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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
FTT
3501
DELISTED
FEDERATED ENHANCED TREAS INCM FD COM BEN INTEREST
FTT
– –
-389,285
Closed -$4.98M
STRI
3502
DELISTED
STR HLDGS INC COM STK NEW (DE)
STRI
– –
-8,805
Closed -$41K
PSA.PRP
3503
DELISTED
PUBLIC STORAGE DEPOSITARY SHS RPSTG % CUMV PFD SHS SER P
PSA.PRP
– –
-9,043
Closed -$215K
RVM
3504
DELISTED
REVETT MINING COMPANY COMMON SHARES (DELAWARE)
RVM
– –
-12,377
Closed -$9K
PKT
3505
DELISTED
PROCERA NETWORKS INC NEW COM STK (DE)
PKT
– –
-10,391
Closed -$156K
JSN
3506
DELISTED
NUVEEN EQUITY PREMIUM OPPORTUNITY FUND
JSN
– –
-128,470
Closed -$1.63M
ZIGO
3507
DELISTED
ZYGO CORP
ZIGO
– –
-19,007
Closed -$281K
BPO
3508
DELISTED
BROOKFIELD OFFICE PROPERTIES. INC
BPO
– –
-61,151
Closed -$1.18M
C.PRS
3509
DELISTED
CITIGROUP CAP IX 6.0% TR PFD
C.PRS
– –
-22,017
Closed -$553K
PVR
3510
DELISTED
PVR PARTNERS L P COM UNIT REPTG LTD PARTNERSHIP INT
PVR
– –
-20,889
Closed -$560K
CADX
3511
DELISTED
CADENCE PHARMACEUTICALS, INC COM STK
CADX
– –
-14,643
Closed -$133K
LEAP
3512
DELISTED
LEAP WIRELESS INTERNATIONAL INC NEW
LEAP
– –
-312,343
Closed -$5.43M
ZOLT
3513
DELISTED
ZOLTEK COMPANIES INC
ZOLT
– –
-43,528
Closed -$729K
APFC
3514
DELISTED
AMERICAN PACIFIC CORP
APFC
– –
-47,155
Closed -$1.76M
ANEN
3515
DELISTED
ANAREN INC
ANEN
– –
-33,212
Closed -$930K
CEC
3516
DELISTED
CEC ENTERTAINMENT INC
CEC
– –
-69,647
Closed -$3.08M
CCIX
3517
DELISTED
COLEMAN CABLE IN COM
CCIX
– –
-55,032
Closed -$1.44M
COLE
3518
DELISTED
COLE REAL ESTATE INVESTMENTS, INC COM
COLE
– –
-82,146
Closed -$1.15M
MKTG
3519
DELISTED
RESPONSYS INC COM STK (CA)
MKTG
– –
-21,915
Closed -$601K
VCI
3520
DELISTED
VALASSIS COMMUNICATIONS INC
VCI
– –
-42,794
Closed -$1.47M
CRTX
3521
DELISTED
CORNERSTONE THERAPEUTICS INC
CRTX
– –
-31,753
Closed -$301K
LIFE
3522
DELISTED
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
– –
-348,025
Closed -$26.4M
FLOW
3523
DELISTED
FLOW INTL CORP
FLOW
– –
-149,503
Closed -$602K
CGX
3524
DELISTED
CONSOLIDATED GRAPHICS INC
CGX
– –
-72,153
Closed -$4.87M
VCBI
3525
DELISTED
VIRGINIA COMMERCE BANCORP
VCBI
– –
-75,315
Closed -$1.28M
139 140
141
142 143

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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.