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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
MDSO
1876
DELISTED
Medidata Solutions, Inc.
MDSO
$1.95M ﹤0.01%
35,785
-177
-0.5% -$10.8K
VG
1877
DELISTED
Vonage Holdings Corporation
VG
$1.94M ﹤0.01%
455,287
+16,591
+4% +$70.7K
GNCMA
1878
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$1.94M ﹤0.01%
169,790
+5,479
+3% +$58K
ACO
1879
DELISTED
AMCOL International Corp
ACO
$1.93M ﹤0.01%
42,235
-469
-1% -$18.9K
COKE icon
1880
Coca-Cola Consolidated
COKE
$12.5B
$1.93M ﹤0.01%
227,500
+22,940
+11% +$176K
HNGR
1881
DELISTED
Hanger Inc.
HNGR
$1.93M ﹤0.01%
57,392
-25,813
-31% -$934K
MPWR icon
1882
Monolithic Power Systems
MPWR
$70.1B
$1.93M ﹤0.01%
49,837
+8,324
+20% +$293K
SGI
1883
DELISTED
Silicon Graphics Intl.
SGI
$1.93M ﹤0.01%
157,316
+19,022
+14% +$243K
CHU
1884
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.93M ﹤0.01%
146,746
-5,488
-4% -$72.1K
BCO icon
1885
Brink's
BCO
$4.88B
$1.93M ﹤0.01%
67,602
-9,573
-12% -$301K
WPP
1886
DELISTED
WAUSAU PAPER CORP.
WPP
$1.93M ﹤0.01%
151,510
+901
+0.6% +$11.8K
SXC icon
1887
SunCoke Energy
SXC
$720M
$1.93M ﹤0.01%
84,429
-16,171
-16% -$356K
BKD icon
1888
Brookdale Senior Living
BKD
$3.49B
$1.92M ﹤0.01%
57,316
-4,618
-7% -$140K
MSTR icon
1889
Strategy Inc
MSTR
$34.1B
$1.92M ﹤0.01%
166,360
+21,210
+15% +$265K
DPG
1890
Duff & Phelps Utility and Infrastructure Fund
DPG
$521M
$1.92M ﹤0.01%
96,898
-5,075
-5% -$96.4K
ASCMA
1891
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.91M ﹤0.01%
25,340
+3,001
+13% +$228K
CATO icon
1892
Cato Corp
CATO
$68.3M
$1.91M ﹤0.01%
70,760
+142
+0.2% +$4.05K
DMC
1893
Del Monte Corp
DMC
$1.41B
$1.91M ﹤0.01%
69,373
-13,478
-16% -$363K
PCH
1894
DELISTED
PotlatchDeltic
PCH
$1.91M ﹤0.01%
49,378
+9,055
+22% +$359K
RH icon
1895
RH
RH
$3.13B
$1.91M ﹤0.01%
25,957
+2,766
+12% +$173K
NTLS
1896
DELISTED
NTELOS HLDGS CORP COM
NTLS
$1.91M ﹤0.01%
141,495
+33,214
+31% +$541K
PIM
1897
Franklin Master Intermediate Income Trust
PIM
$150M
$1.91M ﹤0.01%
370,565
+84,988
+30% +$431K
HUBG icon
1898
HUB Group
HUBG
$2.85B
$1.91M ﹤0.01%
95,356
+348
+0.4% +$7.04K
MFIC icon
1899
MidCap Financial Investment
MFIC
$787M
$1.91M ﹤0.01%
76,440
-1,400
-2% -$36.1K
KAMN
1900
DELISTED
Kaman Corp
KAMN
$1.91M ﹤0.01%
46,845
+704
+2% +$27.9K
74 75
76
77 78

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MCM
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PSUF
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IA
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SCC
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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.