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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
EMD
576
Western Asset Emerging Markets Debt Fund
EMD
$609M
$13.3M 0.03%
764,096
+167,993
+28% +$2.86M
CTAS icon
577
Cintas
CTAS
$81.9B
$13.3M 0.03%
891,400
+36,592
+4% +$541K
MR
578
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$13.2M 0.03%
409,291
+12,009
+3% +$420K
HCC
579
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$13.2M 0.03%
290,960
-15,056
-5% -$665K
CPB icon
580
Campbell Soup
CPB
$6.55B
$13.2M 0.03%
293,763
-10,219
-3% -$437K
NIO
581
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$13.2M 0.03%
957,732
+59,499
+7% +$809K
IEX icon
582
IDEX
IEX
$17B
$13.2M 0.03%
180,675
+1,361
+0.8% +$99.1K
SIG icon
583
Signet Jewelers
SIG
$3.61B
$13.2M 0.03%
124,298
-7,629
-6% -$666K
TAP icon
584
Molson Coors Class B
TAP
$7.79B
$13.1M 0.03%
222,463
+7,976
+4% +$446K
SCG
585
DELISTED
Scana
SCG
$13.1M 0.03%
254,761
+8,518
+3% +$410K
UTHR icon
586
United Therapeutics
UTHR
$25.8B
$13.1M 0.03%
138,870
-7,604
-5% -$778K
AME icon
587
Ametek
AME
$55.4B
$13M 0.03%
252,892
+1,107
+0.4% +$57.3K
RL icon
588
Ralph Lauren
RL
$22.6B
$13M 0.03%
80,698
-27,205
-25% -$4.38M
DLTR icon
589
Dollar Tree
DLTR
$24.4B
$12.9M 0.03%
246,694
-26,363
-10% -$1.4M
TW
590
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$12.8M 0.03%
112,397
+14,970
+15% +$1.74M
ILMN icon
591
Illumina
ILMN
$31B
$12.8M 0.03%
88,598
+6,097
+7% +$896K
KMX icon
592
CarMax
KMX
$8.13B
$12.8M 0.03%
273,044
-5,861
-2% -$274K
UL icon
593
Unilever
UL
$137B
$12.8M 0.03%
265,370
+31,538
+13% +$1.42M
ACWV icon
594
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.32B
$12.7M 0.03%
197,973
+56,621
+40% +$3.55M
HMC icon
595
Honda
HMC
$39.1B
$12.7M 0.03%
360,361
-37,098
-9% -$1.38M
VRTX icon
596
Vertex Pharmaceuticals
VRTX
$121B
$12.7M 0.03%
179,893
+4,919
+3% +$390K
ASML icon
597
ASML
ASML
$626B
$12.7M 0.03%
135,833
+4,472
+3% +$398K
MOS icon
598
The Mosaic Company
MOS
$7.03B
$12.7M 0.03%
253,387
+25,797
+11% +$1.23M
CFN
599
DELISTED
CAREFUSION CORPORATION
CFN
$12.6M 0.03%
314,469
-5,184
-2% -$210K
NTRS icon
600
Northern Trust
NTRS
$22.4B
$12.6M 0.03%
192,750
-34,729
-15% -$2.16M
22 23
24
25 26

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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.