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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
IWM icon
501
iShares Russell 2000 ETF
IWM
$79.9B
$16.2M 0.04%
139,140
+42,865
+45% +$4.94M
AVB icon
502
AvalonBay Communities
AVB
$26.5B
$16.1M 0.04%
122,752
-12,141
-9% -$1.53M
HDB icon
503
HDFC Bank
HDB
$123B
$16M 0.04%
1,563,072
-133,560
-8% -$1.16M
KDP icon
504
Keurig Dr Pepper
KDP
$42.4B
$16M 0.04%
294,055
+9,360
+3% +$471K
RGA icon
505
Reinsurance Group of America
RGA
$15.6B
$16M 0.04%
200,949
-1,989
-1% -$151K
HII icon
506
Huntington Ingalls Industries
HII
$12.9B
$16M 0.04%
156,101
-3,254
-2% -$315K
THC icon
507
Tenet Healthcare
THC
$20.6B
$15.9M 0.04%
370,815
-12,906
-3% -$569K
LYG icon
508
Lloyds Banking Group
LYG
$89.5B
$15.9M 0.04%
3,115,392
+180,096
+6% +$977K
ABB
509
DELISTED
ABB Ltd
ABB
$15.9M 0.04%
614,867
+117,042
+24% +$2.98M
BEAM
510
DELISTED
BEAM INC COM STK (DE)
BEAM
$15.8M 0.04%
189,964
+13,663
+8% +$1.11M
CTRA
511
DELISTED
Coterra Energy
CTRA
$15.7M 0.04%
464,652
+103,806
+29% +$3.83M
OCR
512
DELISTED
OMNICARE INC
OCR
$15.7M 0.04%
263,625
-17,556
-6% -$1.06M
LHX icon
513
L3Harris
LHX
$52B
$15.7M 0.04%
214,660
+9,836
+5% +$703K
FOSL icon
514
Fossil Group
FOSL
$293M
$15.7M 0.04%
134,281
+5,224
+4% +$609K
ANZ
515
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$15.6M 0.04%
511,806
+36,738
+8% +$1.12M
BRCM
516
DELISTED
BROADCOM CORP CL-A
BRCM
$15.5M 0.04%
493,291
+31,292
+7% +$942K
MGA icon
517
Magna International
MGA
$18.7B
$15.5M 0.04%
321,714
+117,050
+57% +$5.2M
BRCD
518
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$15.4M 0.04%
1,452,983
+154,176
+12% +$1.49M
LBTYK icon
519
Liberty Global Class C
LBTYK
$3.54B
$15.4M 0.04%
467,526
+313,803
+204% +$10.5M
G icon
520
Genpact
G
$5.94B
$15.3M 0.04%
881,076
+162,529
+23% +$2.74M
FSLR icon
521
First Solar
FSLR
$22.7B
$15.3M 0.04%
219,522
-6,254
-3% -$349K
ARW icon
522
Arrow Electronics
ARW
$11.2B
$15.3M 0.04%
257,342
+4,539
+2% +$247K
RHI icon
523
Robert Half
RHI
$3.88B
$15.2M 0.04%
363,415
-42,702
-11% -$1.76M
ALK icon
524
Alaska Air
ALK
$5.3B
$15.2M 0.04%
326,302
-7,044
-2% -$292K
PKG icon
525
Packaging Corp of America
PKG
$21.9B
$15.2M 0.04%
215,794
-8,410
-4% -$574K
19 20
21
22 23

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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.