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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
ENVE
3176
DELISTED
ENVENTIS CORP COM STK
ENVE
$250K ﹤0.01%
19,532
+2,021
+12% +$27.5K
VIPS icon
3177
Vipshop
VIPS
$7.3B
$249K ﹤0.01%
+16,710
New +$199K
FNHC
3178
DELISTED
FedNat Holding Company Common Stock
FNHC
$249K ﹤0.01%
+13,572
New +$194K
LOCK
3179
DELISTED
LifeLock, Inc.
LOCK
$249K ﹤0.01%
+14,557
New +$284K
NES
3180
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$248K ﹤0.01%
+12,207
New +$195K
AEGR
3181
DELISTED
Aegerion Pharmaceuticals
AEGR
$247K ﹤0.01%
5,348
-594
-10% -$34.8K
CHDX
3182
DELISTED
CHINDEX INTL INC
CHDX
$247K ﹤0.01%
12,925
– –
REG.PRF.CL
3183
DELISTED
Regency Centers Corporation
REG.PRF.CL
$247K ﹤0.01%
10,364
+294
+3% +$6.96K
HDNG
3184
DELISTED
Hardinge Inc
HDNG
$246K ﹤0.01%
17,067
+4,596
+37% +$65.5K
BB icon
3185
BlackBerry
BB
$4.95B
$244K ﹤0.01%
30,236
+4,761
+19% +$44.7K
PSB.PRS.CL
3186
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$244K ﹤0.01%
10,152
+308
+3% +$7.14K
VNO.PRJ
3187
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$244K ﹤0.01%
9,466
+272
+3% +$6.85K
TBF icon
3188
ProShares Short 20+ Year Treasury ETF
TBF
$87.3M
$242K ﹤0.01%
7,969
-1,195
-13% -$37.3K
AGM icon
3189
Federal Agricultural Mortgage
AGM
$2.39B
$241K ﹤0.01%
7,244
-11,543
-61% -$364K
AFQ.CL
3190
DELISTED
AMERICAN FINANCIAL GROUP INC 7% SENIOR NOTES DUE 2050 (OH)
AFQ.CL
$241K ﹤0.01%
9,325
+274
+3% +$7.12K
GREK
3191
Global X MSCI Greece ETF
GREK
$302M
$240K ﹤0.01%
+3,259
New +$231K
BBT.PRD.CL
3192
DELISTED
BB&T CORPORATION Depositary Shares, representing 1/1,000th interest in a share of Series D Non-Cumul
BBT.PRD.CL
$239K ﹤0.01%
10,118
+282
+3% +$6.44K
TECK icon
3193
Teck Resources
TECK
$30.7B
$238K ﹤0.01%
10,979
-1,619
-13% -$37.6K
ACH
3194
DELISTED
Alum Corp of China Ltd
ACH
$238K ﹤0.01%
27,566
+2,472
+10% +$21.8K
KIM.PRK.CL
3195
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$238K ﹤0.01%
11,136
+314
+3% +$6.63K
NEE.PRJ
3196
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$237K ﹤0.01%
11,502
+282
+3% +$5.54K
SNBC
3197
DELISTED
Sun Bancorp Inc
SNBC
$237K ﹤0.01%
14,083
-172
-1% -$2.9K
COB
3198
DELISTED
CommunityOne Bancorp
COB
$236K ﹤0.01%
21,028
-1,745
-8% -$20K
HOFT icon
3199
Hooker Furnishings Corp
HOFT
$150M
$235K ﹤0.01%
14,976
-1,705
-10% -$26.3K
UFPT icon
3200
UFP Technologies
UFPT
$1.97B
$231K ﹤0.01%
9,496
-144
-1% -$3.66K
126 127
128
129 130

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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
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.