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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
RHP icon
2101
Ryman Hospitality Properties
RHP
$8.43B
$1.45M ﹤0.01%
34,067
-25,895
-43% -$1.1M
GCAP
2102
DELISTED
Gain Capital Holdings, Inc.
GCAP
$1.45M ﹤0.01%
133,817
+33,362
+33% +$326K
CNXN icon
2103
PC Connection
CNXN
$2.11B
$1.44M ﹤0.01%
71,044
+926
+1% +$20K
KEG
2104
DELISTED
KEY ENERGY SERVICES INC
KEG
$1.44M ﹤0.01%
155,268
+17,023
+12% +$157K
LXU icon
2105
LSB Industries
LXU
$783M
$1.43M ﹤0.01%
49,754
+1,696
+4% +$45.7K
BEAT
2106
DELISTED
BioTelemetry, Inc.
BEAT
$1.43M ﹤0.01%
141,683
+76,399
+117% +$703K
ECOL
2107
DELISTED
US Ecology, Inc.
ECOL
$1.43M ﹤0.01%
38,495
-1,232
-3% -$45K
SCOR icon
2108
Comscore
SCOR
$106M
$1.43M ﹤0.01%
2,176
+277
+15% +$167K
FULT icon
2109
Fulton Financial
FULT
$4.66B
$1.43M ﹤0.01%
113,338
-94,669
-46% -$1.19M
PLUS icon
2110
ePlus
PLUS
$2.42B
$1.43M ﹤0.01%
102,192
+328
+0.3% +$4.62K
WAGE
2111
DELISTED
WageWorks, Inc.
WAGE
$1.42M ﹤0.01%
25,380
+3,640
+17% +$220K
ERF
2112
DELISTED
Enerplus Corporation
ERF
$1.42M ﹤0.01%
71,587
+1,876
+3% +$35.1K
CCOI icon
2113
Cogent Communications
CCOI
$676M
$1.42M ﹤0.01%
39,970
+1,298
+3% +$50.7K
CSV icon
2114
Carriage Services
CSV
$641M
$1.42M ﹤0.01%
77,845
+24,628
+46% +$494K
TMP icon
2115
Tompkins Financial
TMP
$1.43B
$1.42M ﹤0.01%
29,012
+2,051
+8% +$99.2K
LMOS
2116
DELISTED
Lumos Networks Corp
LMOS
$1.42M ﹤0.01%
106,119
+31,214
+42% +$533K
EPAY
2117
DELISTED
Bottomline Technologies Inc
EPAY
$1.41M ﹤0.01%
40,229
-956
-2% -$33.3K
BKMU
2118
DELISTED
Bank Mutual Corp
BKMU
$1.41M ﹤0.01%
222,807
+3,659
+2% +$24.5K
WLY icon
2119
John Wiley & Sons Class A
WLY
$2.65B
$1.41M ﹤0.01%
24,474
+5,227
+27% +$291K
ZEP
2120
DELISTED
ZEP INC COM STK (DE)
ZEP
$1.41M ﹤0.01%
79,678
+631
+0.8% +$10.8K
OPEN
2121
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
$1.41M ﹤0.01%
18,325
+1,467
+9% +$116K
ALNY icon
2122
Alnylam Pharmaceuticals
ALNY
$27.5B
$1.41M ﹤0.01%
20,971
-497
-2% -$38.5K
ROG icon
2123
Rogers Corp
ROG
$2.21B
$1.41M ﹤0.01%
22,542
-3,647
-14% -$221K
CNR
2124
DELISTED
Cornerstone Building Brands, Inc.
CNR
$1.41M ﹤0.01%
80,536
+8,943
+12% +$159K
CHSP
2125
DELISTED
Chesapeake Lodging Trust
CHSP
$1.4M ﹤0.01%
54,477
-2,815
-5% -$71.4K
83 84
85
86 87

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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.