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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
QCOR
1926
DELISTED
QUESTCOR PHARMA INC
QCOR
$1.83M ﹤0.01%
28,206
+13,046
+86% +$833K
CBR
1927
DELISTED
CIBER Inc.
CBR
$1.83M ﹤0.01%
399,349
-17,925
-4% -$77.7K
BUI icon
1928
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$725M
$1.83M ﹤0.01%
96,414
+11,701
+14% +$216K
RES icon
1929
RPC Inc
RES
$1.24B
$1.83M ﹤0.01%
89,500
-29,123
-25% -$537K
HWC icon
1930
Hancock Whitney
HWC
$6.2B
$1.82M ﹤0.01%
49,727
-1,133
-2% -$40.3K
RSTI
1931
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$1.82M ﹤0.01%
75,907
-754
-1% -$18K
AIRM
1932
DELISTED
Air Methods Corp
AIRM
$1.82M ﹤0.01%
34,044
-1,878
-5% -$100K
PMM
1933
Franklin Managed Municipal Income Trust
PMM
$267M
$1.81M ﹤0.01%
260,506
+99,004
+61% +$690K
MATX icon
1934
Matsons
MATX
$6.13B
$1.81M ﹤0.01%
73,372
+12,424
+20% +$307K
NPK icon
1935
National Presto Industries
NPK
$870M
$1.81M ﹤0.01%
23,173
+839
+4% +$65.5K
GBX icon
1936
The Greenbrier Companies
GBX
$1.52B
$1.81M ﹤0.01%
39,613
-1,652
-4% -$65.2K
MOG.A icon
1937
Moog Inc Class A
MOG.A
$12.4B
$1.8M ﹤0.01%
27,421
-4,800
-15% -$305K
PIV
1938
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$1.79M ﹤0.01%
86,693
-2,838
-3% -$58.8K
AVNT icon
1939
Avient
AVNT
$3.33B
$1.79M ﹤0.01%
48,856
-36,984
-43% -$1.33M
ENS icon
1940
EnerSys
ENS
$6.78B
$1.79M ﹤0.01%
25,847
-1,179
-4% -$82.7K
SSYS icon
1941
Stratasys
SSYS
$679M
$1.79M ﹤0.01%
16,868
+3,980
+31% +$476K
CBB
1942
DELISTED
Cincinnati Bell Inc.
CBB
$1.79M ﹤0.01%
103,404
-2,177
-2% -$38.4K
CMCO icon
1943
Columbus McKinnon
CMCO
$553M
$1.79M ﹤0.01%
66,675
+524
+0.8% +$13.6K
HHH icon
1944
Howard Hughes
HHH
$3.81B
$1.78M ﹤0.01%
13,116
+440
+3% +$55.3K
GTI
1945
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$1.78M ﹤0.01%
162,757
+2,536
+2% +$26.9K
SWS
1946
DELISTED
SWS GROUP INC
SWS
$1.77M ﹤0.01%
237,106
+33,929
+17% +$260K
VISN
1947
Vistance Networks Inc
VISN
$2.65B
$1.77M ﹤0.01%
+71,855
New +$1.47M
ROCK icon
1948
Gibraltar Industries
ROCK
$1.25B
$1.77M ﹤0.01%
93,870
-2,972
-3% -$53.9K
IMN
1949
DELISTED
Imation
IMN
$1.77M ﹤0.01%
306,114
+10,292
+3% +$56.8K
MRH
1950
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$1.77M ﹤0.01%
59,344
+41
+0.1% +$1.16K
76 77
78
79 80

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MCM
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PSUF
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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.