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
NBTB icon
1476
NBT Bancorp
NBTB
$2.74B
$2.98M 0.01%
121,750
+1,123
+0.9% +$27.2K
IPCC
1477
DELISTED
Infinity Property & Casualty C
IPCC
$2.98M 0.01%
44,001
+919
+2% +$66.3K
STC icon
1478
Stewart Information Services
STC
$2.06B
$2.97M 0.01%
84,581
+2,461
+3% +$84.5K
GRPN icon
1479
Groupon
GRPN
$1.05B
$2.96M 0.01%
18,897
-2,856
-13% -$554K
CBL
1480
DELISTED
CBL& Associates Properties, Inc.
CBL
$2.96M 0.01%
166,772
+4,513
+3% +$78.5K
BKLN icon
1481
Invesco Senior Loan ETF
BKLN
$6.97B
$2.95M 0.01%
119,072
+26,973
+29% +$671K
KNL
1482
DELISTED
Knoll, Inc.
KNL
$2.95M 0.01%
162,401
+101
+0.1% +$1.66K
CII icon
1483
BlackRock Enhanced Captial and Income Fund
CII
$988M
$2.95M 0.01%
211,209
+45,007
+27% +$623K
AEO icon
1484
American Eagle Outfitters
AEO
$2.88B
$2.95M 0.01%
241,174
+7,102
+3% +$97.8K
CRK icon
1485
Comstock Resources
CRK
$3.89B
$2.95M 0.01%
25,813
+3,379
+15% +$317K
HHS icon
1486
Harte-Hanks
HHS
$16.2M
$2.95M 0.01%
33,355
-1,473
-4% -$115K
CHT icon
1487
Chunghwa Telecom
CHT
$33.1B
$2.95M 0.01%
96,104
-85
-0.1% -$2.56K
VER
1488
DELISTED
VEREIT, Inc.
VER
$2.95M 0.01%
42,037
+26,788
+176% +$1.87M
NDSN icon
1489
Nordson
NDSN
$16.6B
$2.94M 0.01%
41,663
-1,548
-4% -$110K
WAFD icon
1490
WaFd
WAFD
$2.72B
$2.93M 0.01%
125,877
+93
+0.1% +$2.11K
MTL
1491
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$2.93M 0.01%
707,840
+8,856
+1% +$36K
ZD icon
1492
Ziff Davis
ZD
$1.96B
$2.93M 0.01%
67,284
-4,454
-6% -$188K
EWBC icon
1493
East-West Bancorp
EWBC
$17.9B
$2.93M 0.01%
80,185
-955
-1% -$33.6K
PANW icon
1494
Palo Alto Networks
PANW
$270B
$2.92M 0.01%
255,702
+69,852
+38% +$793K
STGW icon
1495
Stagwell
STGW
$2.07B
$2.92M 0.01%
127,990
+15,497
+14% +$371K
OUTR
1496
DELISTED
OUTERWALL INC
OUTR
$2.92M 0.01%
40,226
-2,060
-5% -$140K
CHCO icon
1497
City Holding Co
CHCO
$2.05B
$2.91M 0.01%
64,838
-556
-0.9% -$25K
FAF icon
1498
First American
FAF
$7.66B
$2.91M 0.01%
109,578
+14,480
+15% +$384K
RCI icon
1499
Rogers Communications
RCI
$18.3B
$2.91M 0.01%
70,192
-3,966
-5% -$162K
GLF
1500
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$2.91M 0.01%
64,706
+857
+1% +$38K
58 59
60
61 62

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.