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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
GLW icon
176
Corning
GLW
$116B
$50.1M 0.12%
2,406,439
+226,450
+10% +$4.26M
LNC icon
177
Lincoln National
LNC
$8.8B
$50.1M 0.12%
987,991
+43
+0% +$2.16K
SO icon
178
Southern Company
SO
$106B
$49.6M 0.12%
1,129,657
+4,922
+0.4% +$206K
CPA icon
179
Copa Holdings
CPA
$5.8B
$49.4M 0.12%
340,062
+56,469
+20% +$7.85M
NSC icon
180
Norfolk Southern
NSC
$75B
$49.2M 0.12%
506,126
-1,671
-0.3% -$155K
NOV icon
181
NOV
NOV
$6.93B
$49M 0.12%
698,127
-202,103
-22% -$13.9M
DAL icon
182
Delta Air Lines
DAL
$58.3B
$48.9M 0.12%
1,410,180
+50,462
+4% +$1.62M
MJN
183
DELISTED
Mead Johnson Nutrition Company
MJN
$48.7M 0.12%
585,491
+136,964
+31% +$11.1M
FCX icon
184
Freeport-McMoran
FCX
$91.2B
$48.4M 0.11%
1,463,599
-62,147
-4% -$2.07M
DE icon
185
Deere & Co
DE
$162B
$48.3M 0.11%
532,204
+18,497
+4% +$1.62M
MU icon
186
Micron Technology
MU
$988B
$48M 0.11%
2,027,486
+129,626
+7% +$3.08M
HIG icon
187
Hartford Financial Services
HIG
$39.2B
$47.6M 0.11%
1,350,786
+11,712
+0.9% +$407K
RAI
188
DELISTED
Reynolds American Inc
RAI
$47.6M 0.11%
1,781,450
+64,506
+4% +$1.62M
ICE icon
189
Intercontinental Exchange
ICE
$88.4B
$47.4M 0.11%
1,197,475
-53,460
-4% -$2.26M
JCI icon
190
Johnson Controls International
JCI
$87.8B
$46.6M 0.11%
941,185
+62,407
+7% +$3.16M
WFM
191
DELISTED
Whole Foods Market Inc
WFM
$46.3M 0.11%
912,243
-27,326
-3% -$1.46M
PCP
192
DELISTED
PRECISION CASTPARTS CORP
PCP
$45.7M 0.11%
180,942
-6,162
-3% -$1.59M
EL icon
193
Estee Lauder
EL
$30.7B
$45.6M 0.11%
682,047
-115,485
-14% -$8.02M
APD icon
194
Air Products & Chemicals
APD
$66.8B
$45.2M 0.11%
410,851
+5,447
+1% +$578K
ISRG icon
195
Intuitive Surgical
ISRG
$126B
$45.1M 0.11%
925,758
+137,178
+17% +$6.46M
IWO icon
196
iShares Russell 2000 Growth ETF
IWO
$14.4B
$44.9M 0.11%
330,327
+11,685
+4% +$1.6M
KEY icon
197
KeyCorp
KEY
$24.2B
$44.9M 0.11%
3,151,377
-79,590
-2% -$1.07M
GIS icon
198
General Mills
GIS
$19.4B
$44.7M 0.11%
862,276
+43,067
+5% +$2.13M
FXN icon
199
First Trust Energy AlphaDEX Fund
FXN
$382M
$44.1M 0.1%
1,681,045
+759,412
+82% +$18.9M
TFC icon
200
Truist Financial
TFC
$63.5B
$43.9M 0.1%
1,093,022
+20,891
+2% +$800K
6 7
8
9 10

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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.