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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
GHL
1526
DELISTED
Greenhill & Co., Inc.
GHL
$2.84M 0.01%
54,683
-1,543
-3% -$83.3K
IBKC
1527
DELISTED
IBERIABANK Corp
IBKC
$2.84M 0.01%
40,436
+210
+0.5% +$13.7K
WWAV
1528
DELISTED
The WhiteWave Foods Company
WWAV
$2.84M 0.01%
99,394
-12,851
-11% -$340K
TNC icon
1529
Tennant Co
TNC
$1.43B
$2.83M 0.01%
43,181
+1,370
+3% +$87.9K
WTFC icon
1530
Wintrust Financial
WTFC
$10.8B
$2.83M 0.01%
58,156
-5,473
-9% -$252K
GLBR
1531
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
$2.83M 0.01%
19,139
+953
+5% +$158K
CORE
1532
DELISTED
Core Mark Holding Co., Inc.
CORE
$2.83M 0.01%
155,712
+7,092
+5% +$134K
KOS icon
1533
Kosmos Energy
KOS
$1.6B
$2.82M 0.01%
256,563
+152,989
+148% +$1.64M
CNK icon
1534
Cinemark Holdings
CNK
$4.24B
$2.82M 0.01%
97,176
-8,792
-8% -$264K
ERIE icon
1535
Erie Indemnity
ERIE
$12.7B
$2.82M 0.01%
40,375
+2,850
+8% +$200K
ZINC
1536
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$2.81M 0.01%
167,250
+730
+0.4% +$12.1K
PTC icon
1537
PTC
PTC
$15.8B
$2.81M 0.01%
79,366
+3,777
+5% +$139K
TTWO icon
1538
Take-Two Interactive
TTWO
$45.4B
$2.81M 0.01%
128,033
-17,600
-12% -$342K
OMG
1539
DELISTED
OM GROUP INC.
OMG
$2.8M 0.01%
84,368
-4,679
-5% -$157K
DDD icon
1540
3D Systems Corp
DDD
$431M
$2.8M 0.01%
47,341
-7,028
-13% -$524K
EPL
1541
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
$2.79M 0.01%
72,401
+4,137
+6% +$126K
MW
1542
DELISTED
THE MENS WAREHOUSE INC
MW
$2.78M 0.01%
56,804
-4,509
-7% -$224K
MNK
1543
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$2.78M 0.01%
43,820
+159
+0.4% +$10K
TRS icon
1544
TriMas Corp
TRS
$1.43B
$2.78M 0.01%
104,983
-345
-0.3% -$9.74K
FIA
1545
DELISTED
FIAT SPA NEW ADS REP 1 ORD SH
FIA
$2.78M 0.01%
237,918
+11,991
+5% +$140K
WRI
1546
DELISTED
Weingarten Realty Investors
WRI
$2.77M 0.01%
92,321
-6,466
-7% -$191K
HPY
1547
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$2.77M 0.01%
66,773
-11,052
-14% -$480K
BGC
1548
DELISTED
General Cable Corporation
BGC
$2.77M 0.01%
108,057
-44,775
-29% -$1.3M
IRM icon
1549
Iron Mountain
IRM
$36.4B
$2.76M 0.01%
108,442
+2,081
+2% +$53.2K
FFBC icon
1550
First Financial Bancorp
FFBC
$3.55B
$2.76M 0.01%
153,487
-443
-0.3% -$7.59K
60 61
62
63 64

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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.