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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
MSI icon
301
Motorola Solutions
MSI
$71.5B
$29.3M 0.07%
455,670
-22,188
-5% -$1.45M
BBWI icon
302
Bath & Body Works
BBWI
$4.02B
$29.2M 0.07%
636,587
+3,660
+0.6% +$165K
TEVA icon
303
Teva Pharmaceuticals
TEVA
$41.2B
$28.9M 0.07%
546,860
+71,698
+15% +$3.31M
GSK icon
304
GSK
GSK
$104B
$28.8M 0.07%
431,695
+5,761
+1% +$389K
FTI icon
305
TechnipFMC
FTI
$27.5B
$28.8M 0.07%
740,728
+104,781
+16% +$3.97M
PGR icon
306
Progressive
PGR
$124B
$28.8M 0.07%
1,188,894
-61,298
-5% -$1.49M
ZBH icon
307
Zimmer Biomet
ZBH
$18.4B
$28.7M 0.07%
313,010
+4,332
+1% +$399K
IGSB icon
308
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$28.6M 0.07%
542,596
+18,846
+4% +$994K
BTI icon
309
British American Tobacco
BTI
$133B
$28.5M 0.07%
512,130
-28,074
-5% -$1.46M
PRE
310
DELISTED
PARTNERRE LTD
PRE
$28.4M 0.07%
274,618
+86,772
+46% +$8.67M
LUV icon
311
Southwest Airlines
LUV
$22.3B
$28.4M 0.07%
1,202,908
+52,427
+5% +$1.15M
NI icon
312
NiSource
NI
$21.6B
$28.3M 0.07%
2,030,322
-57,408
-3% -$776K
FIS icon
313
Fidelity National Information Services
FIS
$23.8B
$28.2M 0.07%
528,384
-17,771
-3% -$948K
OKS
314
DELISTED
Oneok Partners LP
OKS
$28.2M 0.07%
526,550
+6,654
+1% +$353K
CVD
315
DELISTED
COVANCE INC.
CVD
$28.1M 0.07%
270,795
+4,379
+2% +$434K
AIZ icon
316
Assurant
AIZ
$14B
$28M 0.07%
430,284
+1,061
+0.2% +$69.5K
BF
317
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$27.9M 0.07%
250,711
+10,884
+5% +$1.21M
STJ
318
DELISTED
St Jude Medical
STJ
$27.7M 0.07%
423,945
-6,223
-1% -$405K
RAD
319
DELISTED
Rite Aid Corporation
RAD
$27.5M 0.07%
219,206
+3,905
+2% +$476K
PLL
320
DELISTED
PALL CORP
PLL
$27.5M 0.07%
306,907
-15,976
-5% -$1.35M
CAG icon
321
Conagra Brands
CAG
$7.19B
$27.4M 0.07%
1,135,653
-59,856
-5% -$1.44M
ABEV icon
322
Ambev
ABEV
$48.2B
$27.4M 0.06%
3,693,304
+87,109
+2% +$610K
SAP icon
323
SAP
SAP
$209B
$27.2M 0.06%
334,701
+26,648
+9% +$2.11M
CLX icon
324
Clorox
CLX
$11.7B
$27.1M 0.06%
307,816
+19,382
+7% +$1.7M
HCA icon
325
HCA Healthcare
HCA
$85.7B
$27M 0.06%
513,942
-9,344
-2% -$465K
11 12
13
14 15

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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.