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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
TEN
1426
Tsakos Energy Navigation Ltd
TEN
$1.21B
$3.16M 0.01%
81,329
+50
+0.1% +$1.75K
SANM icon
1427
Sanmina
SANM
$9.95B
$3.15M 0.01%
180,364
+3,944
+2% +$66.1K
EEFT icon
1428
Euronet Worldwide
EEFT
$2.72B
$3.14M 0.01%
75,447
-6,996
-8% -$290K
DBI icon
1429
Designer Brands
DBI
$307M
$3.13M 0.01%
87,355
+57,663
+194% +$2.22M
DEI icon
1430
Douglas Emmett
DEI
$1.98B
$3.13M 0.01%
115,455
-1,089
-0.9% -$28.2K
WTRG icon
1431
Essential Utilities
WTRG
$11.3B
$3.13M 0.01%
124,957
-24,157
-16% -$583K
AUB icon
1432
Atlantic Union Bankshares
AUB
$6.02B
$3.13M 0.01%
123,209
+62,082
+102% +$1.54M
HCSG icon
1433
Healthcare Services Group
HCSG
$1.6B
$3.13M 0.01%
107,665
+9,756
+10% +$267K
FNFG
1434
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$3.13M 0.01%
331,054
-17,034
-5% -$158K
EGP icon
1435
EastGroup Properties
EGP
$11.2B
$3.13M 0.01%
49,697
-6,051
-11% -$366K
CBU icon
1436
Community Bank
CBU
$3.41B
$3.12M 0.01%
79,878
-16,882
-17% -$626K
CVI icon
1437
CVR Energy
CVI
$3.58B
$3.11M 0.01%
73,705
+8,864
+14% +$352K
DY icon
1438
Dycom Industries
DY
$12B
$3.11M 0.01%
98,466
-1,325
-1% -$38K
SLXP
1439
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$3.1M 0.01%
29,937
+2,140
+8% +$219K
TDY icon
1440
Teledyne Technologies
TDY
$30.4B
$3.1M 0.01%
31,799
-679
-2% -$64.4K
AKS
1441
DELISTED
AK Steel Holding Corp
AKS
$3.09M 0.01%
428,413
-164,056
-28% -$1.11M
PEI
1442
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$3.09M 0.01%
11,403
+320
+3% +$89.1K
BXMX
1443
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$3.08M 0.01%
244,039
-17,640
-7% -$220K
BGFV
1444
DELISTED
Big 5 Sporting Goods
BGFV
$3.08M 0.01%
191,901
+2,214
+1% +$36.9K
SGI
1445
Somnigroup International
SGI
$13.7B
$3.08M 0.01%
243,060
-528
-0.2% -$6.56K
DRC
1446
DELISTED
DRESSER-RAND GROUP INC
DRC
$3.07M 0.01%
52,555
+2,180
+4% +$124K
TD icon
1447
Toronto Dominion Bank
TD
$198B
$3.07M 0.01%
65,369
+4,883
+8% +$220K
WEN icon
1448
Wendy's
WEN
$1.4B
$3.07M 0.01%
336,495
-3,821
-1% -$35K
DHC
1449
Diversified Healthcare Trust
DHC
$2.15B
$3.07M 0.01%
137,682
-4,839
-3% -$106K
FLO icon
1450
Flowers Foods
FLO
$1.49B
$3.07M 0.01%
142,930
+4,219
+3% +$87.9K
56 57
58
59 60

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MCM
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PSUF
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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.