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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
ONE
3126
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$277K ﹤0.01%
38,294
+24,794
+184% +$200K
ATRI
3127
DELISTED
Atrion Corp
ATRI
$276K ﹤0.01%
900
-333
-27% -$97.1K
MFIN icon
3128
Medallion Financial
MFIN
$226M
$275K ﹤0.01%
20,817
-1,448
-7% -$20.1K
XLF icon
3129
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$274K ﹤0.01%
13,955
– –
NBIX icon
3130
Neurocrine Biosciences
NBIX
$16.8B
$273K ﹤0.01%
16,968
+1,000
+6% +$17.1K
PSA.PRR
3131
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$271K ﹤0.01%
10,757
+319
+3% +$7.87K
ALLT icon
3132
Allot
ALLT
$372M
$270K ﹤0.01%
20,053
+628
+3% +$9.92K
GUID
3133
DELISTED
Guidance Software, Inc.
GUID
$268K ﹤0.01%
+24,272
New +$256K
BFIN
3134
DELISTED
BankFinancial
BFIN
$266K ﹤0.01%
26,625
+326
+1% +$3.16K
NKG
3135
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
$266K ﹤0.01%
22,814
-23,994
-51% -$292K
ACCL
3136
DELISTED
Accelrys Inc
ACCL
$266K ﹤0.01%
21,324
-2,151
-9% -$25.2K
MSD
3137
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$265K ﹤0.01%
+26,791
New +$258K
TZOO icon
3138
Travelzoo
TZOO
$73.6M
$265K ﹤0.01%
11,551
+807
+8% +$18.3K
PJH
3139
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$265K ﹤0.01%
11,213
+304
+3% +$6.92K
RBS.PRQ
3140
DELISTED
ROYAL BANK OF SCOTLAND GP PLC (THE) ADR REPSTG PFD SHS SER Q
RBS.PRQ
$265K ﹤0.01%
11,223
-4,501
-29% -$105K
SSTK icon
3141
Shutterstock
SSTK
$198M
$264K ﹤0.01%
+3,642
New +$308K
CEL
3142
DELISTED
Cellcom Israel, Ltd.
CEL
$264K ﹤0.01%
19,143
-2,801
-13% -$36.1K
BAK icon
3143
Braskem
BAK
$928M
$263K ﹤0.01%
16,853
-5,454
-24% -$82.3K
DCOM icon
3144
Dime Commercial Bancshares
DCOM
$1.8B
$263K ﹤0.01%
9,842
+418
+4% +$10.8K
DUKH
3145
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$263K ﹤0.01%
11,317
+302
+3% +$6.58K
RLOC
3146
DELISTED
REACHLOCAL INC COM STK (DE)
RLOC
$263K ﹤0.01%
26,748
+2,639
+11% +$30.7K
PL.PRC.CL
3147
DELISTED
Protective Life Corp
PL.PRC.CL
$263K ﹤0.01%
10,860
+420
+4% +$9.9K
GNK
3148
DELISTED
GENCO SHIPPING & TRADING LTD
GNK
$263K ﹤0.01%
149,328
-2,901
-2% -$5.54K
CTX.CL
3149
DELISTED
Qwest Corporation
CTX.CL
$262K ﹤0.01%
10,378
+291
+3% +$7.16K
END
3150
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
$262K ﹤0.01%
80,685
-23,329
-22% -$121K
124 125
126
127 128

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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.