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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
ACHN
3401
DELISTED
Achillion Pharmaceuticals
ACHN
$38K ﹤0.01%
11,621
+495
+4% +$1.73K
RTK
3402
DELISTED
Rentech, Inc.
RTK
$38K ﹤0.01%
1,982
-466
-19% -$8.66K
EGIO
3403
DELISTED
Edgio, Inc. Common Stock
EGIO
$37K ﹤0.01%
425
-264
-38% -$22.4K
RDNT icon
3404
RadNet
RDNT
$4.93B
$34K ﹤0.01%
12,044
-514
-4% -$1.08K
COCO
3405
DELISTED
CORINTHIAN COLLEGES INC
COCO
$34K ﹤0.01%
24,708
-357,233
-94% -$539K
SPRT
3406
DELISTED
support.com, Inc.
SPRT
$32K ﹤0.01%
4,141
-3,556
-46% -$29.7K
HTCH
3407
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$32K ﹤0.01%
+11,180
New +$39.4K
ARQL
3408
DELISTED
Arqule Inc
ARQL
$30K ﹤0.01%
14,408
-5,578
-28% -$12.5K
PSTV icon
3409
Plus Therapeutics
PSTV
$25.1M
– –
0
– –
FOLD
3410
DELISTED
Amicus Therapeutics
FOLD
$27K ﹤0.01%
12,813
+111
+0.9% +$278
TWER
3411
DELISTED
Towerstream Corporation Common Stock
TWER
$27K ﹤0.01%
577
+61
+12% +$3.26K
LXRX icon
3412
Lexicon Pharmaceuticals
LXRX
$1.04B
$25K ﹤0.01%
2,066
-293
-12% -$3.74K
GEG icon
3413
Great Elm Group
GEG
$68.4M
$24K ﹤0.01%
913
-354
-28% -$6.58K
PCO
3414
DELISTED
Pendrell Corporation - Class A
PCO
$24K ﹤0.01%
13
-10
-43% -$16.1K
STSI
3415
DELISTED
STAR SCIENTIFIC INC
STSI
$24K ﹤0.01%
30,820
-19,364
-39% -$16.8K
BXC icon
3416
BlueLinx
BXC
$416M
$22K ﹤0.01%
1,679
-58
-3% -$907
DVAX
3417
DELISTED
Dynavax Technologies
DVAX
$21K ﹤0.01%
+1,138
New +$21.1K
ATEC icon
3418
Alphatec Holdings
ATEC
$1.49B
$20K ﹤0.01%
1,097
+50
+5% +$1.1K
UEC icon
3419
Uranium Energy
UEC
$4.82B
$20K ﹤0.01%
14,948
-15,847
-51% -$27.4K
GSS
3420
DELISTED
Golden Star Resources Ltd.
GSS
$19K ﹤0.01%
6,261
-307
-5% -$1.02K
LFVN icon
3421
LifeVantage
LFVN
$79.4M
$18K ﹤0.01%
2,008
-5,146
-72% -$51.6K
KIOR
3422
DELISTED
KIOR, INC CLASS A COM STK
KIOR
$15K ﹤0.01%
26,994
-58,639
-68% -$71.2K
GGS
3423
DELISTED
GLOBAL GEOPHYSICAL SERVICES, INC COM STK
GGS
$9K ﹤0.01%
72,315
-12,431
-15% -$16.8K
GSE
3424
DELISTED
GSE HLDG INC COM STK (DE)
GSE
$6K ﹤0.01%
20,741
-60,045
-74% -$55.4K
ALG icon
3425
Alamo Group
ALG
$1.92B
– –
-12,437
Closed -$755K
135 136
137
138 139

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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.