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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
RENX
476
DELISTED
RELX N.V.
RENX
$17.3M 0.04%
1,225,092
+34,507
+3% +$480K
MCHP icon
477
Microchip Technology
MCHP
$40.3B
$17.1M 0.04%
718,108
+11,534
+2% +$263K
CFR icon
478
Cullen/Frost Bankers
CFR
$10.4B
$17.1M 0.04%
220,860
-2,476
-1% -$185K
OSK icon
479
Oshkosh
OSK
$8.79B
$17.1M 0.04%
290,199
-5,647
-2% -$310K
TFCF
480
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$17M 0.04%
546,753
+121,729
+29% +$3.89M
HRI icon
481
Herc Holdings
HRI
$5.02B
$17M 0.04%
212,634
+3,860
+2% +$311K
MRVL icon
482
Marvell Technology
MRVL
$168B
$17M 0.04%
1,077,774
+56,471
+6% +$863K
BTZ icon
483
BlackRock Credit Allocation Income Trust
BTZ
$930M
$16.9M 0.04%
1,250,593
+64,818
+5% +$857K
ENIA
484
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$16.9M 0.04%
2,013,967
+59,871
+3% +$461K
TDC icon
485
Teradata
TDC
$2.92B
$16.8M 0.04%
341,402
-10,411
-3% -$469K
AXA
486
DELISTED
AXA ADS (1 ORD SHS)
AXA
$16.8M 0.04%
645,114
+24,026
+4% +$625K
NLSN
487
DELISTED
Nielsen Holdings plc
NLSN
$16.7M 0.04%
375,257
+57,399
+18% +$2.57M
DGX icon
488
Quest Diagnostics
DGX
$25.7B
$16.7M 0.04%
289,034
+2,408
+0.8% +$129K
AGCO icon
489
AGCO
AGCO
$7.4B
$16.6M 0.04%
300,592
+6,177
+2% +$331K
SLM icon
490
SLM Corp
SLM
$4.89B
$16.6M 0.04%
1,894,797
-792,791
-29% -$6.92M
IPG
491
DELISTED
Interpublic Group of Companies
IPG
$16.6M 0.04%
966,502
+17,482
+2% +$299K
SYT
492
DELISTED
Syngenta Ag
SYT
$16.6M 0.04%
218,607
+20,328
+10% +$1.51M
TSLA icon
493
Tesla
TSLA
$1.23T
$16.5M 0.04%
1,190,550
+515,130
+76% +$6.9M
VAR
494
DELISTED
Varian Medical Systems, Inc.
VAR
$16.5M 0.04%
224,600
-2,304
-1% -$166K
BF.B icon
495
Brown-Forman Class B
BF.B
$13.2B
$16.5M 0.04%
575,797
+67,091
+13% +$1.76M
RDS.B
496
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$16.5M 0.04%
211,200
+25,653
+14% +$1.95M
HCBK
497
DELISTED
HUDSON CITY BANCORP INC
HCBK
$16.5M 0.04%
1,674,805
-34,542
-2% -$323K
OI icon
498
O-I Glass
OI
$1.1B
$16.4M 0.04%
485,835
+9,072
+2% +$302K
CHY
499
Calamos Convertible and High Income Fund
CHY
$1.01B
$16.4M 0.04%
1,217,499
+129,731
+12% +$1.74M
XLNX
500
DELISTED
Xilinx Inc
XLNX
$16.3M 0.04%
300,865
+2,774
+0.9% +$138K
18 19
20
21 22

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MCM
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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.