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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
AAPL icon
1
Apple
AAPL
$4.9T
$728M 1.73%
37,973,880
-171,220
-0.4% -$3.26M
XOM icon
2
ExxonMobil
XOM
$651B
$673M 1.6%
6,891,991
-48,551
-0.7% -$4.63M
MSFT icon
3
Microsoft
MSFT
$3.35T
$530M 1.26%
12,926,627
+340,359
+3% +$12.8M
GOOG icon
4
Alphabet (Google) Class C
GOOG
$4.08T
$477M 1.13%
17,178,268
+493,202
+3% +$14.4M
VOO icon
5
Vanguard S&P 500 ETF
VOO
$972B
$449M 1.07%
3,001,429
+478,113
+19% +$80.4M
JNJ icon
6
Johnson & Johnson
JNJ
$617B
$442M 1.05%
4,495,391
+85,275
+2% +$7.91M
CVX icon
7
Chevron
CVX
$383B
$435M 1.03%
3,661,270
-44,197
-1% -$5.14M
WFC icon
8
Wells Fargo
WFC
$258B
$380M 0.9%
7,630,598
+146,594
+2% +$6.83M
JPM icon
9
JPMorgan Chase
JPM
$933B
$377M 0.9%
6,215,954
-4,139
-0.1% -$239K
PFE icon
10
Pfizer
PFE
$142B
$350M 0.83%
11,492,688
-165,771
-1% -$4.94M
GE icon
11
GE Aerospace
GE
$368B
$346M 0.82%
2,786,496
-87,865
-3% -$10.9M
BAC icon
12
Bank of America
BAC
$433B
$331M 0.79%
19,262,671
+838,044
+5% +$14.1M
PG icon
13
Procter & Gamble
PG
$335B
$318M 0.75%
3,943,567
-13,870
-0.4% -$1.09M
T icon
14
AT&T
T
$159B
$310M 0.74%
11,703,031
-310,292
-3% -$7.79M
IBM icon
15
IBM
IBM
$209B
$291M 0.69%
1,582,139
-39,789
-2% -$7.01M
QCOM icon
16
Qualcomm
QCOM
$160B
$290M 0.69%
3,671,934
-29,262
-0.8% -$2.2M
MRK icon
17
Merck
MRK
$321B
$268M 0.64%
4,942,980
+178,563
+4% +$9.25M
VZ icon
18
Verizon
VZ
$193B
$256M 0.61%
5,373,254
+851,544
+19% +$40.3M
ORCL icon
19
Oracle
ORCL
$367B
$247M 0.59%
6,043,421
+47,383
+0.8% +$1.8M
BRK.B icon
20
Berkshire Hathaway Class B
BRK.B
$1.1T
$237M 0.56%
1,895,356
+54,072
+3% +$6.32M
INTC icon
21
Intel
INTC
$460B
$226M 0.54%
8,742,188
+175,817
+2% +$4.39M
KO icon
22
Coca-Cola
KO
$381B
$215M 0.51%
5,560,347
-28,501
-0.5% -$1.1M
COP icon
23
ConocoPhillips
COP
$145B
$214M 0.51%
3,041,546
-66,486
-2% -$4.45M
C icon
24
Citigroup
C
$222B
$210M 0.5%
4,402,232
-176,926
-4% -$8.81M
WMT icon
25
Walmart Inc
WMT
$884B
$207M 0.49%
8,120,343
-53,655
-0.7% -$1.35M
1
2 3 4 5

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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.