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
FCH
1001
DELISTED
Felcor Lodging Trust
FCH
$5.37M 0.01%
594,170
+65,656
+12% +$558K
RKT
1002
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$5.37M 0.01%
101,632
-5,420
-5% -$284K
CNI icon
1003
Canadian National Railway
CNI
$76.9B
$5.36M 0.01%
95,316
+14,380
+18% +$792K
SYA
1004
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$5.35M 0.01%
270,093
+14,922
+6% +$288K
VVC
1005
DELISTED
Vectren Corporation
VVC
$5.35M 0.01%
135,866
+11,903
+10% +$440K
THO icon
1006
Thor Industries
THO
$3.9B
$5.33M 0.01%
87,317
-567
-0.6% -$31.5K
WCC
1007
WESCO International
WCC
$16.7B
$5.33M 0.01%
64,046
-9,996
-14% -$857K
WOLF icon
1008
Wolfspeed
WOLF
$1.23B
$5.33M 0.01%
94,221
-4,146
-4% -$253K
STR
1009
DELISTED
QUESTAR CORP
STR
$5.32M 0.01%
223,881
-17,932
-7% -$418K
KB icon
1010
KB Financial Group
KB
$41.4B
$5.31M 0.01%
151,091
-1,919
-1% -$68K
JGT
1011
DELISTED
NUVEEN DIVERSIFIED CURRENCY OPPORTUNIES FUND(USA)
JGT
$5.3M 0.01%
505,532
+69,092
+16% +$700K
CVG
1012
DELISTED
Convergys
CVG
$5.29M 0.01%
241,693
-9,143
-4% -$190K
OWW
1013
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$5.29M 0.01%
675,289
+71,012
+12% +$568K
POR icon
1014
Portland General Electric
POR
$5.8B
$5.29M 0.01%
163,499
-18,275
-10% -$562K
HE icon
1015
Hawaiian Electric Industries
HE
$2.23B
$5.28M 0.01%
207,858
-11,276
-5% -$288K
SIRI icon
1016
SiriusXM
SIRI
$9.98B
$5.28M 0.01%
165,012
-15,229
-8% -$538K
AIN icon
1017
Albany International
AIN
$2.11B
$5.27M 0.01%
148,321
+25,239
+21% +$900K
FLEX icon
1018
Flex
FLEX
$41.7B
$5.27M 0.01%
756,267
+77,319
+11% +$500K
BKU icon
1019
Bankunited
BKU
$3.37B
$5.25M 0.01%
150,939
-11,747
-7% -$384K
CLC
1020
DELISTED
Clarcor
CLC
$5.25M 0.01%
91,478
-3,140
-3% -$182K
FRC
1021
DELISTED
First Republic Bank
FRC
$5.23M 0.01%
96,808
-479
-0.5% -$24.7K
ANDE icon
1022
Andersons Inc
ANDE
$2.41B
$5.21M 0.01%
87,907
+13,610
+18% +$762K
TER icon
1023
Teradyne
TER
$57.6B
$5.21M 0.01%
261,859
– –
AFFX
1024
DELISTED
Affymetrix Inc
AFFX
$5.2M 0.01%
729,222
+95,683
+15% +$771K
LAMR icon
1025
Lamar Advertising Co
LAMR
$16.2B
$5.18M 0.01%
101,642
-7,368
-7% -$377K
39 40
41
42 43

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.