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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
BOND icon
2976
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.37B
$394K ﹤0.01%
+3,690
New +$392K
YZC
2977
DELISTED
Yanzhou Coal Mining
YZC
$394K ﹤0.01%
52,507
-820
-2% -$6.17K
BRX icon
2978
Brixmor Property Group
BRX
$9.67B
$393K ﹤0.01%
+18,425
New +$387K
O.PRF.CL
2979
DELISTED
Realty Income Corporation
O.PRF.CL
$393K ﹤0.01%
15,603
+383
+3% +$9.49K
CIA icon
2980
Citizens
CIA
$239M
$392K ﹤0.01%
53,036
-995
-2% -$7.27K
ARUN
2981
DELISTED
ARUBA NETWORKS, INC.
ARUN
$392K ﹤0.01%
20,929
+5,088
+32% +$102K
CLFD icon
2982
Clearfield
CLFD
$411M
$390K ﹤0.01%
+16,882
New +$377K
SWJ.CL
2983
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$390K ﹤0.01%
16,290
+555
+4% +$12.8K
MPO
2984
DELISTED
MIDSTATES PETE CO INC COM NEW
MPO
$389K ﹤0.01%
7,265
-2,188
-23% -$115K
KTOS icon
2985
Kratos Defense & Security Solutions
KTOS
$8.74B
$388K ﹤0.01%
51,501
+24,039
+88% +$186K
MQT
2986
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$388K ﹤0.01%
31,075
+12,563
+68% +$155K
ATHL
2987
DELISTED
ATHLON ENERGY INC COM
ATHL
$388K ﹤0.01%
10,955
+4,260
+64% +$140K
DFP
2988
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$427M
$385K ﹤0.01%
17,733
-14,693
-45% -$314K
RGP icon
2989
Resources Connection
RGP
$151M
$385K ﹤0.01%
27,333
-80,217
-75% -$1.13M
UZA
2990
DELISTED
United States Cellular Corp. 6.95% Senior Notes due 2060
UZA
$385K ﹤0.01%
15,193
+484
+3% +$12K
HSBC.PRA
2991
DELISTED
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
HSBC.PRA
$384K ﹤0.01%
15,091
+475
+3% +$11.9K
OTE
2992
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$383K ﹤0.01%
45,000
-8,049
-15% -$68.5K
GS.PRI.CL
2993
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
$382K ﹤0.01%
16,572
-6,252
-27% -$141K
MM
2994
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$382K ﹤0.01%
55,272
-2,525
-4% -$17.8K
PRE.PRF
2995
DELISTED
PartnerRe Ltd. 5.875% Series F Non-Cumulative Preferred Shares
PRE.PRF
$382K ﹤0.01%
17,118
+417
+2% +$8.93K
PRE.PRE.CL
2996
DELISTED
Partnerre Ltd
PRE.PRE.CL
$382K ﹤0.01%
14,393
+387
+3% +$10.1K
PFX icon
2997
PhenixFIN
PFX
$381K ﹤0.01%
1,400
+797
+132% +$223K
LULU icon
2998
lululemon athletica
LULU
$13.5B
$379K ﹤0.01%
7,211
-17,012
-70% -$849K
MFM
2999
Aberdeen Municipal Income Fund
MFM
$221M
$379K ﹤0.01%
58,331
+23,520
+68% +$150K
DSM
3000
BNY Mellon Strategic Municipal Bond Fund
DSM
$287M
$375K ﹤0.01%
48,092
+12,807
+36% +$99.5K
118 119
120
121 122

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.