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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
MON
76
DELISTED
Monsanto Co
MON
$95.9M 0.23%
842,826
+10,642
+1% +$1.18M
CAT icon
77
Caterpillar
CAT
$373B
$95.5M 0.23%
961,062
+52,463
+6% +$4.95M
SBUX icon
78
Starbucks
SBUX
$121B
$94.6M 0.22%
2,578,312
+157,664
+7% +$5.83M
EFA icon
79
iShares MSCI EAFE ETF
EFA
$78.5B
$94.6M 0.22%
1,407,435
-197,258
-12% -$13M
MDT icon
80
Medtronic
MDT
$110B
$94.6M 0.22%
1,536,842
+12,195
+0.8% +$710K
TRV icon
81
Travelers Companies
TRV
$78.4B
$93.3M 0.22%
1,096,408
-127,437
-10% -$10.7M
CL icon
82
Colgate-Palmolive
CL
$73.3B
$93.1M 0.22%
1,435,936
+30,205
+2% +$1.9M
MET icon
83
MetLife
MET
$62.5B
$92.4M 0.22%
1,962,765
+39,272
+2% +$1.8M
AIG icon
84
American International
AIG
$41.8B
$92.3M 0.22%
1,846,002
+116,534
+7% +$5.8M
LLY icon
85
Eli Lilly
LLY
$1.03T
$91M 0.22%
1,545,576
+47,697
+3% +$2.66M
LOW icon
86
Lowe's Companies
LOW
$118B
$89.5M 0.21%
1,829,348
+4,566
+0.3% +$220K
BAP icon
87
Credicorp
BAP
$32B
$87.8M 0.21%
661,364
+2,440
+0.4% +$306K
ADBE icon
88
Adobe
ADBE
$98.5B
$85.4M 0.2%
1,299,499
+19,779
+2% +$1.27M
ELV icon
89
Elevance Health
ELV
$81.6B
$85.3M 0.2%
856,575
-40,730
-5% -$3.68M
MCK icon
90
McKesson
MCK
$101B
$85.2M 0.2%
482,341
-677
-0.1% -$118K
CX icon
91
Cemex
CX
$17.2B
$85.2M 0.2%
7,888,557
+84,484
+1% +$910K
UPS icon
92
United Parcel Service
UPS
$89.5B
$84M 0.2%
862,810
+200
+0% +$19.5K
DD
93
DELISTED
Du Pont De Nemours E I
DD
$84M 0.2%
1,317,473
+14,574
+1% +$891K
PNC icon
94
PNC Financial Services
PNC
$99.2B
$83.8M 0.2%
962,752
-12,101
-1% -$988K
BIDU icon
95
Baidu
BIDU
$36.5B
$82.7M 0.2%
543,251
-20,216
-4% -$3.38M
KMB icon
96
Kimberly-Clark
KMB
$36.6B
$82.6M 0.2%
781,802
+28,954
+4% +$3M
EMR icon
97
Emerson Electric
EMR
$83.3B
$81.4M 0.19%
1,217,840
+26,573
+2% +$1.75M
DHR icon
98
Danaher
DHR
$138B
$80.7M 0.19%
1,601,663
+43,454
+3% +$2.21M
VLO icon
99
Valero Energy
VLO
$92.6B
$79.2M 0.19%
1,491,998
+109,968
+8% +$5.63M
DFS
100
DELISTED
Discover Financial Services
DFS
$77.2M 0.18%
1,327,322
+88,581
+7% +$4.96M
2 3
4
5 6

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MCM
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PSUF
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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.