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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
EQIX icon
626
Equinix
EQIX
$101B
$11.7M 0.03%
63,441
+33,166
+110% +$6.12M
AV
627
DELISTED
Aviva Plc
AV
$11.7M 0.03%
729,244
-18,498
-2% -$291K
AOL
628
DELISTED
AOL INC COMMON STOCK
AOL
$11.7M 0.03%
266,867
-93,770
-26% -$4.24M
TMUS icon
629
T-Mobile US
TMUS
$185B
$11.6M 0.03%
351,107
-15,555
-4% -$493K
HBI
630
DELISTED
Hanesbrands
HBI
$11.6M 0.03%
606,040
+10,944
+2% +$196K
WU icon
631
Western Union
WU
$1.99B
$11.6M 0.03%
708,129
-44,138
-6% -$719K
LEG icon
632
Leggett & Platt
LEG
$1.34B
$11.6M 0.03%
354,257
-2,052
-0.6% -$63.5K
ALTR
633
DELISTED
Altera Corp
ALTR
$11.6M 0.03%
319,159
+18,028
+6% +$619K
R icon
634
Ryder
R
$9.83B
$11.5M 0.03%
144,102
+4,560
+3% +$338K
SBAC icon
635
SBA Communications
SBAC
$19.2B
$11.5M 0.03%
126,032
-4,372
-3% -$405K
TEG
636
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$11.4M 0.03%
191,655
-10,990
-5% -$610K
XRAY icon
637
Dentsply Sirona
XRAY
$2.68B
$11.4M 0.03%
248,050
-3,206
-1% -$148K
EXPE icon
638
Expedia Group
EXPE
$35.4B
$11.4M 0.03%
157,458
+11,661
+8% +$845K
WPX
639
DELISTED
WPX Energy, Inc.
WPX
$11.3M 0.03%
626,256
-52,934
-8% -$976K
NVDA icon
640
NVIDIA
NVDA
$4.86T
$11.3M 0.03%
25,152,840
+187,440
+0.8% +$80.2K
PFF icon
641
iShares Preferred and Income Securities ETF
PFF
$13.3B
$11.2M 0.03%
286,821
-23,080
-7% -$881K
ARG
642
DELISTED
Airgas Inc
ARG
$11.2M 0.03%
104,914
+529
+0.5% +$56.7K
GAS
643
DELISTED
AGL Resources Inc
GAS
$11.2M 0.03%
228,150
+1,353
+0.6% +$63.8K
GMCR
644
DELISTED
KEURIG GREEN MTN INC
GMCR
$11.2M 0.03%
105,722
+2,623
+3% +$260K
SIAL
645
DELISTED
SIGMA - ALDRICH CORP
SIAL
$11.2M 0.03%
119,473
-1,780
-1% -$166K
BCR
646
DELISTED
CR Bard Inc.
BCR
$11.2M 0.03%
75,357
+2,633
+4% +$364K
DB icon
647
Deutsche Bank
DB
$69B
$11.1M 0.03%
291,719
+17,304
+6% +$706K
AIV
648
Aimco
AIV
$387M
$11.1M 0.03%
2,755,883
-42,601
-2% -$163K
PPLI
649
People Inc
PPLI
$3.09B
$11.1M 0.03%
869,560
-116,854
-12% -$1.5M
ITC
650
DELISTED
ITC HOLDINGS CORP
ITC
$11.1M 0.03%
296,409
+5,241
+2% +$179K
24 25
26
27 28

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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.