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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
BSAC icon
401
Banco Santander Chile
BSAC
$16.3B
$21.6M 0.05%
921,069
+64,218
+7% +$1.39M
EXG icon
402
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.99B
$21.5M 0.05%
2,132,569
+315,552
+17% +$3.18M
ANSS
403
DELISTED
Ansys
ANSS
$21.5M 0.05%
279,532
+2,634
+1% +$213K
CCL icon
404
Carnival Corporation Ltd
CCL
$37.6B
$21.5M 0.05%
568,176
-144,891
-20% -$5.75M
GT icon
405
Goodyear
GT
$1.99B
$21.5M 0.05%
821,636
+17,806
+2% +$454K
FISV
406
Fiserv Inc
FISV
$28.5B
$21.4M 0.05%
754,694
+12,768
+2% +$365K
GWW icon
407
W.W. Grainger
GWW
$64.9B
$21.3M 0.05%
84,467
+12,732
+18% +$3.18M
AKZOY
408
DELISTED
Akzo Nobel NV
AKZOY
$21.2M 0.05%
777,642
+31,654
+4% +$863K
MCO icon
409
Moody's
MCO
$83B
$21.2M 0.05%
267,229
+2,724
+1% +$213K
PPL
410
PPL Corp
PPL
$26.7B
$21M 0.05%
681,284
-5,889
-0.9% -$171K
WEC icon
411
WEC Energy
WEC
$35.7B
$21M 0.05%
451,155
+29,079
+7% +$1.25M
CTCM
412
DELISTED
CTC MEDIA INC COM STK
CTCM
$21M 0.05%
2,280,002
+2,743
+0.1% +$30.3K
LH icon
413
Labcorp
LH
$25.5B
$21M 0.05%
248,513
+2,321
+0.9% +$185K
ORLY icon
414
O'Reilly Automotive
ORLY
$72.3B
$20.9M 0.05%
2,115,360
+4,065
+0.2% +$38.8K
HRL icon
415
Hormel Foods
HRL
$13.9B
$20.9M 0.05%
847,510
-41,680
-5% -$960K
BCS icon
416
Barclays
BCS
$91.9B
$20.8M 0.05%
1,432,671
+100,831
+8% +$1.61M
SHW icon
417
Sherwin-Williams
SHW
$82.1B
$20.8M 0.05%
316,728
-18,132
-5% -$1.17M
PAYX icon
418
Paychex
PAYX
$41.2B
$20.8M 0.05%
487,686
-22,975
-4% -$975K
REGN icon
419
Regeneron Pharmaceuticals
REGN
$76.3B
$20.6M 0.05%
68,732
+10,041
+17% +$3.09M
RIO icon
420
Rio Tinto
RIO
$156B
$20.6M 0.05%
369,297
+30,669
+9% +$1.67M
LVS icon
421
Las Vegas Sands
LVS
$32.1B
$20.6M 0.05%
255,117
+15,350
+6% +$1.23M
PCG icon
422
PG&E
PCG
$38.8B
$20.4M 0.05%
472,375
+373
+0.1% +$15.8K
GME icon
423
GameStop
GME
$9.76B
$20.4M 0.05%
1,984,068
-56,680
-3% -$544K
KSU
424
DELISTED
Kansas City Southern
KSU
$20.4M 0.05%
199,673
-49,702
-20% -$5.13M
UTF icon
425
Cohen & Steers Infrastructure Fund
UTF
$3.1B
$20.3M 0.05%
918,172
+55,793
+6% +$1.18M
15 16
17
18 19

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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.