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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
FICO icon
726
Fair Isaac
FICO
$24.3B
$9.28M 0.02%
167,818
-3,674
-2% -$203K
WAT icon
727
Waters Corp
WAT
$37B
$9.22M 0.02%
85,082
+2,159
+3% +$234K
PAY
728
DELISTED
Verifone Systems Inc
PAY
$9.22M 0.02%
272,722
+23,605
+9% +$700K
IFF icon
729
International Flavors & Fragrances
IFF
$20.2B
$9.21M 0.02%
96,281
-618
-0.6% -$55.6K
PCL
730
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$9.21M 0.02%
219,013
-12,070
-5% -$519K
KND
731
DELISTED
Kindred Healthcare
KND
$9.19M 0.02%
392,528
+50,833
+15% +$1.05M
TDG icon
732
TransDigm Group
TDG
$70.2B
$9.19M 0.02%
49,626
-12
-0% -$2.1K
WSM icon
733
Williams-Sonoma
WSM
$26.9B
$9.16M 0.02%
274,866
-4,094
-1% -$119K
KEP icon
734
Korea Electric Power
KEP
$15.3B
$9.14M 0.02%
532,643
+41,273
+8% +$700K
LBTYA icon
735
Liberty Global Class A
LBTYA
$3.62B
$9.14M 0.02%
266,445
-308,236
-54% -$10.8M
MNST icon
736
Monster Beverage
MNST
$94.3B
$9.12M 0.02%
787,974
-294,948
-27% -$3.45M
NBR icon
737
Nabors Industries
NBR
$1.27B
$9.09M 0.02%
7,375
-48
-0.6% -$47.9K
GGAL icon
738
Galicia Financial Group
GGAL
$7.99B
$9.08M 0.02%
737,735
-49,399
-6% -$475K
LEN icon
739
Lennar Class A
LEN
$19.8B
$9.04M 0.02%
239,837
+14,257
+6% +$545K
HSH
740
DELISTED
HILLSHIRE BRANDS CO
HSH
$9.04M 0.02%
242,561
-4,944
-2% -$177K
LNG icon
741
Cheniere Energy
LNG
$55.2B
$9.02M 0.02%
162,980
+10,338
+7% +$495K
JOY
742
DELISTED
Joy Global Inc
JOY
$8.99M 0.02%
155,034
+5,292
+4% +$294K
TSS
743
DELISTED
Total System Services, Inc.
TSS
$8.99M 0.02%
295,696
+43,773
+17% +$1.34M
RSG icon
744
Republic Services
RSG
$64.8B
$8.96M 0.02%
262,290
+7,165
+3% +$238K
CHKP icon
745
Check Point Software Technologies
CHKP
$13B
$8.96M 0.02%
132,469
+12,774
+11% +$845K
NATI
746
DELISTED
National Instruments Corp
NATI
$8.94M 0.02%
311,574
+24,110
+8% +$718K
CYN
747
DELISTED
CITY NATIONAL CORPORATION
CYN
$8.93M 0.02%
113,481
-3,308
-3% -$249K
ADT
748
DELISTED
ADT Corp
ADT
$8.92M 0.02%
297,887
-24,883
-8% -$821K
EPC icon
749
Edgewell Personal Care
EPC
$1.25B
$8.91M 0.02%
119,261
-1,261
-1% -$92.2K
NRF
750
DELISTED
NorthStar Realty Finance Corp.
NRF
$8.89M 0.02%
280,557
+6,648
+2% +$196K
28 29
30
31 32

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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.