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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
CHL
651
DELISTED
China Mobile Limited
CHL
$11.1M 0.03%
242,747
+91,880
+61% +$4.36M
MBT
652
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$11M 0.03%
626,735
-5,295
-0.8% -$94.6K
ARMH
653
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$11M 0.03%
214,899
+23,542
+12% +$1.14M
AGG icon
654
iShares Core US Aggregate Bond ETF
AGG
$137B
$10.9M 0.03%
101,471
+2,144
+2% +$231K
E icon
655
ENI
E
$80.5B
$10.9M 0.03%
217,313
+21,498
+11% +$1.02M
APOL
656
DELISTED
Apollo Education Group Inc Class A
APOL
$10.8M 0.03%
315,877
+37,152
+13% +$1.21M
AFG icon
657
American Financial Group
AFG
$11.8B
$10.8M 0.03%
187,363
-9,703
-5% -$547K
CPN
658
DELISTED
Calpine Corporation
CPN
$10.7M 0.03%
513,733
-25,335
-5% -$497K
TRIP icon
659
TripAdvisor
TRIP
$1.65B
$10.6M 0.03%
117,328
+3,936
+3% +$359K
RS icon
660
Reliance Steel & Aluminium
RS
$20.7B
$10.6M 0.03%
150,356
+17,643
+13% +$1.26M
PNW icon
661
Pinnacle West Capital
PNW
$12.2B
$10.6M 0.03%
193,703
-8,239
-4% -$441K
STPZ icon
662
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$506M
$10.6M 0.03%
199,573
+55,542
+39% +$2.95M
MDU icon
663
MDU Resources
MDU
$4.17B
$10.6M 0.03%
808,645
+81,145
+11% +$1.01M
SLG icon
664
SL Green Realty
SLG
$3.76B
$10.5M 0.03%
108,144
-1,703
-2% -$158K
ERIC icon
665
Ericsson
ERIC
$32.2B
$10.5M 0.02%
788,754
+131,740
+20% +$1.65M
CEO
666
DELISTED
CNOOC Limited
CEO
$10.5M 0.02%
69,193
+2,055
+3% +$332K
IMO icon
667
Imperial Oil
IMO
$62.7B
$10.5M 0.02%
225,607
-35,400
-14% -$1.54M
GRMN
668
Garmin
GRMN
$56.7B
$10.5M 0.02%
189,752
+13,265
+8% +$656K
S
669
DELISTED
Sprint Corporation
S
$10.5M 0.02%
1,141,048
-180,750
-14% -$1.59M
CZR
670
DELISTED
Caesars Entertainment Corporation
CZR
$10.5M 0.02%
551,111
+129,924
+31% +$3M
AMD icon
671
Advanced Micro Devices
AMD
$776B
$10.4M 0.02%
2,604,171
-61,749
-2% -$236K
MUFG icon
672
Mitsubishi UFJ Financial
MUFG
$253B
$10.4M 0.02%
1,873,676
-110,572
-6% -$660K
NEM icon
673
Newmont
NEM
$98.7B
$10.4M 0.02%
442,662
+26,169
+6% +$623K
URS
674
DELISTED
URS CORP
URS
$10.4M 0.02%
220,315
-10,432
-5% -$505K
JBHT icon
675
JB Hunt Transport Services
JBHT
$25.5B
$10.4M 0.02%
143,980
-1,552
-1% -$115K
25 26
27
28 29

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.