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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
SFUN
2876
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$479K ﹤0.01%
701
+435
+164% +$355K
EJ
2877
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$479K ﹤0.01%
42,693
+15,028
+54% +$186K
FN icon
2878
Fabrinet
FN
$15.6B
$476K ﹤0.01%
22,896
-197
-0.9% -$3.74K
MER.PRM
2879
DELISTED
MERRILL LYNCH CAP TRII GUARANTEED TRUST PFD SECS 6.450%
MER.PRM
$476K ﹤0.01%
18,928
+614
+3% +$15.4K
HRG
2880
DELISTED
HRG Group, Inc.
HRG
$475K ﹤0.01%
38,820
+7,573
+24% +$89.2K
OFIX icon
2881
Orthofix Medical
OFIX
$477M
$473K ﹤0.01%
15,700
-40
-0.3% -$922
QLGC
2882
DELISTED
QLOGIC CORP
QLGC
$472K ﹤0.01%
37,003
-7,363
-17% -$86.1K
GABC icon
2883
German American Bancorp
GABC
$1.91B
$471K ﹤0.01%
24,452
+5,280
+28% +$99K
ALR
2884
DELISTED
AlerisLife Inc
ALR
$471K ﹤0.01%
9,688
-11,284
-54% -$639K
ARTNA icon
2885
Artesian Resources
ARTNA
$355M
$470K ﹤0.01%
20,911
+947
+5% +$21.1K
MIND icon
2886
MIND Technology
MIND
$45.3M
$468K ﹤0.01%
3,355
+428
+15% +$64.6K
CRRC
2887
DELISTED
COURIER CORP
CRRC
$468K ﹤0.01%
30,403
-4,930
-14% -$80.7K
POZN
2888
DELISTED
POZEN INC
POZN
$467K ﹤0.01%
58,367
+46,663
+399% +$383K
DMB
2889
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$194M
$466K ﹤0.01%
41,432
+27,012
+187% +$297K
EMLP icon
2890
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$465K ﹤0.01%
19,135
+2,345
+14% +$55.6K
VNOD.CL
2891
DELISTED
VORNADO REALTY LP 7.875% PUB INCOME NTS DUE 10/01/2039
VNOD.CL
$465K ﹤0.01%
18,039
+534
+3% +$13.9K
INVA icon
2892
Innoviva
INVA
$1.55B
$464K ﹤0.01%
18,616
+79
+0.4% +$2.31K
USB.PRM
2893
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$464K ﹤0.01%
16,349
-1,307
-7% -$35.9K
PNNT
2894
Pennant Park Investment Corp
PNNT
$215M
$461K ﹤0.01%
41,686
-4,976
-11% -$56.1K
PHX
2895
DELISTED
PHX Minerals
PHX
$460K ﹤0.01%
21,086
+5,676
+37% +$110K
EVTC icon
2896
Evertec
EVTC
$1.88B
$457K ﹤0.01%
+18,486
New +$457K
CAE icon
2897
CAE Inc. Common Shares
CAE
$8.3B
$456K ﹤0.01%
34,569
+1,483
+4% +$19.5K
PFBC icon
2898
Preferred Bank
PFBC
$1.24B
$455K ﹤0.01%
17,544
+3,545
+25% +$80.7K
CONE
2899
DELISTED
CyrusOne Inc Common Stock
CONE
$454K ﹤0.01%
21,775
+6,141
+39% +$134K
BCS.PRC
2900
DELISTED
BARCLAYS BK PLC SPONSORED ADS SER 4 PREF SHS (UK)
BCS.PRC
$454K ﹤0.01%
17,501
+559
+3% +$14.3K
114 115
116
117 118

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.