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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
NVR icon
1276
NVR
NVR
$16.5B
$3.78M 0.01%
3,293
-303
-8% -$341K
COHR
1277
DELISTED
Coherent Inc
COHR
$3.77M 0.01%
57,743
-661
-1% -$45.6K
TDW icon
1278
Tidewater
TDW
$3.73B
$3.76M 0.01%
2,400
-25
-1% -$40.9K
FRA icon
1279
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
$3.75M 0.01%
257,295
+31,908
+14% +$467K
VAC icon
1280
Marriott Vacations Worldwide
VAC
$3.35B
$3.74M 0.01%
66,857
-188
-0.3% -$9.71K
DLB icon
1281
Dolby
DLB
$5.51B
$3.73M 0.01%
83,862
+22,153
+36% +$931K
NHY
1282
DELISTED
NORSK HYDRO A. S. ADR
NHY
$3.73M 0.01%
740,189
+56,636
+8% +$285K
WOR icon
1283
Worthington Enterprises
WOR
$2.75B
$3.73M 0.01%
158,012
+9,581
+6% +$239K
BBAR icon
1284
BBVA Argentina
BBAR
$3.87B
$3.72M 0.01%
444,965
-20,991
-5% -$143K
RGLD icon
1285
Royal Gold
RGLD
$16.8B
$3.71M 0.01%
59,272
+11,902
+25% +$732K
GTE icon
1286
Gran Tierra Energy
GTE
$265M
$3.71M 0.01%
49,575
+393
+0.8% +$28.6K
CRS icon
1287
Carpenter Technology
CRS
$25.8B
$3.71M 0.01%
56,132
+2,180
+4% +$132K
CHH icon
1288
Choice Hotels
CHH
$5.07B
$3.71M 0.01%
80,539
+9,867
+14% +$476K
SCS
1289
DELISTED
Steelcase
SCS
$3.7M 0.01%
222,589
-5,103
-2% -$76K
CBRL icon
1290
Cracker Barrel
CBRL
$1.26B
$3.69M 0.01%
37,993
-4,709
-11% -$475K
TTEK icon
1291
Tetra Tech
TTEK
$8.49B
$3.68M 0.01%
621,245
+19,960
+3% +$116K
LII icon
1292
Lennox International
LII
$14.4B
$3.67M 0.01%
40,333
+1,140
+3% +$101K
EON
1293
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$3.65M 0.01%
186,887
+18,500
+11% +$362K
WNR
1294
DELISTED
Western Refining Inc
WNR
$3.65M 0.01%
94,603
+5,225
+6% +$205K
ACHC icon
1295
Acadia Healthcare
ACHC
$2.76B
$3.65M 0.01%
80,885
+13,150
+19% +$649K
ACIW icon
1296
ACI Worldwide
ACIW
$5.83B
$3.64M 0.01%
184,614
-5,310
-3% -$107K
PRDO icon
1297
Perdoceo Education
PRDO
$1.99B
$3.64M 0.01%
487,857
-2,120
-0.4% -$13.6K
VNQI icon
1298
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
$3.63M 0.01%
67,149
+1,279
+2% +$68.1K
GRFS
1299
Grifois
GRFS
$5.36B
$3.62M 0.01%
175,512
-2,902
-2% -$57.8K
OMCL icon
1300
Omnicell
OMCL
$1.61B
$3.62M 0.01%
126,573
+11,359
+10% +$311K
50 51
52
53 54

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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.