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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
HOG icon
226
Harley-Davidson
HOG
$2.59B
$40.9M 0.1%
613,751
+125,576
+26% +$8.31M
ALXN
227
DELISTED
Alexion Pharmaceuticals
ALXN
$40.8M 0.1%
268,110
+37,596
+16% +$5.98M
EDU icon
228
New Oriental
EDU
$9B
$40.7M 0.1%
1,386,633
+20,350
+1% +$612K
OMC icon
229
Omnicom Group
OMC
$21.8B
$40.7M 0.1%
560,521
+12,653
+2% +$930K
QVCGA
230
DELISTED
QVC Group Inc Series A
QVCGA
$40.6M 0.1%
34,281
+2,423
+8% +$2.83M
APA icon
231
APA Corp
APA
$12.8B
$40.2M 0.1%
484,734
-58,959
-11% -$4.84M
TTE icon
232
TotalEnergies
TTE
$193B
$40.1M 0.1%
610,662
+10,468
+2% +$642K
HSY icon
233
Hershey
HSY
$35.9B
$40M 0.09%
383,214
-582
-0.2% -$59.5K
HSBC icon
234
HSBC
HSBC
$367B
$39.8M 0.09%
908,814
+31,080
+4% +$1.41M
SYY icon
235
Sysco
SYY
$40.6B
$39.6M 0.09%
1,095,948
-44,378
-4% -$1.59M
GNW icon
236
Genworth Financial
GNW
$3.81B
$39.3M 0.09%
2,213,850
+166,158
+8% +$2.67M
WHR icon
237
Whirlpool
WHR
$2.47B
$39.1M 0.09%
261,366
+1,700
+0.7% +$246K
BND icon
238
Vanguard Total Bond Market
BND
$158B
$39M 0.09%
480,228
+119,845
+33% +$9.71M
WM icon
239
Waste Management
WM
$90.9B
$38.9M 0.09%
924,417
-2,271
-0.2% -$95.2K
TM icon
240
Toyota
TM
$227B
$38.9M 0.09%
344,440
+26,303
+8% +$3.04M
BP icon
241
BP
BP
$114B
$38.2M 0.09%
972,171
+93,321
+11% +$3.68M
EXC icon
242
Exelon
EXC
$46.6B
$38.1M 0.09%
1,591,517
+119,636
+8% +$2.52M
ITW icon
243
Illinois Tool Works
ITW
$81.6B
$38M 0.09%
466,793
+3,003
+0.6% +$243K
SYK icon
244
Stryker
SYK
$133B
$37.9M 0.09%
464,884
+6,762
+1% +$538K
BHI
245
DELISTED
Baker Hughes
BHI
$37.4M 0.09%
574,553
-52,726
-8% -$3.12M
MHFI
246
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$37.1M 0.09%
486,109
+10,314
+2% +$807K
NBIS
247
Nebius Group N.V.
NBIS
$47.8B
$36.7M 0.09%
1,215,987
+14,645
+1% +$541K
RDS.A
248
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$36.7M 0.09%
502,140
+4,670
+0.9% +$334K
FAST icon
249
Fastenal
FAST
$53.5B
$36.2M 0.09%
2,933,484
+899,564
+44% +$10.5M
APH icon
250
Amphenol
APH
$197B
$36.1M 0.09%
3,150,720
+153,280
+5% +$1.71M
8 9
10
11 12

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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.