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
WRES
2601
DELISTED
WARREN RESOURCES INC
WRES
$751K ﹤0.01%
239,104
+19,247
+9% +$60.1K
BMTC
2602
DELISTED
Bryn Mawr Bank Corp
BMTC
$745K ﹤0.01%
24,693
+508
+2% +$14.4K
BCS.PR.CL
2603
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$745K ﹤0.01%
30,855
-1,197
-4% -$29.3K
KOG
2604
DELISTED
KODIAK OIL & GAS CORP
KOG
$745K ﹤0.01%
66,463
+4,814
+8% +$57.6K
IMGN
2605
DELISTED
Immunogen Inc
IMGN
$743K ﹤0.01%
50,657
+5,457
+12% +$83.9K
MIC
2606
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$743K ﹤0.01%
13,650
-8,778
-39% -$477K
SIGM
2607
DELISTED
Sigma Designs Inc
SIGM
$743K ﹤0.01%
157,481
+29,295
+23% +$154K
ESIO
2608
DELISTED
Electro Scientific Industries
ESIO
$738K ﹤0.01%
70,520
-127
-0.2% -$1.34K
AVHI
2609
DELISTED
A V Homes, Inc.
AVHI
$738K ﹤0.01%
40,618
+410
+1% +$7.67K
FOR icon
2610
Forestar Group
FOR
$1.5B
$737K ﹤0.01%
34,642
+44
+0.1% +$920
STNG icon
2611
Scorpio Tankers
STNG
$3.94B
$737K ﹤0.01%
6,254
+2,776
+80% +$311K
HTLF
2612
DELISTED
Heartland Financial USA, Inc.
HTLF
$737K ﹤0.01%
25,609
+14
+0.1% +$392
FCBC icon
2613
First Community Bankshares
FCBC
$913M
$734K ﹤0.01%
43,977
+728
+2% +$12.3K
YORW icon
2614
York Water
YORW
$517M
$734K ﹤0.01%
35,086
+4,489
+15% +$93.4K
PEBO icon
2615
Peoples Bancorp
PEBO
$1.52B
$733K ﹤0.01%
32,552
+482
+2% +$10.8K
UFI icon
2616
UNIFI
UFI
$121M
$732K ﹤0.01%
26,855
+147
+0.6% +$3.71K
BTH
2617
DELISTED
BLYTH,INC
BTH
$732K ﹤0.01%
67,317
-11,414
-14% -$141K
CMLS
2618
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$731K ﹤0.01%
11,824
-2,478
-17% -$127K
NWPX icon
2619
NWPX Infrastructure Inc
NWPX
$1.22B
$730K ﹤0.01%
19,329
+276
+1% +$10.1K
CYS
2620
DELISTED
CYS Investments Inc.
CYS
$730K ﹤0.01%
98,471
+15,102
+18% +$121K
ROIC
2621
DELISTED
Retail Opportunity Investments Corp.
ROIC
$729K ﹤0.01%
49,546
-13,074
-21% -$190K
ZOLT
2622
DELISTED
ZOLTEK COMPANIES INC
ZOLT
$729K ﹤0.01%
43,528
+357
+0.8% +$5.97K
AAIC
2623
DELISTED
Arlington Asset Investment Corp.
AAIC
$727K ﹤0.01%
27,555
+14,070
+104% +$356K
ESC
2624
DELISTED
EMERITUS CORP
ESC
$727K ﹤0.01%
33,617
+1,540
+5% +$31.5K
IMPV
2625
DELISTED
Imperva, Inc.
IMPV
$725K ﹤0.01%
15,055
+71
+0.5% +$2.99K
103 104
105
106 107

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.