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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
CMCSA icon
26
Comcast
CMCSA
$84B
$205M 0.49%
8,203,884
-147,502
-2% -$3.84M
SLB icon
27
SLB Ltd
SLB
$72.6B
$205M 0.49%
2,098,826
+147,797
+8% +$13.4M
DIS icon
28
Walt Disney
DIS
$167B
$204M 0.48%
2,552,315
-37,288
-1% -$2.89M
IWF icon
29
iShares Russell 1000 Growth ETF
IWF
$120B
$200M 0.48%
9,265,132
+9,201,452
+14,450% +$198M
V icon
30
Visa
V
$673B
$199M 0.47%
3,689,124
+206,732
+6% +$11.5M
PEP icon
31
PepsiCo
PEP
$191B
$198M 0.47%
2,376,886
-29,721
-1% -$2.41M
GILD icon
32
Gilead Sciences
GILD
$163B
$196M 0.47%
2,769,182
+80,654
+3% +$6.33M
CVS icon
33
CVS Health
CVS
$134B
$194M 0.46%
2,597,132
-124,957
-5% -$8.83M
PM icon
34
Philip Morris
PM
$299B
$190M 0.45%
2,324,321
-110,142
-5% -$8.9M
AMZN icon
35
Amazon
AMZN
$2.53T
$185M 0.44%
11,027,000
+485,440
+5% +$9.01M
CSCO icon
36
Cisco
CSCO
$448B
$183M 0.43%
8,165,168
-236,662
-3% -$5.23M
SPY icon
37
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$183M 0.43%
977,309
+119,515
+14% +$21.9M
AMGN icon
38
Amgen
AMGN
$209B
$174M 0.41%
1,413,478
-21,107
-1% -$2.56M
RTX icon
39
RTX Corp
RTX
$289B
$165M 0.39%
2,245,718
+55,288
+3% +$3.97M
MCD icon
40
McDonald's
MCD
$191B
$164M 0.39%
1,669,477
+34,666
+2% +$3.31M
HD icon
41
Home Depot
HD
$332B
$160M 0.38%
2,022,172
-14,818
-0.7% -$1.18M
MA icon
42
Mastercard
MA
$510B
$150M 0.36%
2,013,479
+241,609
+14% +$18.9M
BMY icon
43
Bristol-Myers Squibb
BMY
$132B
$149M 0.35%
2,869,553
+56,167
+2% +$2.99M
UNH icon
44
UnitedHealth
UNH
$383B
$145M 0.35%
1,774,473
+53,070
+3% +$3.99M
AXP icon
45
American Express
AXP
$228B
$145M 0.34%
1,606,991
-42,294
-3% -$3.78M
HPQ icon
46
HP
HPQ
$24.6B
$142M 0.34%
9,665,657
+750,263
+8% +$10.1M
MMM icon
47
3M
MMM
$90.8B
$139M 0.33%
1,227,295
+6,281
+0.5% +$698K
PSX icon
48
Phillips 66
PSX
$84.4B
$131M 0.31%
1,702,908
+200,850
+13% +$15.3M
CELG
49
DELISTED
Celgene Corp
CELG
$129M 0.31%
1,855,216
-16,820
-0.9% -$1.33M
BA icon
50
Boeing
BA
$175B
$129M 0.31%
1,028,390
+23,447
+2% +$3.05M
1
2
3 4 5

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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.