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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
XXIA
2451
DELISTED
Ixia
XXIA
$943K ﹤0.01%
75,424
-9,908
-12% -$127K
ASPS icon
2452
Altisource Portfolio Solutions
ASPS
$63.6M
$942K ﹤0.01%
968
+12
+1% +$12.2K
BCE icon
2453
BCE
BCE
$20.2B
$941K ﹤0.01%
21,803
+2,797
+15% +$119K
OTEX icon
2454
Open Text
OTEX
$6.15B
$940K ﹤0.01%
39,402
+21,026
+114% +$510K
ARAY icon
2455
Accuray
ARAY
$32M
$936K ﹤0.01%
97,497
+3,038
+3% +$28.7K
MSFG
2456
DELISTED
MainSource Financial Group Inc
MSFG
$932K ﹤0.01%
54,504
-814
-1% -$13.8K
WAIR
2457
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$930K ﹤0.01%
42,276
+19,598
+86% +$427K
MOVE
2458
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
$930K ﹤0.01%
80,490
+1,796
+2% +$24.3K
SCTY
2459
DELISTED
SolarCity Corporation
SCTY
$930K ﹤0.01%
14,853
+1,582
+12% +$114K
BRLI
2460
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$928K ﹤0.01%
33,531
-95
-0.3% -$2.49K
IIIN icon
2461
Insteel Industries
IIIN
$593M
$927K ﹤0.01%
47,109
+881
+2% +$17.3K
CHA
2462
DELISTED
China Telecom Corporation, LTD
CHA
$927K ﹤0.01%
20,122
-6,973
-26% -$315K
PIKE
2463
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
$926K ﹤0.01%
86,074
+4,102
+5% +$43.8K
KCLI
2464
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
$925K ﹤0.01%
19,184
-391
-2% -$18.9K
SEB icon
2465
Seaboard Corp
SEB
$4.23B
$923K ﹤0.01%
352
+16
+5% +$41.6K
SKUL
2466
DELISTED
SKULLCANDY INC
SKUL
$923K ﹤0.01%
100,568
+30,484
+43% +$247K
SENEA icon
2467
Seneca Foods Class A
SENEA
$1.12B
$920K ﹤0.01%
29,215
-668
-2% -$20.2K
WABC icon
2468
Westamerica Bancorp
WABC
$1.38B
$917K ﹤0.01%
16,951
-25,722
-60% -$1.34M
PLOW icon
2469
Douglas Dynamics
PLOW
$1.02B
$913K ﹤0.01%
52,401
-801
-2% -$13K
CGG
2470
DELISTED
CGG
CGG
$913K ﹤0.01%
1,783
+87
+5% +$44.1K
WWD icon
2471
Woodward
WWD
$21.3B
$912K ﹤0.01%
21,971
-1,196
-5% -$51.5K
ZVO
2472
DELISTED
Zovio Inc. Common Stock
ZVO
$911K ﹤0.01%
61,169
-2,405
-4% -$41.5K
CTCT
2473
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$911K ﹤0.01%
37,230
+2,133
+6% +$60.1K
PSUN
2474
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$909K ﹤0.01%
306,126
+115,622
+61% +$338K
VEDL
2475
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$908K ﹤0.01%
73,078
+4,394
+6% +$52.8K
97 98
99
100 101

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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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ACI
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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.