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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
XRX icon
326
Xerox
XRX
$456M
$26.9M 0.06%
905,045
-25,441
-3% -$745K
DEO icon
327
Diageo
DEO
$49.5B
$26.9M 0.06%
216,002
+14,374
+7% +$1.79M
HOT
328
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$26.7M 0.06%
335,320
+15,163
+5% +$1.19M
PBR.A icon
329
Petrobras Class A
PBR.A
$109B
$26.4M 0.06%
1,903,567
+2,751
+0.1% +$33.9K
NRG icon
330
NRG Energy
NRG
$28.3B
$26.3M 0.06%
827,700
+4,116
+0.5% +$118K
VEA icon
331
Vanguard FTSE Developed Markets ETF
VEA
$230B
$26.2M 0.06%
636,036
+270,456
+74% +$11.1M
BFH icon
332
Bread Financial
BFH
$4.47B
$26.1M 0.06%
120,051
+33,058
+38% +$7.1M
PFG icon
333
Principal Financial Group
PFG
$24.4B
$26M 0.06%
564,707
-53,345
-9% -$2.44M
ES icon
334
Eversource Energy
ES
$27.8B
$25.9M 0.06%
568,682
+11,908
+2% +$520K
DTE icon
335
DTE Energy
DTE
$29.5B
$25.9M 0.06%
409,083
-10,008
-2% -$590K
K
336
DELISTED
Kellanova
K
$25.8M 0.06%
437,444
+24,355
+6% +$1.38M
AMG icon
337
Affiliated Managers Group
AMG
$9.65B
$25.5M 0.06%
127,563
-4,640
-4% -$911K
CMS icon
338
CMS Energy
CMS
$22.7B
$25.5M 0.06%
870,981
-16,302
-2% -$452K
VOD icon
339
Vodafone
VOD
$37.2B
$25.4M 0.06%
690,858
-630,521
-48% -$24.3M
AES icon
340
AES
AES
$10.6B
$25.3M 0.06%
1,772,153
-92,925
-5% -$1.31M
ED icon
341
Consolidated Edison
ED
$40.4B
$25.2M 0.06%
470,312
+2,210
+0.5% +$120K
PXD
342
DELISTED
Pioneer Natural Resource Co.
PXD
$25.2M 0.06%
134,752
-4,346
-3% -$794K
EMN icon
343
Eastman Chemical
EMN
$8.01B
$25.2M 0.06%
292,309
+5,259
+2% +$431K
KMI icon
344
Kinder Morgan
KMI
$70.5B
$25.2M 0.06%
774,325
-196,317
-20% -$6.58M
IM
345
DELISTED
Ingram Micro
IM
$25M 0.06%
845,104
+5,154
+0.6% +$138K
LEA icon
346
Lear
LEA
$7.33B
$24.9M 0.06%
480,903
-28,916
-6% -$2.3M
SWK icon
347
Stanley Black & Decker
SWK
$14.4B
$24.9M 0.06%
306,432
+8,411
+3% +$675K
PLD icon
348
Prologis
PLD
$136B
$24.7M 0.06%
605,922
+15,039
+3% +$593K
TT icon
349
Trane Technologies
TT
$97.3B
$24.7M 0.06%
430,875
+2,235
+0.5% +$133K
KSS icon
350
Kohl's
KSS
$2.21B
$24.6M 0.06%
433,955
+20,640
+5% +$1.11M
12 13
14
15 16

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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.