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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
TC
2526
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$832K ﹤0.01%
381,695
-6,387
-2% -$16.2K
GIFI
2527
DELISTED
Gulf Island Fabrication
GIFI
$831K ﹤0.01%
38,472
-4,805
-11% -$102K
SUBC
2528
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$831K ﹤0.01%
44,885
-4,030
-8% -$74.6K
OPY icon
2529
Oppenheimer Holdings
OPY
$1.14B
$830K ﹤0.01%
29,602
-2,315
-7% -$58.8K
JPM.PRD.CL
2530
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$830K ﹤0.01%
38,024
-4,011
-10% -$86.4K
EZPW icon
2531
Ezcorp Inc
EZPW
$1.83B
$829K ﹤0.01%
76,815
+8,891
+13% +$104K
FLWS icon
2532
1-800-Flowers.com
FLWS
$250M
$829K ﹤0.01%
147,161
+2,833
+2% +$15K
EFSC icon
2533
Enterprise Financial Services Corp
EFSC
$2.4B
$828K ﹤0.01%
41,239
+1,282
+3% +$24.5K
EPIQ
2534
DELISTED
EPIQ SYSTEMS INC
EPIQ
$828K ﹤0.01%
60,776
+13
+0% +$188
OCFC icon
2535
OceanFirst Financial
OCFC
$1.68B
$827K ﹤0.01%
46,769
-3,214
-6% -$56.8K
CTWS
2536
DELISTED
Connecticut Water Service Inc
CTWS
$827K ﹤0.01%
24,203
-394
-2% -$13.3K
CGI
2537
DELISTED
Celadon Group Inc
CGI
$827K ﹤0.01%
34,411
-2,758
-7% -$60.1K
TESS
2538
DELISTED
Tessco Technologies Inc
TESS
$826K ﹤0.01%
22,109
-108
-0.5% -$3.99K
SBY
2539
DELISTED
Silver Bay Realty Trust Corp.
SBY
$825K ﹤0.01%
53,181
+12,946
+32% +$206K
WBCO
2540
DELISTED
WASHINGTON BANKING CO
WBCO
$825K ﹤0.01%
46,407
+3,913
+9% +$71.1K
TRMK icon
2541
Trustmark
TRMK
$2.76B
$824K ﹤0.01%
32,494
-33,672
-51% -$837K
MEAS
2542
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
$823K ﹤0.01%
12,137
-9,705
-44% -$583K
EPAM icon
2543
EPAM Systems
EPAM
$5.51B
$820K ﹤0.01%
24,918
-8,524
-25% -$324K
IMGN
2544
DELISTED
Immunogen Inc
IMGN
$819K ﹤0.01%
54,845
+4,188
+8% +$66K
PEBO icon
2545
Peoples Bancorp
PEBO
$1.5B
$818K ﹤0.01%
33,075
+523
+2% +$12.2K
RBCAA icon
2546
Republic Bancorp
RBCAA
$1.95B
$818K ﹤0.01%
36,199
+313
+0.9% +$7.39K
SLF icon
2547
Sun Life Financial
SLF
$46B
$817K ﹤0.01%
23,604
-535
-2% -$18.4K
TCRT icon
2548
Alaunos Therapeutics
TCRT
$4.59M
$813K ﹤0.01%
1,183
+321
+37% +$215K
MRLN
2549
DELISTED
Marlin Business Services Corp
MRLN
$813K ﹤0.01%
39,068
+15,688
+67% +$381K
AGYS icon
2550
Agilysys
AGYS
$2.97B
$808K ﹤0.01%
60,293
-4,694
-7% -$66K
100 101
102
103 104

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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.