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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
WX
451
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
$18.6M 0.04%
505,160
-90,664
-15% -$3.33M
EMBJ
452
Embraer S.A. ADS
EMBJ
$12.1B
$18.5M 0.04%
522,328
+11,554
+2% +$386K
ING icon
453
ING
ING
$99.9B
$18.5M 0.04%
1,295,425
+213,153
+20% +$3M
COL
454
DELISTED
Rockwell Collins
COL
$18.5M 0.04%
231,630
+2,235
+1% +$176K
XL
455
DELISTED
XL Group Ltd.
XL
$18.4M 0.04%
589,368
-35,375
-6% -$1.06M
EA icon
456
Electronic Arts
EA
$53B
$18.4M 0.04%
633,694
+20,526
+3% +$550K
MKC icon
457
McCormick & Company Non-Voting
MKC
$13.8B
$18.3M 0.04%
509,482
+9,440
+2% +$318K
BXP icon
458
Boston Properties
BXP
$11.3B
$18.2M 0.04%
159,341
+14,547
+10% +$1.59M
ACG
459
DELISTED
AllianceBernstein Income Fund Inc
ACG
$18.2M 0.04%
2,483,487
+1,119,127
+82% +$8.26M
TXT icon
460
Textron
TXT
$14.8B
$18.2M 0.04%
463,501
+2,288
+0.5% +$85.5K
XEL icon
461
Xcel Energy
XEL
$49.2B
$18.2M 0.04%
599,163
+1,740
+0.3% +$50.7K
TIF
462
DELISTED
Tiffany & Co.
TIF
$18.2M 0.04%
210,802
-16,445
-7% -$1.46M
PZE
463
DELISTED
Petrobras Argentina S A
PZE
$18M 0.04%
3,239,281
-78,935
-2% -$392K
WBK
464
DELISTED
Westpac Banking Corporation
WBK
$17.9M 0.04%
559,508
+34,023
+6% +$998K
SJM icon
465
J.M. Smucker
SJM
$12.9B
$17.9M 0.04%
183,705
+751
+0.4% +$73K
SWN
466
DELISTED
Southwestern Energy Company
SWN
$17.8M 0.04%
387,284
+20,861
+6% +$875K
VALE.P
467
DELISTED
Vale S A
VALE.P
$17.8M 0.04%
1,431,188
+20,832
+1% +$255K
DOC icon
468
Healthpeak Properties
DOC
$15.1B
$17.7M 0.04%
501,216
+35,814
+8% +$1.24M
FE icon
469
FirstEnergy
FE
$28.1B
$17.7M 0.04%
519,939
+24,483
+5% +$774K
RLY icon
470
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$17.6M 0.04%
597,596
+6,517
+1% +$188K
MAN icon
471
ManpowerGroup
MAN
$2.42B
$17.5M 0.04%
222,445
-6,859
-3% -$543K
BEAV
472
DELISTED
B/E Aerospace Inc
BEAV
$17.3M 0.04%
275,619
-298
-0.1% -$18K
NWL icon
473
Newell Brands
NWL
$2.47B
$17.3M 0.04%
578,329
+5,811
+1% +$180K
BRG
474
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
$17.3M 0.04%
934,943
-59,928
-6% -$1.11M
ETJ
475
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$17.3M 0.04%
1,528,559
+307,813
+25% +$3.52M
17 18
19
20 21

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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.