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
THFF icon
2201
First Financial Corp
THFF
$958M
$1.3M ﹤0.01%
38,514
-1,526
-4% -$51.2K
ACP
2202
abrdn Income Credit Strategies Fund
ACP
$635M
$1.29M ﹤0.01%
76,009
+20,985
+38% +$356K
TMIC
2203
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$1.29M ﹤0.01%
41,909
+3,206
+8% +$98.8K
AVX
2204
DELISTED
AVX Corporation
AVX
$1.29M ﹤0.01%
97,889
+4,999
+5% +$65.4K
BANR icon
2205
Banner Corp
BANR
$2.39B
$1.29M ﹤0.01%
31,277
+712
+2% +$28.7K
BUSE icon
2206
First Busey Corp
BUSE
$2.57B
$1.29M ﹤0.01%
74,060
-4,601
-6% -$80K
FPO
2207
DELISTED
First Potomac Realty Trust
FPO
$1.29M ﹤0.01%
99,572
+38,513
+63% +$487K
SASR
2208
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.28M ﹤0.01%
51,452
+181
+0.4% +$4.56K
DXB.CL
2209
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$1.28M ﹤0.01%
49,058
+1,440
+3% +$36.5K
ANIK icon
2210
Anika Therapeutics
ANIK
$258M
$1.28M ﹤0.01%
31,117
+19,443
+167% +$723K
TISI icon
2211
Team
TISI
$79.5M
$1.28M ﹤0.01%
2,984
+62
+2% +$27K
LOGM
2212
DELISTED
LogMein, Inc.
LOGM
$1.28M ﹤0.01%
28,437
+4,242
+18% +$163K
MIG
2213
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$1.28M ﹤0.01%
218,981
-19,775
-8% -$119K
DNKN
2214
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.27M ﹤0.01%
25,408
+2,144
+9% +$106K
AIQ
2215
DELISTED
Alliance Healthcare Services
AIQ
$1.27M ﹤0.01%
38,015
+818
+2% +$23.8K
GFA
2216
DELISTED
Gafisa S.A.
GFA
$1.27M ﹤0.01%
29,680
+1,774
+6% +$66.8K
FBRC
2217
DELISTED
FBR & Co. Common Stock
FBRC
$1.27M ﹤0.01%
49,278
+6,566
+15% +$169K
ACAT
2218
DELISTED
Arctic Cat Inc
ACAT
$1.27M ﹤0.01%
26,601
-729
-3% -$35.4K
WLB
2219
DELISTED
Westmoreland Coal Company
WLB
$1.27M ﹤0.01%
42,657
+14,316
+51% +$324K
TBBK icon
2220
The Bancorp
TBBK
$2.79B
$1.27M ﹤0.01%
67,484
-345
-0.5% -$6.51K
IPAR icon
2221
Interparfums
IPAR
$3.99B
$1.27M ﹤0.01%
35,026
+799
+2% +$26.8K
TRGP icon
2222
Targa Resources
TRGP
$58B
$1.27M ﹤0.01%
12,757
-17,658
-58% -$1.65M
GOLD
2223
DELISTED
Randgold Resources Ltd
GOLD
$1.26M ﹤0.01%
17,122
+2,073
+14% +$151K
SNBR
2224
DELISTED
Sleep Number
SNBR
$1.26M ﹤0.01%
69,779
+22,795
+49% +$396K
UTI icon
2225
Universal Technical Institute
UTI
$2.16B
$1.26M ﹤0.01%
97,474
+17,213
+21% +$226K
87 88
89
90 91

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.