We are live on ! Find out more
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
TDE
3001
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 6.875% SER NTS DUE 2059
TDE
$374K ﹤0.01%
14,744
+366
+3% +$8.96K
NATR icon
3002
Nature's Sunshine
NATR
$354M
$373K ﹤0.01%
27,093
-566
-2% -$8.94K
ERII icon
3003
Energy Recovery
ERII
$446M
$372K ﹤0.01%
69,886
+11,605
+20% +$57.1K
MCGC
3004
DELISTED
MCG CAP CORP
MCGC
$371K ﹤0.01%
97,911
-9,782
-9% -$41.6K
ANIP icon
3005
ANI Pharmaceuticals
ANIP
$1.8B
$370K ﹤0.01%
+11,787
New +$313K
HURC icon
3006
Hurco Companies Inc
HURC
$135M
$366K ﹤0.01%
13,708
+175
+1% +$4.45K
DATA
3007
DELISTED
Tableau Software, Inc.
DATA
$366K ﹤0.01%
4,816
+905
+23% +$76.1K
KRO icon
3008
KRONOS Worldwide
KRO
$693M
$365K ﹤0.01%
21,865
+1,269
+6% +$20.4K
RNR.PRE
3009
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$364K ﹤0.01%
17,769
+382
+2% +$7.66K
AEM icon
3010
Agnico Eagle Mines
AEM
$73.6B
$363K ﹤0.01%
12,016
+1,338
+13% +$41.9K
STT.PRC.CL
3011
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$362K ﹤0.01%
16,097
+378
+2% +$8.32K
FHY
3012
DELISTED
First Trust Strategic High
FHY
$362K ﹤0.01%
22,725
+11,169
+97% +$176K
KIM.PRI.CL
3013
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$361K ﹤0.01%
15,913
+394
+3% +$8.87K
CSG
3014
DELISTED
CHAMBERS STR PPTYS COM
CSG
$361K ﹤0.01%
46,522
-37,869
-45% -$296K
OMAB icon
3015
Grupo Aeroportuario Centro Norte
OMAB
$5.16B
$358K ﹤0.01%
12,363
+1,212
+11% +$31.7K
PSB.PRT.CL
3016
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$358K ﹤0.01%
15,930
+390
+3% +$8.48K
INN
3017
Summit Hotel Properties
INN
$746M
$355K ﹤0.01%
38,241
+14,909
+64% +$135K
IWN icon
3018
iShares Russell 2000 Value ETF
IWN
$14.3B
$355K ﹤0.01%
3,523
-12,599
-78% -$1.24M
AMJ
3019
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$354K ﹤0.01%
7,596
-539
-7% -$24.9K
AED.CL
3020
DELISTED
Aegon NV
AED.CL
$354K ﹤0.01%
13,893
+405
+3% +$9.99K
AXS.PRC.CL
3021
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$354K ﹤0.01%
14,040
+336
+2% +$8.43K
TLM
3022
DELISTED
TALISMAN ENERGY INC
TLM
$351K ﹤0.01%
35,205
-2,908
-8% -$30.9K
AXIA.PR
3023
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$350K ﹤0.01%
74,500
-13,369
-15% -$53.9K
MER.PRK
3024
Bank of America Income Capital Obligation Notes due December 15 2066
MER.PRK
$1.06B
$349K ﹤0.01%
13,878
+399
+3% +$10K
BIL icon
3025
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$347K ﹤0.01%
3,790
+315
+9% +$28.8K
119 120
121
122 123

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.