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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
CETV
3351
DELISTED
Central European Media Enterprises Ltd
CETV
$99K ﹤0.01%
33,301
+6,695
+25% +$22.1K
FSGI
3352
DELISTED
FIRST SECURITY GROUP, INC.
FSGI
$99K ﹤0.01%
+47,457
New +$99.7K
BBW icon
3353
Build-A-Bear
BBW
$442M
$98K ﹤0.01%
10,146
+91
+0.9% +$780
CCM
3354
Concord Medical Services
CCM
$20.2M
$98K ﹤0.01%
1,292
-179
-12% -$12.2K
LEAF
3355
DELISTED
Leaf Group Ltd.
LEAF
$98K ﹤0.01%
10,139
+1,831
+22% +$19.2K
VERU icon
3356
Veru
VERU
$35.6M
$94K ﹤0.01%
1,211
-4
-0.3% -$295
NPD
3357
DELISTED
CHINA NEPSTAR CHAIN DRUGSTORE LTD. COM
NPD
$94K ﹤0.01%
39,269
-23,198
-37% -$54.2K
WH
3358
DELISTED
WSP HOLDINGS LTD ADR NEW
WH
$91K ﹤0.01%
33,517
+11,150
+50% +$25.1K
REXI
3359
DELISTED
RESOURCE AMERICA INC CL-A
REXI
$89K ﹤0.01%
10,335
+270
+3% +$2.46K
MPX
3360
DELISTED
Marine Products Corp
MPX
$85K ﹤0.01%
11,290
-8
-0.1% -$68
IBCA
3361
DELISTED
INTERVEST BANCSHARES CORP COM
IBCA
$85K ﹤0.01%
11,432
+719
+7% +$5.4K
CERS icon
3362
Cerus
CERS
$579M
$84K ﹤0.01%
17,590
-7
-0% -$45
BIOL
3363
DELISTED
Biolase, Inc.
BIOL
$82K ﹤0.01%
3
+1
+50% +$34.9K
FUBC
3364
DELISTED
1st United Bancorp (Florida)
FUBC
$82K ﹤0.01%
10,770
-4,365
-29% -$33.1K
ZX
3365
DELISTED
China Zenix Auto Internatl Ltd
ZX
$79K ﹤0.01%
30,749
– –
SGYP
3366
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$76K ﹤0.01%
14,298
+1,994
+16% +$11.2K
ZGNX
3367
DELISTED
Zogenix, Inc.
ZGNX
$76K ﹤0.01%
3,361
+7
+0.2% +$228
GAGA
3368
DELISTED
LE GAGA HOLDINGS LTD ADS
GAGA
$76K ﹤0.01%
20,746
-5
-0% -$17
CTIC
3369
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$76K ﹤0.01%
2,233
+17
+0.8% +$581
STRP
3370
DELISTED
Straight Path Communications Inc.
STRP
$74K ﹤0.01%
10,099
-18,366
-65% -$147K
COWN
3371
DELISTED
Cowen Inc. Class A Common Stock
COWN
$74K ﹤0.01%
4,200
-25,102
-86% -$413K
MACK
3372
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$73K ﹤0.01%
1,837
-239
-12% -$10.2K
ZAGG
3373
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$68K ﹤0.01%
+14,634
New +$63.8K
VVUS
3374
DELISTED
Vivus Inc
VVUS
$68K ﹤0.01%
1,139
-193
-14% -$13.7K
DRD
3375
DRDGold
DRD
$1.81B
$66K ﹤0.01%
+17,645
New +$69.7K
133 134
135
136 137

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AF
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MCM
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PSUF
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SCC
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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.