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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
STZ icon
426
Constellation Brands
STZ
$22.1B
$20.1M 0.05%
237,136
-2,907
-1% -$231K
VNO icon
427
Vornado Realty Trust
VNO
$7.44B
$20.1M 0.05%
279,168
+3,403
+1% +$235K
TEO icon
428
Telecom Argentina
TEO
$5.99B
$20.1M 0.05%
1,053,726
-56,607
-5% -$937K
VTRS icon
429
Viatris
VTRS
$20.4B
$20M 0.05%
409,470
-4,062
-1% -$197K
CMA
430
DELISTED
Comerica
CMA
$19.9M 0.05%
383,796
+6,464
+2% +$311K
EQR icon
431
Equity Residential
EQR
$25.1B
$19.8M 0.05%
341,505
-2,411
-0.7% -$136K
VALE icon
432
Vale
VALE
$63.7B
$19.7M 0.05%
1,425,361
-1,327
-0.1% -$18.1K
APTV icon
433
Aptiv
APTV
$11.8B
$19.5M 0.05%
287,389
+42,126
+17% +$2.69M
BT
434
DELISTED
BT Group plc (ADR)
BT
$19.4M 0.05%
609,022
+9,850
+2% +$319K
ETY icon
435
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.28B
$19.3M 0.05%
1,732,217
+250,495
+17% +$2.77M
CINF icon
436
Cincinnati Financial
CINF
$27.1B
$19.3M 0.05%
396,071
-3,401
-0.9% -$164K
PBCT
437
DELISTED
People's United Financial Inc
PBCT
$19.3M 0.05%
1,294,837
+42,681
+3% +$621K
LKQ icon
438
LKQ Corp
LKQ
$5.69B
$19.2M 0.05%
727,404
+59,434
+9% +$1.66M
RNR icon
439
RenaissanceRe
RNR
$13.3B
$19M 0.05%
194,915
-6,809
-3% -$638K
ROP icon
440
Roper Technologies
ROP
$38.8B
$19M 0.05%
142,300
-52,050
-27% -$7.09M
NWSA icon
441
News Corp Class A
NWSA
$14.9B
$19M 0.05%
1,102,380
+150,142
+16% +$2.6M
WBD icon
442
Warner Bros
WBD
$64.1B
$19M 0.05%
448,965
+87,313
+24% +$3.68M
UN
443
DELISTED
Unilever NV New York Registry Shares
UN
$19M 0.05%
461,013
+30,290
+7% +$1.18M
HIT
444
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$18.9M 0.04%
254,192
+16,967
+7% +$1.26M
BHP icon
445
BHP
BHP
$215B
$18.9M 0.04%
329,568
+14,644
+5% +$821K
DNY
446
DELISTED
DONNELLEY R R & SONS CO
DNY
$18.8M 0.04%
1,052,802
+16,105
+2% +$288K
XLS
447
DELISTED
EXELIS INC COM STK
XLS
$18.8M 0.04%
1,058,007
+2,498
+0.2% +$46.1K
SMFG icon
448
Sumitomo Mitsui Financial
SMFG
$165B
$18.8M 0.04%
2,169,031
+43,276
+2% +$405K
EVV
449
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$18.7M 0.04%
1,227,016
+199,821
+19% +$3.05M
URI icon
450
United Rentals
URI
$67.3B
$18.7M 0.04%
196,921
-3,894
-2% -$330K
16 17
18
19 20

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MCM
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PSUF
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SCC
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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.