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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
BSFT
2826
DELISTED
BroadSoft, Inc.
BSFT
$534K ﹤0.01%
19,963
+2,788
+16% +$80.4K
PRH
2827
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$533K ﹤0.01%
22,813
+708
+3% +$16K
VLGEA icon
2828
Village Super Market
VLGEA
$651M
$531K ﹤0.01%
20,112
+154
+0.8% +$4.37K
STCN
2829
DELISTED
Steel Connect, Inc. Common Stock
STCN
$527K ﹤0.01%
13,352
+1,098
+9% +$50.9K
POWR
2830
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$527K ﹤0.01%
22,468
+989
+5% +$21K
RBA icon
2831
RB Global
RBA
$20.4B
$525K ﹤0.01%
21,745
+223
+1% +$5.11K
CKP
2832
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$525K ﹤0.01%
39,098
-103,220
-73% -$1.44M
ACRE
2833
Ares Commercial Real Estate
ACRE
$236M
$523K ﹤0.01%
38,965
+8,741
+29% +$117K
CRUS icon
2834
Cirrus Logic
CRUS
$6.53B
$521K ﹤0.01%
26,237
-2,652
-9% -$50.5K
TA
2835
DELISTED
TravelCenters of America LLC
TA
$520K ﹤0.01%
12,752
+178
+1% +$7.77K
VOCS
2836
DELISTED
VOCUS INC
VOCS
$520K ﹤0.01%
39,021
+1,485
+4% +$19K
SPDC
2837
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
$518K ﹤0.01%
142,286
+39,618
+39% +$163K
ACAD icon
2838
Acadia Pharmaceuticals
ACAD
$4.43B
$517K ﹤0.01%
21,268
-5,121
-19% -$130K
GZT
2839
DELISTED
Gazit-globe Ltd
GZT
$516K ﹤0.01%
39,636
+3,171
+9% +$40.9K
BEL
2840
DELISTED
Belmond Ltd.
BEL
$515K ﹤0.01%
35,735
+2,987
+9% +$43.7K
CMLP
2841
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$514K ﹤0.01%
+22,799
New +$524K
AOSL icon
2842
Alpha and Omega Semiconductor
AOSL
$950M
$512K ﹤0.01%
69,529
-4,497
-6% -$33.3K
BCC icon
2843
Boise Cascade
BCC
$2.69B
$511K ﹤0.01%
17,848
+5,112
+40% +$151K
HIO
2844
Western Asset High Income Opportunity Fund
HIO
$336M
$511K ﹤0.01%
84,444
+8,427
+11% +$50.5K
WMAR
2845
DELISTED
West Marine Inc
WMAR
$511K ﹤0.01%
44,921
+5,927
+15% +$74.5K
STEW
2846
SRH Total Return Fund
STEW
$1.79B
$509K ﹤0.01%
62,627
+2,608
+4% +$20.5K
CVT
2847
DELISTED
CVENT, INC.
CVT
$509K ﹤0.01%
14,093
+480
+4% +$18.4K
REGI
2848
DELISTED
Renewable Energy Group, Inc.
REGI
$509K ﹤0.01%
42,475
+9,323
+28% +$103K
TROX icon
2849
Tronox
TROX
$932M
$508K ﹤0.01%
+21,364
New +$492K
WT icon
2850
WisdomTree
WT
$2.96B
$508K ﹤0.01%
38,709
+1,315
+4% +$20.1K
112 113
114
115 116

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AF
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MCM
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PSUF
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IA
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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.