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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
LUMN icon
351
Lumen
LUMN
$6.76B
$24.4M 0.06%
743,835
-15,681
-2% -$480K
CSC
352
DELISTED
Computer Sciences
CSC
$24.2M 0.06%
943,899
-31,618
-3% -$795K
BVN icon
353
Compañía de Minas Buenaventura
BVN
$8.09B
$24.2M 0.06%
1,921,978
+23,943
+1% +$300K
BAY
354
DELISTED
BAYER AG SPONS ADR
BAY
$24.1M 0.06%
178,148
+8,339
+5% +$1.13M
BBBY
355
DELISTED
Bed Bath & Beyond Inc
BBBY
$24.1M 0.06%
350,173
-27,928
-7% -$1.89M
NUE icon
356
Nucor
NUE
$58.5B
$24M 0.06%
474,710
-12,563
-3% -$630K
HSIC icon
357
Henry Schein
HSIC
$9.7B
$23.9M 0.06%
511,170
-7,337
-1% -$335K
HP icon
358
Helmerich & Payne
HP
$3.37B
$23.9M 0.06%
222,278
+5,587
+3% +$520K
NFLX icon
359
Netflix
NFLX
$305B
$23.9M 0.06%
4,748,100
+219,660
+5% +$1.26M
BG icon
360
Bunge Global
BG
$20.2B
$23.9M 0.06%
300,280
+198
+0.1% +$15.6K
DOV icon
361
Dover
DOV
$27.5B
$23.8M 0.06%
360,408
-89,262
-20% -$5.55M
ROK icon
362
Rockwell Automation
ROK
$52.4B
$23.8M 0.06%
191,060
+4,779
+3% +$567K
AA icon
363
Alcoa
AA
$11.9B
$23.7M 0.06%
766,932
+10,527
+1% +$293K
EEP
364
DELISTED
Enbridge Energy Partners
EEP
$23.7M 0.06%
864,984
+1,470
+0.2% +$41.1K
ROST icon
365
Ross Stores
ROST
$81B
$23.5M 0.06%
656,886
+32,384
+5% +$1.15M
MAT icon
366
Mattel
MAT
$4.42B
$23.3M 0.06%
581,931
-19,362
-3% -$769K
L icon
367
Loews
L
$23.9B
$23.3M 0.06%
528,640
-7,427
-1% -$332K
DOX icon
368
Amdocs
DOX
$5.87B
$23.3M 0.06%
501,115
+30,816
+7% +$1.35M
WYNN icon
369
Wynn Resorts
WYNN
$10.5B
$23.3M 0.06%
104,713
+6,690
+7% +$1.47M
TPR icon
370
Tapestry
TPR
$30.8B
$23.2M 0.05%
466,236
-161,052
-26% -$8.02M
CA
371
DELISTED
CA, Inc.
CA
$23M 0.05%
743,778
+26,813
+4% +$874K
WY icon
372
Weyerhaeuser
WY
$16.9B
$23M 0.05%
784,526
-51,448
-6% -$1.55M
AEE icon
373
Ameren
AEE
$30.1B
$23M 0.05%
558,113
-8,010
-1% -$309K
GEN icon
374
Gen Digital
GEN
$16.3B
$22.9M 0.05%
1,148,989
-157,869
-12% -$3.38M
MAR icon
375
Marriott International
MAR
$99B
$22.9M 0.05%
409,052
+2,757
+0.7% +$142K
13 14
15
16 17

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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.