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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
BERY
2001
DELISTED
Berry Global Group, Inc.
BERY
$1.67M ﹤0.01%
78,661
+27,067
+52% +$579K
HR icon
2002
Healthcare Realty
HR
$7.28B
$1.67M ﹤0.01%
73,096
+1,378
+2% +$30K
JSD
2003
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$1.67M ﹤0.01%
90,076
+27,772
+45% +$520K
MX
2004
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.66M ﹤0.01%
51,863
+3,503
+7% +$112K
RT
2005
DELISTED
Ruby Tuesday Georgia
RT
$1.66M ﹤0.01%
295,998
-26,967
-8% -$155K
SYNT
2006
DELISTED
Syntel Inc
SYNT
$1.66M ﹤0.01%
36,936
-812
-2% -$36.6K
GST
2007
DELISTED
Gastar Exploration Inc.
GST
$1.66M ﹤0.01%
303,379
+156,045
+106% +$953K
VMI icon
2008
Valmont Industries
VMI
$9.3B
$1.66M ﹤0.01%
11,139
-2,009
-15% -$297K
BGG
2009
DELISTED
Briggs & Stratton Corp.
BGG
$1.66M ﹤0.01%
74,403
-4,305
-5% -$93.9K
USG
2010
DELISTED
Usg
USG
$1.65M ﹤0.01%
50,530
-20,132
-28% -$654K
LORL
2011
DELISTED
Loral Space and Communications, Inc.
LORL
$1.65M ﹤0.01%
23,338
+1,462
+7% +$111K
BRO icon
2012
Brown & Brown
BRO
$23.6B
$1.65M ﹤0.01%
107,072
-2,632
-2% -$40.4K
OLN icon
2013
Olin
OLN
$2.11B
$1.65M ﹤0.01%
59,608
+4,173
+8% +$112K
ELUX
2014
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$1.65M ﹤0.01%
37,666
+707
+2% +$30.9K
CENTA icon
2015
Central Garden & Pet Co Class A
CENTA
$2.37B
$1.64M ﹤0.01%
248,333
-10,907
-4% -$61.8K
MODV
2016
DELISTED
ModivCare
MODV
$1.64M ﹤0.01%
58,033
+3,422
+6% +$90.9K
ARC
2017
DELISTED
ARC Document Solutions, Inc.
ARC
$1.64M ﹤0.01%
220,529
+94,986
+76% +$713K
TYPE
2018
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.64M ﹤0.01%
54,389
+977
+2% +$29.4K
FTK icon
2019
Flotek Industries
FTK
$852M
$1.64M ﹤0.01%
9,787
+4,224
+76% +$594K
DVR
2020
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
$1.63M ﹤0.01%
960,983
-51,491
-5% -$91.2K
POWL icon
2021
Powell Industries
POWL
$7.6B
$1.63M ﹤0.01%
75,621
+3,870
+5% +$83.4K
SJI
2022
DELISTED
South Jersey Industries, Inc.
SJI
$1.63M ﹤0.01%
58,170
-24,530
-30% -$674K
CPHD
2023
DELISTED
Cepheid Inc
CPHD
$1.63M ﹤0.01%
31,578
-469
-1% -$23.9K
HCI icon
2024
HCI Group
HCI
$2.23B
$1.62M ﹤0.01%
44,575
+31,064
+230% +$1.36M
MOV icon
2025
Movado Group
MOV
$849M
$1.62M ﹤0.01%
35,630
+1,957
+6% +$79.8K
79 80
81
82 83

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MCM
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PSUF
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IA
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SCC
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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.