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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
ZNH
3476
DELISTED
China Southern Airlines Company Limited
ZNH
– –
-13,727
Closed -$271K
MIC
3477
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-13,650
Closed -$743K
NXQ
3478
DELISTED
NUVEEN ELECT TAX-FREE INC 2
NXQ
– –
-13,184
Closed -$163K
GPX
3479
DELISTED
GP Strategies Corp.
GPX
– –
-21,926
Closed -$653K
ALSK
3480
DELISTED
Alaska Communications Systems
ALSK
– –
-21,248
Closed -$45K
IPHI
3481
DELISTED
INPHI CORPORATION
IPHI
– –
-10,721
Closed -$138K
RLH
3482
DELISTED
Red Lions Hotel Corporation
RLH
– –
-31,413
Closed -$190K
TLRA
3483
DELISTED
Telaria, Inc.
TLRA
– –
-17,334
Closed -$101K
AREX
3484
DELISTED
Approach Resources Inc.
AREX
– –
-21,610
Closed -$417K
GHDX
3485
DELISTED
Genomic Health, Inc.
GHDX
– –
-10,956
Closed -$321K
OAK
3486
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
– –
-5,892
Closed -$347K
PCMI
3487
DELISTED
PCM, Inc
PCMI
– –
-17,148
Closed -$176K
ACET
3488
DELISTED
Aceto Corp
ACET
– –
-39,268
Closed -$982K
TIS
3489
DELISTED
Orchids Paper Products, Inc.
TIS
– –
-8,123
Closed -$267K
PF
3490
DELISTED
Pinnacle Foods, Inc.
PF
– –
-8,822
Closed -$242K
BWP
3491
DELISTED
Boardwalk Pipeline Partners
BWP
– –
-18,603
Closed -$475K
BV
3492
DELISTED
Bazaarvoice, Inc.
BV
– –
-23,577
Closed -$187K
BHL
3493
DELISTED
Blackrock Defined Opp Crt Tr
BHL
– –
-15,442
Closed -$210K
LMIA
3494
DELISTED
LMI Aerospace Inc
LMIA
– –
-19,571
Closed -$288K
HNR
3495
DELISTED
Harvest Natural Resources
HNR
– –
-9,622
Closed -$174K
XNPT
3496
DELISTED
XENOPORT, INC.
XNPT
– –
-10,736
Closed -$62K
TXTR
3497
DELISTED
TEXTURA CORPORATION COM
TXTR
– –
-20,001
Closed -$599K
LF
3498
DELISTED
LEAPFROG ENTERPRISES INC.
LF
– –
-55,732
Closed -$443K
PSA.PRQ
3499
DELISTED
PUBLIC STORAGE DEPOSITARY SHS REPSTG 1/1000TH PFD SHS
PSA.PRQ
– –
-9,182
Closed -$215K
RVLT
3500
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
– –
-1,217
Closed -$42K
138 139
140
141 142

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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.