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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
AKH
3276
DELISTED
AIR France-KLM
AKH
$182K ﹤0.01%
12,044
-1,258
-9% -$19K
JASO
3277
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$181K ﹤0.01%
+17,800
New +$179K
FCRD
3278
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
$180K ﹤0.01%
13,015
-3,068
-19% -$47.2K
CALD
3279
DELISTED
Callidus Software, Inc.
CALD
$179K ﹤0.01%
+14,326
New +$188K
ICA
3280
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$179K ﹤0.01%
27,176
+16,464
+154% +$121K
GMAN
3281
DELISTED
Gordmans Stores, Inc.
GMAN
$177K ﹤0.01%
32,466
+1,686
+5% +$11.5K
PSEM
3282
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
$173K ﹤0.01%
22,155
-59,628
-73% -$507K
HXM
3283
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
$172K ﹤0.01%
122,283
-19,983
-14% -$30.7K
TEU
3284
DELISTED
BOX SHIPS INCORPORATED SHS (MARSHALL ISLANDS)
TEU
$171K ﹤0.01%
+70,916
New +$197K
NPTN
3285
DELISTED
NEOPHOTONICS CORP
NPTN
$170K ﹤0.01%
21,494
-2,456
-10% -$18.3K
AMSC icon
3286
American Superconductor
AMSC
$1.43B
$169K ﹤0.01%
10,499
+492
+5% +$8.78K
AMPE
3287
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$168K ﹤0.01%
88
– –
DHT icon
3288
DHT Holdings
DHT
$2.99B
$166K ﹤0.01%
21,341
+1,006
+5% +$7.83K
INFI
3289
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$165K ﹤0.01%
+13,886
New +$186K
SBSW icon
3290
Sibanye-Stillwater
SBSW
$6.43B
$164K ﹤0.01%
20,890
+1,145
+6% +$7.54K
PRS
3291
DELISTED
PRIMUS GUARANTY LTD
PRS
$164K ﹤0.01%
20,447
– –
SOL
3292
DELISTED
Emeren Group
SOL
$161K ﹤0.01%
10,008
+5,370
+116% +$99.4K
SRCI
3293
DELISTED
SRC Energy Inc
SRCI
$161K ﹤0.01%
14,977
+251
+2% +$2.41K
HASI icon
3294
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.85B
$160K ﹤0.01%
+11,121
New +$154K
AVNR
3295
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
$159K ﹤0.01%
43,213
-18
-0% -$69
BORN
3296
DELISTED
China New Borun Corporation
BORN
$158K ﹤0.01%
+47,584
New +$129K
MXWL
3297
DELISTED
Maxwell Technologies Inc
MXWL
$158K ﹤0.01%
+12,224
New +$125K
JMP
3298
DELISTED
JMP Group LLC
JMP
$156K ﹤0.01%
21,879
+125
+0.6% +$918
ACFN
3299
DELISTED
Acorn Energy Inc
ACFN
$156K ﹤0.01%
45,897
+18,344
+67% +$66.8K
AHRT
3300
AH Realty Trust
AHRT
$536M
$155K ﹤0.01%
15,438
+2,336
+18% +$22.6K
130 131
132
133 134

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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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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.