We are live on ! Find out more
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
ECL icon
126
Ecolab
ECL
$78.6B
$67.5M 0.16%
625,434
+37,323
+6% +$3.91M
WDC icon
127
Western Digital
WDC
$184B
$67M 0.16%
965,375
+24,037
+3% +$1.57M
BAX icon
128
Baxter International
BAX
$13.8B
$66.4M 0.16%
1,662,121
+839
+0.1% +$31.4K
PAA icon
129
Plains All American Pipeline
PAA
$17.5B
$66.1M 0.16%
1,200,015
+10,825
+0.9% +$568K
MMP
130
DELISTED
Magellan Midstream Partners, L.P.
MMP
$65.5M 0.16%
939,713
-177
-0% -$11.8K
M icon
131
Macy's
M
$6.56B
$65.2M 0.15%
1,099,931
+41,989
+4% +$2.33M
SCCO icon
132
Southern Copper
SCCO
$145B
$65.1M 0.15%
2,413,716
+14,780
+0.6% +$397K
SCHW
133
Charles Schwab
SCHW
$181B
$64.9M 0.15%
2,372,927
+34,786
+1% +$909K
BNY
134
Bank of New York Mellon
BNY
$106B
$64.4M 0.15%
1,825,282
+12,283
+0.7% +$406K
TJX icon
135
TJX Companies
TJX
$176B
$63.9M 0.15%
2,107,974
-393,842
-16% -$11.9M
MPC icon
136
Marathon Petroleum
MPC
$91.7B
$63.2M 0.15%
1,452,848
+10,636
+0.7% +$466K
NEE icon
137
NextEra Energy
NEE
$183B
$61.2M 0.15%
2,558,564
-44,732
-2% -$1.01M
YUM icon
138
Yum! Brands
YUM
$43.3B
$60.9M 0.14%
1,124,411
+19,161
+2% +$1.01M
AMAT icon
139
Applied Materials
AMAT
$398B
$60.6M 0.14%
2,970,223
+266,918
+10% +$4.9M
STT icon
140
State Street
STT
$50.2B
$59.5M 0.14%
854,948
-7,786
-0.9% -$538K
KMP
141
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
$59.4M 0.14%
803,224
+15,580
+2% +$1.21M
PX
142
DELISTED
Praxair Inc
PX
$59.3M 0.14%
452,539
-6,660
-1% -$863K
APC
143
DELISTED
Anadarko Petroleum
APC
$58.6M 0.14%
690,826
-1,836
-0.3% -$151K
CMI icon
144
Cummins
CMI
$87.3B
$58.3M 0.14%
391,159
+14,261
+4% +$1.98M
VIAB
145
DELISTED
Viacom Inc. Class B
VIAB
$58.2M 0.14%
684,446
+9,487
+1% +$808K
AET
146
DELISTED
Aetna Inc
AET
$58M 0.14%
773,381
+3,276
+0.4% +$232K
LO
147
DELISTED
LORILLARD INC COM STK
LO
$57.7M 0.14%
1,067,205
-27,028
-2% -$1.36M
D icon
148
Dominion Energy
D
$61.3B
$57.7M 0.14%
812,100
-5,638
-0.7% -$385K
RF icon
149
Regions Financial
RF
$26.3B
$57.1M 0.14%
5,140,553
+140,765
+3% +$1.48M
ETP
150
DELISTED
Energy Transfer Partners L.p.
ETP
$56.7M 0.13%
1,054,587
+17,080
+2% +$926K
4 5
6
7 8

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.