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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
WFC.PRR
3051
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$329K ﹤0.01%
+12,099
New +$322K
ARQ icon
3052
Arq
ARQ
$84.6M
$328K ﹤0.01%
13,350
+4,442
+50% +$115K
AVEO
3053
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
$328K ﹤0.01%
22,005
+6,684
+44% +$120K
RBS.PRS.CL
3054
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$328K ﹤0.01%
14,196
-4,095
-22% -$93.7K
AVHI
3055
DELISTED
A V Homes, Inc.
AVHI
$328K ﹤0.01%
18,157
-22,461
-55% -$423K
BREW
3056
DELISTED
Craft Brew Alliance, Inc.
BREW
$327K ﹤0.01%
+21,409
New +$342K
NNN.PRD.CL
3057
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$327K ﹤0.01%
13,483
+360
+3% +$8.52K
MCHB
3058
Mechanics Bancorp
MCHB
$3.72B
$326K ﹤0.01%
16,700
+1,763
+12% +$33.3K
SPA
3059
DELISTED
Sparton
SPA
$326K ﹤0.01%
11,136
+2,118
+23% +$64.3K
ACIC icon
3060
American Coastal Insurance
ACIC
$515M
$324K ﹤0.01%
+22,189
New +$306K
FIVE icon
3061
Five Below
FIVE
$12B
$324K ﹤0.01%
7,629
+1,570
+26% +$60.3K
SHI
3062
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$324K ﹤0.01%
12,566
+18
+0.1% +$511
NXTM
3063
DELISTED
NxStage Medical Inc.
NXTM
$324K ﹤0.01%
25,458
+625
+3% +$8.15K
AIXG
3064
DELISTED
Aixtron SE
AIXG
$324K ﹤0.01%
19,894
+216
+1% +$3.47K
LGTY
3065
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$321K ﹤0.01%
31,591
-708
-2% -$7.2K
DLR.PRE
3066
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$320K ﹤0.01%
13,147
+357
+3% +$8.41K
DRU.CL
3067
DELISTED
DOMINION RES INC VA NEW 2009 SER A 8.375% ENHCD JR SUB NTS
DRU.CL
$320K ﹤0.01%
12,557
+356
+3% +$9.18K
GLUU
3068
DELISTED
Glu Mobile Inc.
GLUU
$319K ﹤0.01%
67,336
+42,230
+168% +$195K
HALO icon
3069
Halozyme
HALO
$9.79B
$318K ﹤0.01%
25,008
+1,075
+4% +$16K
SGA icon
3070
Saga Communications
SGA
$57M
$318K ﹤0.01%
6,407
+77
+1% +$3.79K
MSO
3071
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$318K ﹤0.01%
70,115
+666
+1% +$3.03K
TCF.PRB.CL
3072
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$318K ﹤0.01%
12,368
+401
+3% +$10.2K
SEP
3073
DELISTED
Spectra Engy Parters Lp
SEP
$317K ﹤0.01%
+6,467
New +$298K
NPT
3074
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$317K ﹤0.01%
25,541
-24,405
-49% -$301K
IJR icon
3075
iShares Core S&P Small-Cap ETF
IJR
$109B
$316K ﹤0.01%
5,732
+494
+9% +$26.7K
121 122
123
124 125

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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
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
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.