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
YELP icon
1751
Yelp
YELP
$1.47B
$2.24M 0.01%
29,117
+12,895
+79% +$1.09M
ILG
1752
DELISTED
ILG, Inc Common Stock
ILG
$2.24M 0.01%
85,668
-10,009
-10% -$276K
NTUS
1753
DELISTED
Natus Medical Inc
NTUS
$2.24M 0.01%
86,705
+14,450
+20% +$364K
HERO
1754
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$2.24M 0.01%
487,417
+5,855
+1% +$29.4K
CMTL icon
1755
Comtech Telecommunications
CMTL
$49.7M
$2.23M 0.01%
70,129
+14,605
+26% +$460K
FRME icon
1756
First Merchants
FRME
$2.71B
$2.23M 0.01%
103,196
-5,164
-5% -$109K
HGG
1757
DELISTED
hhgregg Inc.
HGG
$2.23M 0.01%
231,800
+42,213
+22% +$422K
CSR
1758
Centerspace
CSR
$932M
$2.23M 0.01%
24,805
+6,992
+39% +$601K
HEI icon
1759
HEICO Corp
HEI
$50.4B
$2.23M 0.01%
90,291
-2,302
-2% -$54.7K
EPR icon
1760
EPR Properties
EPR
$4.69B
$2.22M 0.01%
41,657
-4,967
-11% -$256K
WP
1761
DELISTED
Worldpay, Inc.
WP
$2.22M 0.01%
73,551
+18,024
+32% +$566K
DVYE icon
1762
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
$2.22M 0.01%
46,619
+1,485
+3% +$68.3K
AD
1763
Array Digital Infrastructure
AD
$3.03B
$2.22M 0.01%
54,188
-6,734
-11% -$278K
SDRL
1764
DELISTED
Seadrill Limited Common Stock
SDRL
$2.22M 0.01%
236
-26
-10% -$256K
DHG
1765
DELISTED
Deutsche High Incm Opportunities
DHG
$2.22M 0.01%
152,034
+16,722
+12% +$242K
MGRC icon
1766
McGrath RentCorp
MGRC
$2.92B
$2.22M 0.01%
63,488
+598
+1% +$21.4K
CLD
1767
DELISTED
Cloud Peak Energy Inc
CLD
$2.22M 0.01%
105,017
+17,138
+20% +$322K
THI
1768
DELISTED
TIM HORTONS INC COM, CANADA
THI
$2.22M 0.01%
40,134
-1,670
-4% -$90.2K
UIL
1769
DELISTED
UIL HOLDINGS
UIL
$2.22M 0.01%
60,280
-31,376
-34% -$1.18M
MDVN
1770
DELISTED
MEDIVATION, INC.
MDVN
$2.22M 0.01%
68,896
+3,068
+5% +$113K
MKSI icon
1771
MKS Inc
MKSI
$20.9B
$2.22M 0.01%
74,134
-2,514
-3% -$75.4K
KOP icon
1772
Koppers
KOP
$976M
$2.21M 0.01%
53,722
+2,288
+4% +$93.5K
BPFH
1773
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.21M 0.01%
163,539
-4,035
-2% -$51.7K
IIM icon
1774
Invesco Value Municipal Income Trust
IIM
$589M
$2.21M 0.01%
153,358
+67,486
+79% +$953K
WBS icon
1775
Webster Financial
WBS
$12.6B
$2.21M 0.01%
71,092
-25,070
-26% -$770K
69 70
71
72 73

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.