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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
ATX
3526
DELISTED
COSTA INC CL A
ATX
– –
-13,199
Closed -$287K
HTSI
3527
DELISTED
HARRIS TEETER SUPERMARKETS INC COM STK (NC)
HTSI
– –
-48,541
Closed -$2.4M
HMA
3528
DELISTED
HEALTH MGMT ASSOC INC CL-A
HMA
– –
-515,780
Closed -$6.76M
VPHM
3529
DELISTED
VIROPHARMA INC
VPHM
– –
-43,779
Closed -$2.18M
MCBI
3530
DELISTED
METROCORP BANCSHARES INC
MCBI
– –
-10,275
Closed -$155K
ASIA
3531
DELISTED
ASIAINFO-LINKAGE INC COM STK (DE)
ASIA
– –
-97,435
Closed -$1.17M
TUC
3532
DELISTED
MAC-GRAY CORP
TUC
– –
-31,198
Closed -$662K
XCO.RT
3533
DELISTED
EXCO RESOURCES INC RTS EXP 1-9-2014 (TX)
XCO.RT
– –
-246,049
Closed -$39K
LPS
3534
DELISTED
LENDER PROCESSING SERVICES INC
LPS
– –
-182,199
Closed -$6.81M
SNTS
3535
DELISTED
SANTARUS INC
SNTS
– –
-38,662
Closed -$1.24M
STEL
3536
DELISTED
STELLARONE CORPORATION COM
STEL
– –
-73,445
Closed -$1.77M
OCZ
3537
DELISTED
OCZ TECHNOLOGY GROUP INC COM STK NEW (DE)
OCZ
– –
-24,437
Closed -$1K
MAXY
3538
DELISTED
MAXYGEN INC
MAXY
$0 ﹤0.01%
35,779
-30,286
-46% –
ARDNA
3539
DELISTED
ARDEN GROUP INC CL-A
ARDNA
– –
-2,641
Closed -$334K
MDTH
3540
DELISTED
MEDCATH CORPORATION
MDTH
$0 ﹤0.01%
40,672
-1,734
-4% –
EUBK
3541
DELISTED
EUROBANCSHARES, INC.
EUBK
– –
-12,843
Closed –
AMFI
3542
DELISTED
AMCORE FINANCIAL INC
AMFI
$0 ﹤0.01%
65,641
– –
CBBO
3543
DELISTED
COLUMBIA BANCORP (OR)
CBBO
$0 ﹤0.01%
26,200
– –
MESA
3544
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
1,031,237
– –
ADVNB
3545
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
15,196
– –
UCBH
3546
DELISTED
UCBH HOLDINGS INC
UCBH
$0 ﹤0.01%
28,845
-242,852
-89% –
CHB
3547
DELISTED
CHAMPION ENTERPRISES INC
CHB
$0 ﹤0.01%
40,988
-153,257
-79% –
FM
3548
DELISTED
iShares Frontier and Select EM ETF
FM
– –
-20,398
Closed -$688K
QIWI
3549
DELISTED
QIWI PLC
QIWI
– –
-3,696
Closed -$207K
IIJI
3550
DELISTED
Internet Initiative Japan Inc
IIJI
– –
-34,700
Closed -$464K
139 140 141
142
143

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PSUF
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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.