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
EIG icon
1601
Employers Holdings
EIG
$908M
$2.6M 0.01%
128,525
-2,791
-2% -$64.7K
POST icon
1602
Post Holdings
POST
$4.14B
$2.6M 0.01%
72,054
-245
-0.3% -$8.79K
TOL icon
1603
Toll Brothers
TOL
$13.6B
$2.6M 0.01%
72,390
+3,502
+5% +$129K
NSP icon
1604
Insperity
NSP
$1.93B
$2.6M 0.01%
167,654
-1,390
-0.8% -$21.5K
RTI
1605
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$2.6M 0.01%
93,489
-15,045
-14% -$447K
KFRC icon
1606
Kforce
KFRC
$1.02B
$2.6M 0.01%
121,780
+5,722
+5% +$117K
UEIC icon
1607
Universal Electronics
UEIC
$57.8M
$2.59M 0.01%
67,559
+5,657
+9% +$218K
CEB
1608
DELISTED
CEB Inc.
CEB
$2.59M 0.01%
34,942
-3,231
-8% -$242K
CAL icon
1609
Caleres
CAL
$431M
$2.59M 0.01%
97,624
-1,971
-2% -$49.5K
FNB icon
1610
FNB Corp
FNB
$6.73B
$2.58M 0.01%
192,762
-5,162
-3% -$64.4K
HNI icon
1611
HNI Corp
HNI
$3.24B
$2.58M 0.01%
70,590
-4,355
-6% -$156K
MNRO icon
1612
Monro
MNRO
$383M
$2.58M 0.01%
45,341
-3,838
-8% -$220K
EFOR
1613
Everforth Inc
EFOR
$1.17B
$2.57M 0.01%
66,694
+10,482
+19% +$351K
RNST icon
1614
Renasant Corp
RNST
$3.98B
$2.57M 0.01%
88,549
-1,464
-2% -$42.8K
SAH icon
1615
Sonic Automotive
SAH
$2.9B
$2.57M 0.01%
114,411
-1,642
-1% -$37.7K
ALE
1616
DELISTED
Allete
ALE
$2.57M 0.01%
48,953
-10,083
-17% -$505K
UNF icon
1617
Unifirst Corp
UNF
$5.3B
$2.56M 0.01%
23,293
-1,361
-6% -$148K
FNGN
1618
DELISTED
Financial Engines, Inc.
FNGN
$2.56M 0.01%
50,370
-10,971
-18% -$660K
CHS
1619
DELISTED
Chicos FAS, Inc.
CHS
$2.56M 0.01%
159,505
-16,660
-9% -$283K
JFR icon
1620
Nuveen Floating Rate Income Fund
JFR
$1.24B
$2.56M 0.01%
213,678
+15,044
+8% +$181K
WMK icon
1621
Weis Markets
WMK
$1.91B
$2.56M 0.01%
51,889
+3,563
+7% +$177K
BMR
1622
DELISTED
BIOMED REALTY TRUST INC
BMR
$2.55M 0.01%
124,544
-12,236
-9% -$241K
INCY icon
1623
Incyte
INCY
$24.2B
$2.55M 0.01%
47,616
-100
-0.2% -$6.21K
BRKL
1624
DELISTED
Brookline Bancorp
BRKL
$2.54M 0.01%
270,197
+15,317
+6% +$141K
SNV
1625
DELISTED
Synovus
SNV
$2.54M 0.01%
107,260
+2,629
+3% +$63.9K
63 64
65
66 67

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.