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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
CAM
376
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$22.9M 0.05%
369,954
+8,888
+2% +$539K
LINE
377
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$22.8M 0.05%
805,628
+13,957
+2% +$440K
HBAN icon
378
Huntington Bancshares
HBAN
$34.4B
$22.8M 0.05%
2,287,655
-365,383
-14% -$3.47M
TGNA
379
DELISTED
TEGNA Inc
TGNA
$22.8M 0.05%
1,578,987
-72,908
-4% -$1.08M
A icon
380
Agilent Technologies
A
$38.8B
$22.8M 0.05%
569,408
+3,533
+0.6% +$145K
CYH icon
381
Community Health Systems
CYH
$385M
$22.8M 0.05%
703,494
+22,545
+3% +$745K
MELI icon
382
Mercado Libre
MELI
$95.4B
$22.7M 0.05%
239,163
+4,612
+2% +$449K
HAR
383
DELISTED
Harman International Industries
HAR
$22.7M 0.05%
213,540
-10,809
-5% -$1.08M
NTAP icon
384
NetApp
NTAP
$34.6B
$22.7M 0.05%
615,195
-157,943
-20% -$6.38M
BWA icon
385
BorgWarner
BWA
$13B
$22.6M 0.05%
418,480
+1,749
+0.4% +$89.2K
CHD icon
386
Church & Dwight Co
CHD
$23.2B
$22.6M 0.05%
655,040
+13,240
+2% +$439K
EG icon
387
Everest Group
EG
$14.5B
$22.5M 0.05%
147,007
+4,973
+4% +$735K
CERN
388
DELISTED
Cerner Corp
CERN
$22.4M 0.05%
398,940
+26,627
+7% +$1.54M
TEL icon
389
TE Connectivity
TEL
$60.7B
$22.4M 0.05%
371,519
+15,822
+4% +$907K
FTR
390
DELISTED
Frontier Communications Corp.
FTR
$22.3M 0.05%
261,361
+7,834
+3% +$573K
GL icon
391
Globe Life
GL
$14.2B
$22.3M 0.05%
425,762
-13,549
-3% -$696K
SKM icon
392
SK Telecom
SKM
$12.1B
$22.3M 0.05%
599,521
+34,527
+6% +$1.26M
BBY icon
393
Best Buy
BBY
$18.2B
$22.3M 0.05%
843,326
-181,133
-18% -$4.96M
HST icon
394
Host Hotels & Resorts
HST
$17.3B
$22M 0.05%
1,089,389
+23,973
+2% +$464K
MORN icon
395
Morningstar
MORN
$7.23B
$21.9M 0.05%
277,557
+53,614
+24% +$4.27M
TSM icon
396
TSMC
TSM
$2.1T
$21.9M 0.05%
1,093,180
-52,109
-5% -$933K
AZ
397
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$21.9M 0.05%
1,298,077
+50,313
+4% +$848K
PBI icon
398
Pitney Bowes
PBI
$2.39B
$21.9M 0.05%
841,531
-30,118
-3% -$743K
JNPR
399
DELISTED
Juniper Networks
JNPR
$21.7M 0.05%
843,218
-2,026
-0.2% -$52.9K
TNL icon
400
Travel + Leisure Co
TNL
$4.61B
$21.6M 0.05%
653,768
+8,842
+1% +$289K
14 15
16
17 18

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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.