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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
LMT icon
101
Lockheed Martin
LMT
$132B
$77.1M 0.18%
472,410
-24,555
-5% -$3.86M
TFCFA
102
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$76.9M 0.18%
2,404,040
-39,417
-2% -$1.29M
PARA
103
DELISTED
Paramount Global Class B
PARA
$76.8M 0.18%
1,242,219
-10,796
-0.9% -$681K
DTV
104
DELISTED
DIRECTV COM STK (DE)
DTV
$76.6M 0.18%
1,002,287
+30,824
+3% +$2.26M
DUK icon
105
Duke Energy
DUK
$98.4B
$75.5M 0.18%
1,060,804
+26,968
+3% +$1.88M
EPD icon
106
Enterprise Products Partners
EPD
$82.5B
$75.2M 0.18%
2,168,860
+12,394
+0.6% +$411K
INFY icon
107
Infosys
INFY
$48.4B
$74M 0.18%
10,921,840
-3,600
-0% -$26.2K
RTN
108
DELISTED
Raytheon Company
RTN
$73.3M 0.17%
741,557
-3,313
-0.4% -$314K
CTSH icon
109
Cognizant
CTSH
$24.3B
$72.6M 0.17%
1,434,703
+47,699
+3% +$2.38M
TGT icon
110
Target
TGT
$65.6B
$72.3M 0.17%
1,194,642
-39,793
-3% -$2.36M
TMO icon
111
Thermo Fisher Scientific
TMO
$214B
$71.9M 0.17%
598,135
+5,999
+1% +$713K
IVV icon
112
iShares Core S&P 500 ETF
IVV
$872B
$71.4M 0.17%
379,500
-307,008
-45% -$56.7M
PRU icon
113
Prudential Financial
PRU
$42.6B
$71.4M 0.17%
843,049
-1,360
-0.2% -$117K
TWC
114
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$71.1M 0.17%
518,653
-2,762
-0.5% -$378K
COF icon
115
Capital One
COF
$129B
$71.1M 0.17%
921,545
-5,632
-0.6% -$413K
KR icon
116
Kroger
KR
$35.4B
$70.8M 0.17%
3,241,862
-77,430
-2% -$1.54M
AGN
117
DELISTED
Allergan Inc
AGN
$70M 0.17%
563,683
+11,357
+2% +$1.38M
ACN icon
118
Accenture
ACN
$99.9B
$69.8M 0.17%
875,896
+54,177
+7% +$4.45M
NVS icon
119
Novartis
NVS
$301B
$69.1M 0.16%
906,625
+38,443
+4% +$2.8M
SPG icon
120
Simon Property Group
SPG
$74.7B
$68.6M 0.16%
444,931
+7,818
+2% +$1.16M
MRO
121
DELISTED
Marathon Oil Corporation
MRO
$68.6M 0.16%
1,932,400
-107,782
-5% -$3.63M
MS icon
122
Morgan Stanley
MS
$330B
$68.5M 0.16%
2,196,177
-35,858
-2% -$1.11M
ADP icon
123
Automatic Data Processing
ADP
$105B
$68.2M 0.16%
1,005,419
+25,984
+3% +$1.77M
FDX icon
124
FedEx
FDX
$73B
$68.2M 0.16%
514,395
+3,289
+0.6% +$447K
F icon
125
Ford
F
$59.3B
$68M 0.16%
4,361,932
-399,359
-8% -$6.18M
3 4
5
6 7

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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.