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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
RDI icon
3301
Reading International Class A
RDI
$32.9M
$154K ﹤0.01%
21,033
+6,501
+45% +$48.3K
ARNA
3302
DELISTED
Arena Pharmaceuticals Inc
ARNA
$154K ﹤0.01%
2,447
+68
+3% +$4.51K
SPPI
3303
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$151K ﹤0.01%
19,248
+1,221
+7% +$10.3K
TRQ
3304
DELISTED
Turquoise Hill Resources Ltd
TRQ
$151K ﹤0.01%
4,542
-1,713
-27% -$59.8K
STP
3305
DELISTED
SUNTECH POWER HOLDINGS CO., LTD
STP
$151K ﹤0.01%
432,553
– –
ASRT
3306
DELISTED
Assertio
ASRT
$149K ﹤0.01%
171
-3
-2% -$2.29K
BCOV
3307
DELISTED
Brightcove, Inc.
BCOV
$148K ﹤0.01%
15,080
-4,073
-21% -$43.2K
IFT
3308
DELISTED
IMPERIAL HLDGS INC COM STK (FL)
IFT
$147K ﹤0.01%
25,641
-13,145
-34% -$77.9K
BKCC
3309
DELISTED
BlackRock Capital Investment Corporation
BKCC
$146K ﹤0.01%
15,913
-3,489
-18% -$32.7K
VTG
3310
DELISTED
VANTAGE DRILLING COMPANY ORD SHS (KY)
VTG
$146K ﹤0.01%
85,444
-23,722
-22% -$41.4K
CCXI
3311
DELISTED
ChemoCentryx, Inc.
CCXI
$144K ﹤0.01%
21,654
+4,634
+27% +$32.2K
HTBK
3312
DELISTED
Heritage Commerce
HTBK
$143K ﹤0.01%
17,780
– –
PTX
3313
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$143K ﹤0.01%
+2,678
New +$88.4K
CRWN
3314
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$142K ﹤0.01%
36,970
+17,042
+86% +$56.9K
JMI
3315
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
$142K ﹤0.01%
10,555
-4,583
-30% -$65.2K
SMS
3316
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$141K ﹤0.01%
15,614
-8,840
-36% -$79.8K
OIBR.C
3317
DELISTED
OI S.A. American Depositary Shares, each representing five shares of common stock
OIBR.C
$140K ﹤0.01%
+194
New +$167K
FBIO icon
3318
Fortress Biotech
FBIO
$109M
$139K ﹤0.01%
4,681
+675
+17% +$26.3K
EGO icon
3319
Eldorado Gold
EGO
$8.53B
$138K ﹤0.01%
4,945
+1,844
+59% +$60.2K
EIGI
3320
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$136K ﹤0.01%
+10,489
New +$141K
AMRC icon
3321
Ameresco
AMRC
$1.09B
$134K ﹤0.01%
+17,660
New +$167K
CVGI icon
3322
Commercial Vehicle Group
CVGI
$147M
$133K ﹤0.01%
14,545
-44,919
-76% -$371K
UNIS
3323
DELISTED
Unilife Corporation
UNIS
$133K ﹤0.01%
3,259
-663
-17% -$30K
MXL icon
3324
MaxLinear
MXL
$6.07B
$132K ﹤0.01%
13,893
-6,255
-31% -$62.4K
CORT icon
3325
Corcept Therapeutics
CORT
$12.8B
$129K ﹤0.01%
29,555
– –
131 132
133
134 135

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PSUF
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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.