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
+9.85%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$41.3B
AUM Growth
+$4.43B
Cap. Flow
+$1.1B
Cap. Flow %
2.67%
Top 10 Hldgs %
11.6%
Holding
3,981
New
156
Increased
2,226
Reduced
1,422
Closed
145

Top Buys

Rank Stock Value
1
VGK icon
Vanguard FTSE Europe ETF
VGK
+$100M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$91M
3
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
+$79.2M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$40.8M
5
CPA icon
Copa Holdings
CPA
+$28.5M

Top Sells

Rank Stock Value
1
DELL
DELL INC
DELL
+$40M
2
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$39.1M
3
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$37.7M
4
ABV
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
+$28M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$27.2M

Sector Composition

Rank Sector Weight
1 Financials 14.43%
2 Technology 12.06%
3 Healthcare 11.26%
4 Industrials 9.77%
5 Energy 9.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PCBK
2476
DELISTED
Pacific Continental Corp
PCBK
$911K ﹤0.01%
57,545
+4,355
+8% +$60.7K
AGYS icon
2477
Agilysys
AGYS
$3.12B
$905K ﹤0.01%
64,987
-499
-0.8% -$6.13K
ARI
2478
Apollo Commercial Real Estate
ARI
$881M
$905K ﹤0.01%
55,716
+10,401
+23% +$169K
THRM icon
2479
Gentherm
THRM
$1.29B
$904K ﹤0.01%
33,720
-101
-0.3% -$2.32K
VEDL
2480
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$904K ﹤0.01%
68,684
-13,977
-17% -$171K
LDL
2481
DELISTED
Lydall, Inc.
LDL
$901K ﹤0.01%
51,151
+6,749
+15% +$116K
TESS
2482
DELISTED
Tessco Technologies Inc
TESS
$896K ﹤0.01%
22,217
– –
PLOW icon
2483
Douglas Dynamics
PLOW
$1.04B
$895K ﹤0.01%
53,202
+10,907
+26% +$170K
ABAX
2484
DELISTED
Abaxis Inc
ABAX
$892K ﹤0.01%
22,303
-840
-4% -$31K
KERX
2485
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$891K ﹤0.01%
68,768
+17,039
+33% +$203K
NPF
2486
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$889K ﹤0.01%
71,891
+24,871
+53% +$308K
GMED icon
2487
Globus Medical
GMED
$10.9B
$888K ﹤0.01%
43,983
+28,375
+182% +$527K
DTLK
2488
DELISTED
Datalink Corp
DTLK
$887K ﹤0.01%
81,348
+42,971
+112% +$483K
PQUE
2489
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$887K ﹤0.01%
205,266
+25,810
+14% +$112K
PKE icon
2490
Park Aerospace
PKE
$747M
$886K ﹤0.01%
30,836
+251
+0.8% +$7.11K
FBNC icon
2491
First Bancorp
FBNC
$2.66B
$883K ﹤0.01%
53,107
+493
+0.9% +$7.58K
CKEC
2492
DELISTED
Carmike Cinemas Inc
CKEC
$883K ﹤0.01%
31,728
+88
+0.3% +$2.09K
RBCAA icon
2493
Republic Bancorp
RBCAA
$1.97B
$881K ﹤0.01%
35,886
+283
+0.8% +$6.85K
AL
2494
DELISTED
Air Lease Corp
AL
$878K ﹤0.01%
28,238
+8,145
+41% +$249K
ACW
2495
DELISTED
Accuride Corp
ACW
$878K ﹤0.01%
235,287
-13,596
-5% -$53.8K
CRD.B icon
2496
Crawford & Co Class B
CRD.B
$502M
$876K ﹤0.01%
94,777
+13,760
+17% +$134K
GOOD
2497
Gladstone Commercial Corp
GOOD
$627M
$873K ﹤0.01%
48,593
+15,178
+45% +$277K
HNP
2498
DELISTED
Huaneng Power Intl, Inc.
HNP
$873K ﹤0.01%
24,088
+5,789
+32% +$229K
CTWS
2499
DELISTED
Connecticut Water Service Inc
CTWS
$873K ﹤0.01%
24,597
+345
+1% +$11.4K
KRA
2500
DELISTED
Kraton Corporation
KRA
$872K ﹤0.01%
37,824
-17,381
-31% -$376K
98 99
100
101 102

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 Q4 2013 Portfolio in Review

As of Q4 2013, Parametric Portfolio Associates held 3,981 positions worth $41.3B, up 12% from $36.8B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2013 filing shows 156 new, 2,226 increased, 1,422 reduced and 145 closed positions. Its largest new stake was Vanguard FTSE Europe ETF: 1,777,419 shares worth $102M. The largest sale was DELL INC, an estimated $40M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2013 buy was Vanguard FTSE Europe ETF: 1,777,419 shares worth $102M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q4 2013, an estimated $91M increase.
  • Parametric Portfolio Associates's biggest Q4 2013 reduction was Vanguard FTSE Emerging Markets ETF, cutting an estimated $39.1M.
  • Parametric Portfolio Associates fully exited DELL INC in Q4 2013, selling an estimated $40M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $41.3B portfolio in Q4 2013.
  • Parametric Portfolio Associates opened 156 new positions and closed 145 in Q4 2013.
  • Parametric Portfolio Associates's portfolio value rose 12% quarter-over-quarter to $41.3B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2013, filed 13 Feb 2014.