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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
WELL icon
526
Welltower
WELL
$169B
$15.2M 0.04%
254,488
-21,566
-8% -$1.23M
VTR icon
527
Ventas
VTR
$48B
$15.1M 0.04%
219,016
+23,718
+12% +$1.65M
OA
528
DELISTED
Orbital ATK, Inc.
OA
$15.1M 0.04%
106,198
+811
+0.8% +$108K
VNQ icon
529
Vanguard Real Estate ETF
VNQ
$39.2B
$15.1M 0.04%
213,235
+31,954
+18% +$2.19M
VCSH icon
530
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$15M 0.04%
191,276
+1,976
+1% +$158K
EFX icon
531
Equifax
EFX
$20.3B
$15M 0.04%
220,287
-4,443
-2% -$311K
WIN
532
DELISTED
Windstream Holdings Inc
WIN
$15M 0.04%
231,706
+31,248
+16% +$1.94M
IDXX icon
533
Idexx Laboratories
IDXX
$44.1B
$14.8M 0.04%
243,830
+876
+0.4% +$52.2K
PUK icon
534
Prudential
PUK
$37.6B
$14.8M 0.04%
358,101
+58,322
+19% +$2.49M
AZN icon
535
AstraZeneca
AZN
$263B
$14.8M 0.04%
227,725
+22,129
+11% +$1.43M
SAN icon
536
Banco Santander
SAN
$202B
$14.8M 0.04%
1,696,518
+206,138
+14% +$1.68M
ANDV
537
DELISTED
Andeavor
ANDV
$14.7M 0.04%
291,519
-259
-0.1% -$13.5K
CS
538
DELISTED
Credit Suisse Group
CS
$14.7M 0.03%
454,131
+171,661
+61% +$5.38M
BBVA icon
539
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
$14.6M 0.03%
1,280,394
-119,233
-9% -$1.39M
CPRI icon
540
Capri Holdings
CPRI
$1.83B
$14.6M 0.03%
156,633
+20,944
+15% +$1.89M
AAP icon
541
Advance Auto Parts
AAP
$3.35B
$14.5M 0.03%
114,846
+7,194
+7% +$873K
SUNE
542
DELISTED
SUNEDISON, INC COM
SUNE
$14.5M 0.03%
770,354
-110,678
-13% -$1.84M
KEX icon
543
Kirby Corp
KEX
$7.01B
$14.5M 0.03%
143,185
-2,178
-1% -$219K
ETFC
544
DELISTED
E*Trade Financial Corporation
ETFC
$14.5M 0.03%
629,291
+8,100
+1% +$177K
RRC icon
545
Range Resources
RRC
$9.38B
$14.5M 0.03%
174,169
+3,832
+2% +$326K
OGE icon
546
OGE Energy
OGE
$9.78B
$14.4M 0.03%
391,429
-20,510
-5% -$717K
CHTR icon
547
Charter Communications
CHTR
$17.3B
$14.4M 0.03%
116,648
+11,288
+11% +$1.48M
CNP icon
548
CenterPoint Energy
CNP
$27.7B
$14.4M 0.03%
606,373
-16,912
-3% -$397K
NAB
549
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$14.3M 0.03%
876,627
+461,816
+111% +$7.56M
POM
550
DELISTED
PEPCO HOLDINGS, INC.
POM
$14.3M 0.03%
700,117
-18,173
-3% -$358K
20 21
22
23 24

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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.