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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
UNP icon
51
Union Pacific
UNP
$172B
$128M 0.3%
1,369,246
-21,962
-2% -$1.95M
ESRX
52
DELISTED
Express Scripts Holding Company
ESRX
$128M 0.3%
1,705,201
+61,483
+4% +$4.6M
OXY icon
53
Occidental Petroleum
OXY
$55.6B
$127M 0.3%
1,393,768
+23,903
+2% +$2.14M
BIIB icon
54
Biogen
BIIB
$30.7B
$127M 0.3%
415,280
+8,058
+2% +$2.56M
MO icon
55
Altria Group
MO
$113B
$125M 0.3%
3,330,828
+62,992
+2% +$2.29M
EBAY icon
56
eBay
EBAY
$50.4B
$124M 0.29%
5,318,659
-276,553
-5% -$6.42M
MDLZ icon
57
Mondelez International
MDLZ
$80.5B
$122M 0.29%
3,521,061
-92,228
-3% -$3.15M
AMX icon
58
America Movil
AMX
$76B
$118M 0.28%
5,923,501
+12,440
+0.2% +$258K
HON icon
59
Honeywell
HON
$76.7B
$117M 0.28%
1,408,046
+6,919
+0.5% +$573K
META icon
60
Meta Platforms (Facebook)
META
$1.37T
$112M 0.27%
1,866,102
+404,199
+28% +$25.6M
TXN icon
61
Texas Instruments
TXN
$255B
$112M 0.27%
2,376,956
+28,869
+1% +$1.27M
COST icon
62
Costco
COST
$423B
$111M 0.26%
994,953
-18,411
-2% -$2.11M
NKE icon
63
Nike
NKE
$62.7B
$111M 0.26%
3,000,508
-203,312
-6% -$7.68M
WBA
64
DELISTED
Walgreens Boots Alliance
WBA
$109M 0.26%
1,644,414
+23,615
+1% +$1.48M
EMC
65
DELISTED
EMC CORPORATION
EMC
$107M 0.25%
3,898,379
-220,064
-5% -$5.72M
BKNG icon
66
Booking.com
BKNG
$150B
$106M 0.25%
2,225,600
+122,300
+6% +$6.04M
ABBV icon
67
AbbVie
ABBV
$455B
$106M 0.25%
2,060,562
+85,159
+4% +$4.3M
GS icon
68
Goldman Sachs
GS
$302B
$104M 0.25%
633,803
-21,643
-3% -$3.64M
ABT icon
69
Abbott
ABT
$183B
$104M 0.25%
2,692,449
+56,385
+2% +$2.17M
DD icon
70
DuPont de Nemours
DD
$18.7B
$103M 0.24%
834,728
+34,253
+4% +$4.04M
EOG icon
71
EOG Resources
EOG
$77.5B
$102M 0.24%
1,041,758
+62,576
+6% +$5.57M
TWX
72
DELISTED
Time Warner Inc
TWX
$102M 0.24%
1,626,182
-10,034
-0.6% -$630K
NOC icon
73
Northrop Grumman
NOC
$76B
$98.6M 0.23%
799,266
+26,161
+3% +$3.1M
USB icon
74
US Bancorp
USB
$98B
$97M 0.23%
2,263,391
-47,138
-2% -$1.94M
HAL icon
75
Halliburton
HAL
$26.4B
$96.7M 0.23%
1,642,089
+42,900
+3% +$2.29M
1 2
3
4 5

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MCM
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PSUF
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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.