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
SPR
1451
DELISTED
Spirit AeroSystems
SPR
$3.07M 0.01%
108,753
+495
+0.5% +$15.1K
VGM icon
1452
Invesco Trust Investment Grade Municipals
VGM
$548M
$3.07M 0.01%
239,546
+22,115
+10% +$281K
WLK icon
1453
Westlake Corp
WLK
$9.03B
$3.06M 0.01%
46,295
-7,103
-13% -$451K
NP
1454
DELISTED
Neenah, Inc. Common Stock
NP
$3.06M 0.01%
59,159
-1,764
-3% -$82K
SAIC icon
1455
Saic
SAIC
$4.95B
$3.05M 0.01%
81,628
-27,482
-25% -$1.01M
MWIV
1456
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
$3.05M 0.01%
19,600
-5,410
-22% -$908K
ARTC
1457
DELISTED
ARTHROCARE CORP
ARTC
$3.05M 0.01%
63,268
+5,710
+10% +$271K
THS
1458
DELISTED
Treehouse Foods
THS
$3.05M 0.01%
42,327
-2,971
-7% -$205K
HOUS
1459
DELISTED
Anywhere Real Estate
HOUS
$3.04M 0.01%
70,083
+2,118
+3% +$98.7K
CADE
1460
DELISTED
Cadence Bank
CADE
$3.04M 0.01%
121,819
-3,259
-3% -$79.4K
PACR
1461
DELISTED
PACER INTL INC TENN
PACR
$3.04M 0.01%
339,263
+89,742
+36% +$798K
SSI
1462
DELISTED
Stage Stores Inc
SSI
$3.04M 0.01%
124,200
-7,348
-6% -$156K
AMKR icon
1463
Amkor Technology
AMKR
$12.4B
$3.03M 0.01%
441,917
+69,541
+19% +$406K
DIOD icon
1464
Diodes
DIOD
$3.78B
$3.03M 0.01%
115,860
+3,744
+3% +$89.9K
ESND
1465
DELISTED
Essendant Inc.
ESND
$3.02M 0.01%
73,456
-14,257
-16% -$605K
SLAB icon
1466
Silicon Laboratories
SLAB
$7.17B
$3.01M 0.01%
57,666
-538
-0.9% -$26K
ORB
1467
DELISTED
ORBITAL SCIENCES CORP
ORB
$3.01M 0.01%
107,992
-19,698
-15% -$519K
TELN
1468
DELISTED
TELENOR ASA
TELN
$3.01M 0.01%
44,986
-6,247
-12% -$418K
SSP icon
1469
E.W. Scripps
SSP
$257M
$3.01M 0.01%
191,499
-5,391
-3% -$89.2K
AWR icon
1470
American States Water
AWR
$3.36B
$3.01M 0.01%
93,087
+6,804
+8% +$199K
BYD icon
1471
Boyd Gaming
BYD
$6.18B
$3M 0.01%
227,347
-978
-0.4% -$11.3K
BHE icon
1472
Benchmark Electronics
BHE
$2.87B
$3M 0.01%
132,357
-13,590
-9% -$317K
BONT
1473
DELISTED
Bon-Ton Stores Inc/The
BONT
$2.99M 0.01%
272,700
+3,622
+1% +$41K
MUSA icon
1474
Murphy USA
MUSA
$11.2B
$2.99M 0.01%
73,724
+452
+0.6% +$18.3K
RVBD
1475
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$2.98M 0.01%
151,171
-7,947
-5% -$159K
57 58
59
60 61

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.