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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
CMG icon
276
Chipotle Mexican Grill
CMG
$48.8B
$31.5M 0.07%
2,773,550
+535,250
+24% +$5.9M
IVZ icon
277
Invesco
IVZ
$13B
$31.5M 0.07%
851,586
+51,237
+6% +$1.78M
CP icon
278
Canadian Pacific Kansas City
CP
$77.5B
$31.4M 0.07%
1,042,120
+153,815
+17% +$4.67M
GPC icon
279
Genuine Parts
GPC
$17.2B
$31.3M 0.07%
360,768
+11,633
+3% +$981K
CF icon
280
CF Industries
CF
$19.3B
$31.3M 0.07%
599,965
+38,345
+7% +$1.87M
CCEP icon
281
Coca-Cola Europacific Partners
CCEP
$49.3B
$31.3M 0.07%
654,799
+1,661
+0.3% +$75.7K
TROW icon
282
T. Rowe Price
TROW
$25.6B
$31.1M 0.07%
377,364
-44,609
-11% -$3.62M
IP icon
283
International Paper
IP
$22.8B
$31.1M 0.07%
724,671
+702
+0.1% +$31.2K
GAP
284
The Gap Inc
GAP
$7.34B
$31M 0.07%
774,428
-19,657
-2% -$795K
SNDK
285
DELISTED
SANDISK CORP
SNDK
$30.8M 0.07%
379,287
-1,963
-0.5% -$145K
BPL
286
DELISTED
Buckeye Partners, L.P.
BPL
$30.7M 0.07%
409,569
+9,046
+2% +$657K
DVN icon
287
Devon Energy
DVN
$50.9B
$30.5M 0.07%
455,535
+12,896
+3% +$800K
MTB icon
288
M&T Bank
MTB
$35.8B
$30.4M 0.07%
251,032
-2,435
-1% -$281K
TYC
289
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$30.3M 0.07%
681,994
+37,335
+6% +$1.63M
CLB icon
290
Core Laboratories
CLB
$477M
$30.2M 0.07%
152,109
+25,806
+20% +$4.87M
MUR icon
291
Murphy Oil
MUR
$5.48B
$29.9M 0.07%
475,225
-62,556
-12% -$3.76M
PCAR icon
292
PACCAR
PCAR
$70.4B
$29.9M 0.07%
664,361
+33,275
+5% +$1.37M
ETR icon
293
Entergy
ETR
$50.4B
$29.9M 0.07%
893,274
+52,020
+6% +$1.64M
IBN icon
294
ICICI Bank
IBN
$109B
$29.7M 0.07%
3,723,687
+83,017
+2% +$554K
HYG icon
295
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$29.6M 0.07%
313,058
+25,525
+9% +$2.39M
VEON icon
296
VEON
VEON
$3.66B
$29.4M 0.07%
130,380
+537
+0.4% +$138K
AZO icon
297
AutoZone
AZO
$49.1B
$29.4M 0.07%
54,783
+2,812
+5% +$1.46M
PBR icon
298
Petrobras
PBR
$123B
$29.4M 0.07%
2,232,887
+28,344
+1% +$331K
ADI icon
299
Analog Devices
ADI
$179B
$29.3M 0.07%
552,114
-2,650
-0.5% -$134K
FMX icon
300
Fomento Económico Mexicano
FMX
$43.2B
$29.3M 0.07%
314,321
-5,969
-2% -$534K
10 11
12
13 14

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MCM
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PSUF
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BAM
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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.