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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
AEP icon
201
American Electric Power
AEP
$69.5B
$43.7M 0.1%
863,491
-42,600
-5% -$2.07M
INTU icon
202
Intuit
INTU
$86.3B
$43.7M 0.1%
562,587
+3,710
+0.7% +$283K
GM icon
203
General Motors
GM
$80B
$43.7M 0.1%
1,268,291
+147,311
+13% +$5.41M
FXZ icon
204
First Trust Materials AlphaDEX Fund
FXZ
$374M
$43.6M 0.1%
1,309,124
+567,630
+77% +$18.4M
FXO icon
205
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$43.6M 0.1%
1,995,733
+906,619
+83% +$19.4M
AMT icon
206
American Tower
AMT
$81.3B
$43.3M 0.1%
528,987
+69,718
+15% +$5.68M
SRCL
207
DELISTED
Stericycle Inc
SRCL
$43.2M 0.1%
379,846
+38,449
+11% +$4.45M
YHOO
208
DELISTED
Yahoo Inc
YHOO
$43.1M 0.1%
1,200,045
-25,566
-2% -$976K
PRGO icon
209
Perrigo
PRGO
$1.43B
$42.8M 0.1%
276,467
-16,530
-6% -$2.61M
BBD icon
210
Banco Bradesco
BBD
$37.9B
$42.8M 0.1%
7,979,183
-227,344
-3% -$1.03M
WMB icon
211
Williams Companies
WMB
$86.7B
$42.6M 0.1%
1,048,868
+15,198
+1% +$616K
NVO
212
Novo Nordisk
NVO
$228B
$42.6M 0.1%
1,864,366
+88,376
+5% +$1.88M
FXL icon
213
First Trust Technology AlphaDEX Fund
FXL
$2.5B
$42.4M 0.1%
1,361,857
+545,643
+67% +$16.8M
HUM icon
214
Humana
HUM
$44B
$42.4M 0.1%
376,266
-222
-0.1% -$23.1K
PEG icon
215
Public Service Enterprise Group
PEG
$38.6B
$42.4M 0.1%
1,111,002
-3,661
-0.3% -$126K
AGN
216
DELISTED
Allergan plc
AGN
$42.4M 0.1%
205,808
-5,058
-2% -$1M
PNR icon
217
Pentair
PNR
$10.6B
$42.2M 0.1%
792,272
+103,486
+15% +$5.4M
BSX icon
218
Boston Scientific
BSX
$68.4B
$42M 0.1%
3,105,806
+124,135
+4% +$1.63M
CIB icon
219
Grupo Cibest SA
CIB
$22.3B
$41.9M 0.1%
742,218
+9,243
+1% +$452K
CAH icon
220
Cardinal Health
CAH
$53.2B
$41.9M 0.1%
598,589
+11,577
+2% +$805K
FLR icon
221
Fluor
FLR
$6.99B
$41.8M 0.1%
538,280
+14,848
+3% +$1.16M
CSX icon
222
CSX Corp
CSX
$93B
$41.6M 0.1%
4,311,621
+66,105
+2% +$613K
ETN icon
223
Eaton
ETN
$150B
$41.6M 0.1%
553,768
+5,853
+1% +$431K
AON icon
224
Aon
AON
$78.3B
$41.2M 0.1%
488,469
+45,179
+10% +$3.76M
FXH icon
225
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
$41.1M 0.1%
806,464
+301,812
+60% +$15.4M
7 8
9
10 11

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PSUF
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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.