.01%
46,620
-1,916
-4% -$175K
DLR icon
1124
Digital Realty Trust
DLR
$69.7B
$4.42M 0.01%
83,249
+33,630
+68% +$1.75M
HELE icon
1125
Helen of Troy
HELE
$644M
$4.41M 0.01%
63,680
+4,486
+8% +$273K
43 44
45
46 47

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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.