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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
IWV icon
3451
iShares Russell 3000 ETF
IWV
$19.5B
– –
-37,944
Closed -$4.2M
JPI
3452
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
– –
-19,284
Closed -$426K
LFCR icon
3453
Lifecore Biomedical
LFCR
$164M
– –
-30,758
Closed -$373K
MHO icon
3454
M/I Homes
MHO
$3.87B
– –
-18,666
Closed -$475K
MRIN
3455
DELISTED
Marin Software
MRIN
– –
-308
Closed -$132K
NUW icon
3456
Nuveen AMT-Free Municipal Value Fund
NUW
$250M
– –
-11,460
Closed -$174K
OFG icon
3457
OFG Bancorp
OFG
$2.22B
– –
-14,343
Closed -$249K
PCEF icon
3458
Invesco CEF Income Composite ETF
PCEF
$797M
– –
-202,325
Closed -$4.92M
REXR icon
3459
Rexford Industrial Realty
REXR
$8.56B
– –
-11,246
Closed -$148K
RWR icon
3460
State Street SPDR Dow Jones REIT ETF
RWR
$1.87B
– –
-15,453
Closed -$1.1M
SHV icon
3461
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
– –
-2,434
Closed -$268K
SIGA icon
3462
SIGA Technologies
SIGA
$233M
– –
-11,304
Closed -$37K
TAC icon
3463
TransAlta
TAC
$4.06B
– –
-19,766
Closed -$251K
UFI icon
3464
UNIFI
UFI
$114M
– –
-26,855
Closed -$732K
USPH icon
3465
US Physical Therapy
USPH
$1.22B
– –
-16,693
Closed -$589K
VATE icon
3466
INNOVATE Corp
VATE
$111M
– –
-5,394
Closed -$154K
VGK icon
3467
Vanguard FTSE Europe ETF
VGK
$30.8B
– –
-1,777,419
Closed -$102M
WF icon
3468
Woori Financial
WF
$17.1B
– –
-5,134
Closed -$235K
WIW
3469
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$507M
– –
-57,511
Closed -$648K
XLG icon
3470
Invesco S&P 500 Top 50 ETF
XLG
$10.5B
– –
-64,600
Closed -$839K
USAP
3471
DELISTED
Universal Stainless & Alloy
USAP
– –
-16,778
Closed -$605K
AFT
3472
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
– –
-12,244
Closed -$222K
SFE
3473
DELISTED
Safeguard Scientifics, Inc.
SFE
– –
-29,103
Closed -$585K
CTG
3474
DELISTED
Computer Task Group, Inc.
CTG
– –
-19,392
Closed -$365K
AVTA
3475
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-28,996
Closed -$846K
137 138
139
140 141

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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.