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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
ADM icon
151
Archer Daniels Midland
ADM
$38.9B
$56.7M 0.13%
1,306,934
-68,132
-5% -$2.81M
HES
152
DELISTED
Hess
HES
$56.5M 0.13%
681,828
+25,763
+4% +$2.05M
FITB
153
Fifth Third Bancorp
FITB
$51.3B
$56.3M 0.13%
2,454,041
+98,853
+4% +$2.15M
PPG icon
154
PPG Industries
PPG
$25B
$56.3M 0.13%
581,750
+31,356
+6% +$2.98M
NBL
155
DELISTED
Noble Energy, Inc.
NBL
$54.9M 0.13%
773,337
+171,801
+29% +$11.4M
LYB icon
156
LyondellBasell Industries
LYB
$19.5B
$54.5M 0.13%
612,645
+32,777
+6% +$2.76M
ALL icon
157
Allstate
ALL
$68.3B
$54.3M 0.13%
958,988
-193,352
-17% -$10.4M
EIX icon
158
Edison International
EIX
$30.3B
$54.1M 0.13%
955,779
-13,984
-1% -$696K
GD icon
159
General Dynamics
GD
$103B
$53.8M 0.13%
494,394
-11,284
-2% -$1.17M
AMP icon
160
Ameriprise Financial
AMP
$48.1B
$53.6M 0.13%
486,757
+6,665
+1% +$730K
CRM icon
161
Salesforce
CRM
$148B
$53.4M 0.13%
936,141
+44,140
+5% +$2.64M
KRFT
162
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$53.4M 0.13%
951,051
+65,785
+7% +$3.57M
AFL icon
163
Aflac
AFL
$64.8B
$53M 0.13%
1,681,094
-29,046
-2% -$923K
STI
164
DELISTED
SunTrust Banks, Inc.
STI
$52.9M 0.13%
1,328,366
+3,083
+0.2% +$118K
CB
165
DELISTED
CHUBB CORPORATION
CB
$52.7M 0.13%
590,471
+66,115
+13% +$5.79M
CI icon
166
Cigna
CI
$76.1B
$52M 0.12%
621,360
-38,958
-6% -$3.21M
COR icon
167
Cencora
COR
$60.7B
$52M 0.12%
793,080
+921
+0.1% +$62.6K
ITUB icon
168
Itaú Unibanco
ITUB
$93B
$51.6M 0.12%
9,523,975
-80,231
-0.8% -$383K
CCI icon
169
Crown Castle
CCI
$33.4B
$50.9M 0.12%
690,399
-68,056
-9% -$4.99M
CB icon
170
Chubb
CB
$135B
$50.8M 0.12%
513,185
+22,188
+5% +$2.15M
VWO icon
171
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$50.8M 0.12%
1,252,574
+446,054
+55% +$17.3M
BLK icon
172
Blackrock
BLK
$170B
$50.8M 0.12%
161,565
+3,327
+2% +$1.02M
COV
173
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$50.8M 0.12%
689,314
+23,220
+3% +$1.62M
SNY icon
174
Sanofi
SNY
$103B
$50.7M 0.12%
970,265
+64,109
+7% +$3.25M
TSN icon
175
Tyson Foods
TSN
$21.4B
$50.3M 0.12%
1,143,960
+25,121
+2% +$951K
5 6
7
8 9

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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.