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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
AKAM icon
601
Akamai
AKAM
$16.7B
$12.6M 0.03%
216,481
-4,918
-2% -$272K
ADSK icon
602
Autodesk
ADSK
$49.5B
$12.5M 0.03%
255,153
+6,846
+3% +$355K
LRCX icon
603
Lam Research
LRCX
$367B
$12.5M 0.03%
2,270,700
+52,130
+2% +$277K
ATVI
604
DELISTED
Activision Blizzard
ATVI
$12.5M 0.03%
609,304
+57,126
+10% +$1.08M
HAS icon
605
Hasbro
HAS
$13.3B
$12.4M 0.03%
223,297
-49
-0% -$2.61K
CTXS
606
DELISTED
Citrix Systems Inc
CTXS
$12.4M 0.03%
270,468
-43,476
-14% -$2.05M
SNPS icon
607
Synopsys
SNPS
$74.4B
$12.4M 0.03%
321,972
+3,187
+1% +$128K
HUN icon
608
Huntsman Corp
HUN
$1.71B
$12.3M 0.03%
501,771
+14,000
+3% +$325K
HLF icon
609
Herbalife
HLF
$1.29B
$12.2M 0.03%
426,096
+211,618
+99% +$6.99M
DDS icon
610
Dillards
DDS
$9.19B
$12.2M 0.03%
131,683
-1,091
-0.8% -$98.7K
IX icon
611
ORIX
IX
$44B
$12.1M 0.03%
859,435
+26,915
+3% +$412K
UHS icon
612
Universal Health Services
UHS
$10.2B
$12.1M 0.03%
147,398
+2,383
+2% +$192K
ALV icon
613
Autoliv
ALV
$9.02B
$12M 0.03%
166,448
+2,441
+1% +$165K
ZION icon
614
Zions Bancorporation
ZION
$10.2B
$12M 0.03%
388,299
-8,112
-2% -$246K
TKP
615
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$12M 0.03%
461,099
+43,139
+10% +$1.12M
SEE
616
DELISTED
Sealed Air
SEE
$12M 0.03%
363,955
+3,653
+1% +$119K
DISH
617
DELISTED
DISH Network Corp.
DISH
$11.9M 0.03%
191,656
+10,288
+6% +$599K
KLAC icon
618
KLA
KLAC
$239B
$11.9M 0.03%
1,723,460
+33,720
+2% +$218K
ACGL icon
619
Arch Capital
ACGL
$34.3B
$11.9M 0.03%
620,124
-18,561
-3% -$344K
RNP icon
620
Cohen & Steers REIT and Preferred and Income Fund
RNP
$982M
$11.9M 0.03%
697,687
+93,105
+15% +$1.54M
ITT icon
621
ITT
ITT
$17.5B
$11.8M 0.03%
276,735
-11,588
-4% -$492K
EWY icon
622
iShares MSCI South Korea ETF
EWY
$21.9B
$11.8M 0.03%
191,691
+56,361
+42% +$3.38M
TRW
623
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$11.8M 0.03%
144,136
-58,814
-29% -$4.57M
BMRN icon
624
BioMarin Pharmaceuticals
BMRN
$11.6B
$11.8M 0.03%
172,312
+8,693
+5% +$641K
LLTC
625
DELISTED
Linear Technology Corp
LLTC
$11.7M 0.03%
241,222
+6,256
+3% +$288K
23 24
25
26 27

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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.