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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
AHT
1951
Ashford Hospitality Trust
AHT
$20.9M
$1.76M ﹤0.01%
168
+4
+2% +$36.9K
SLCA
1952
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.76M ﹤0.01%
46,219
-9,515
-17% -$306K
JHX icon
1953
James Hardie Industries
JHX
$15.3B
$1.76M ﹤0.01%
129,125
+26,835
+26% +$330K
AXON
1954
Axon Enterprise
AXON
$42.5B
$1.76M ﹤0.01%
96,150
-1,238
-1% -$22.1K
POOL icon
1955
Pool Corp
POOL
$6.75B
$1.76M ﹤0.01%
28,684
-26,389
-48% -$1.52M
PLCE icon
1956
Children's Place
PLCE
$54.3M
$1.76M ﹤0.01%
35,244
+1,608
+5% +$85.9K
MTG icon
1957
MGIC Investment
MTG
$6.16B
$1.75M ﹤0.01%
205,977
-113,598
-36% -$989K
CTBI icon
1958
Community Trust Bancorp
CTBI
$1.42B
$1.75M ﹤0.01%
46,481
+358
+0.8% +$13.3K
SWC
1959
DELISTED
Stillwater Mining Co
SWC
$1.75M ﹤0.01%
118,247
+8,412
+8% +$114K
OVTI
1960
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$1.75M ﹤0.01%
98,826
-27,761
-22% -$451K
BRC icon
1961
Brady Corp
BRC
$4.44B
$1.74M ﹤0.01%
64,188
-3,884
-6% -$109K
FIX icon
1962
Comfort Systems
FIX
$60.9B
$1.74M ﹤0.01%
114,291
-11,845
-9% -$202K
LTC
1963
LTC Properties
LTC
$2.06B
$1.74M ﹤0.01%
46,243
-2,987
-6% -$111K
CBEY
1964
DELISTED
CBEYOND INC COM STK
CBEY
$1.74M ﹤0.01%
239,452
+44,888
+23% +$316K
SUSQ
1965
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$1.73M ﹤0.01%
152,475
-71,281
-32% -$810K
MFL
1966
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$1.73M ﹤0.01%
129,299
-22,660
-15% -$300K
AEGN
1967
DELISTED
Aegion Corp
AEGN
$1.73M ﹤0.01%
68,446
-897
-1% -$19.9K
CODE
1968
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$1.73M ﹤0.01%
99,414
-15,163
-13% -$238K
SLGN icon
1969
Silgan Holdings
SLGN
$4.23B
$1.73M ﹤0.01%
69,886
-300
-0.4% -$7.12K
HSEB.CL
1970
DELISTED
HSBC Holdings plc
HSEB.CL
$1.73M ﹤0.01%
64,125
-6,850
-10% -$184K
ATMI
1971
DELISTED
A T M I INC
ATMI
$1.73M ﹤0.01%
50,852
-2,282
-4% -$73.6K
ELP
1972
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.73M ﹤0.01%
329,473
+46,523
+16% +$216K
WST icon
1973
West Pharmaceutical
WST
$24B
$1.72M ﹤0.01%
39,102
-37,897
-49% -$1.78M
KLIC icon
1974
Kulicke & Soffa
KLIC
$4.67B
$1.72M ﹤0.01%
136,420
-12,700
-9% -$151K
SHOR
1975
DELISTED
ShoreTel, Inc.
SHOR
$1.72M ﹤0.01%
200,058
+41,817
+26% +$361K
77 78
79
80 81

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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.