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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
HBIO icon
3201
Harvard Bioscience
HBIO
$27.5M
$230K ﹤0.01%
4,855
-177
-4% -$8.06K
KIM.PRH
3202
DELISTED
KIMCO REALTY CORP DEP SH RPSTG 1/100TH REDM PFD CL H
KIM.PRH
$230K ﹤0.01%
8,943
+254
+3% +$6.42K
BSRR icon
3203
Sierra Bancorp
BSRR
$527M
$229K ﹤0.01%
14,385
-3
-0% -$48
OSUR icon
3204
OraSure Technologies
OSUR
$273M
$229K ﹤0.01%
28,722
-37,094
-56% -$259K
COR
3205
DELISTED
Coresite Realty Corporation
COR
$229K ﹤0.01%
7,388
+993
+16% +$31K
AH
3206
DELISTED
Accretive Health
AH
$229K ﹤0.01%
28,600
+133
+0.5% +$1.18K
RKUS
3207
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
$228K ﹤0.01%
+18,737
New +$258K
GYRE icon
3208
Gyre Therapeutics
GYRE
$648M
$227K ﹤0.01%
61
– –
SAAS
3209
DELISTED
inContact, Inc.
SAAS
$227K ﹤0.01%
23,645
+4,599
+24% +$42.3K
KRNY icon
3210
Kearny Financial
KRNY
$606M
$221K ﹤0.01%
20,645
-2,136
-9% -$19.6K
PBYI icon
3211
Puma Biotechnology
PBYI
$402M
$221K ﹤0.01%
+2,118
New +$249K
MS.PRE icon
3212
Morgan Stanley Series E Preferred Stock
MS.PRE
$877M
$220K ﹤0.01%
8,311
+251
+3% +$6.64K
RELL icon
3213
Richardson Electronics
RELL
$265M
$220K ﹤0.01%
20,450
-34,548
-63% -$391K
RRTS
3214
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$220K ﹤0.01%
+348
New +$219K
PSB.PRU.CL
3215
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$220K ﹤0.01%
10,263
+239
+2% +$4.94K
C.PRJ
3216
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$218K ﹤0.01%
8,240
+235
+3% +$6.18K
TSI
3217
TCW Strategic Income Fund
TSI
$212M
$216K ﹤0.01%
+39,592
New +$214K
HGH
3218
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$216K ﹤0.01%
7,309
+231
+3% +$6.8K
EXEL icon
3219
Exelixis
EXEL
$14.1B
$215K ﹤0.01%
60,693
+2,304
+4% +$15.7K
TITN icon
3220
Titan Machinery
TITN
$413M
$215K ﹤0.01%
13,725
-624
-4% -$10.2K
BBBY
3221
Bed Bath & Beyond
BBBY
$472M
$214K ﹤0.01%
14,457
-2,507
-15% -$43K
CVGW
3222
DELISTED
Calavo Growers
CVGW
$214K ﹤0.01%
+6,025
New +$191K
NMFC icon
3223
New Mountain Finance
NMFC
$653M
$214K ﹤0.01%
14,721
-33
-0.2% -$490
SPP
3224
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$214K ﹤0.01%
62,398
– –
KFX
3225
DELISTED
KOFAX LIMITED COM STK
KFX
$213K ﹤0.01%
+24,528
New +$194K
127 128
129
130 131

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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.