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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
BEN icon
251
Franklin Resources
BEN
$17.2B
$35.8M 0.08%
659,996
+58,190
+10% +$3.13M
SWY
252
DELISTED
SAFEWAY INC
SWY
$35.6M 0.08%
1,075,525
+1,804
+0.2% +$56K
MWE
253
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$35.1M 0.08%
538,119
+6,707
+1% +$452K
FRX
254
DELISTED
FOREST LABORATORIES INC
FRX
$35M 0.08%
379,242
+15,250
+4% +$1.23M
TV icon
255
Televisa
TV
$1.52B
$35M 0.08%
1,050,288
-52,018
-5% -$1.57M
PH icon
256
Parker-Hannifin
PH
$121B
$34.8M 0.08%
290,497
+3,932
+1% +$472K
BUD icon
257
AB InBev
BUD
$166B
$34.6M 0.08%
328,684
+7,807
+2% +$792K
SRE icon
258
Sempra
SRE
$58.6B
$34.5M 0.08%
713,764
-10,466
-1% -$487K
STX icon
259
Seagate
STX
$193B
$34.4M 0.08%
612,040
+18,731
+3% +$1M
CHK
260
DELISTED
Chesapeake Energy Corporation
CHK
$34.3M 0.08%
7,083
+49
+0.7% +$239K
DVA icon
261
DaVita
DVA
$15.3B
$34.3M 0.08%
498,257
+27,248
+6% +$1.81M
BDX icon
262
Becton Dickinson
BDX
$45.6B
$34.3M 0.08%
300,216
+2,500
+0.8% +$275K
SHPG
263
DELISTED
Shire pic
SHPG
$34.3M 0.08%
230,656
+28,301
+14% +$4.36M
LLL
264
DELISTED
L3 Technologies, Inc.
LLL
$34.2M 0.08%
289,202
-14,363
-5% -$1.61M
VFC icon
265
VF Corp
VFC
$5.87B
$33.7M 0.08%
579,119
+23,581
+4% +$1.33M
PSA icon
266
Public Storage
PSA
$59.3B
$32.6M 0.08%
193,555
-9,430
-5% -$1.53M
MRSH
267
Marsh
MRSH
$91.4B
$32.6M 0.08%
661,257
-8,191
-1% -$392K
UNM icon
268
Unum
UNM
$13.7B
$32.6M 0.08%
923,039
+2,441
+0.3% +$83.3K
FLS icon
269
Flowserve
FLS
$9.63B
$32.6M 0.08%
415,996
+154,238
+59% +$11.8M
SE
270
DELISTED
Spectra Energy Corp Wi
SE
$32.5M 0.08%
878,677
-6,355
-0.7% -$231K
JWN
271
DELISTED
Nordstrom
JWN
$32.4M 0.08%
518,230
-58,040
-10% -$3.49M
CME icon
272
CME Group
CME
$96.1B
$32.3M 0.08%
435,827
-23,089
-5% -$1.74M
TCOM icon
273
Trip.com Group
TCOM
$29.3B
$31.8M 0.08%
1,261,250
-4,286
-0.3% -$98.3K
SI
274
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$31.7M 0.08%
234,385
+6,218
+3% +$816K
VRSN icon
275
VeriSign
VRSN
$25.9B
$31.6M 0.07%
585,331
+40,894
+8% +$2.31M
9 10
11
12 13

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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.