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
IYR icon
2926
iShares US Real Estate ETF
IYR
$4.73B
$447K ﹤0.01%
7,080
-137
-2% -$8.82K
ANIK icon
2927
Anika Therapeutics
ANIK
$200M
$445K ﹤0.01%
+11,674
New +$360K
NS
2928
DELISTED
NuStar Energy L.P.
NS
$445K ﹤0.01%
8,730
+97
+1% +$4.5K
TLM
2929
DELISTED
TALISMAN ENERGY INC
TLM
$444K ﹤0.01%
38,113
+5,074
+15% +$61K
MLR icon
2930
Miller Industries
MLR
$584M
$443K ﹤0.01%
23,785
+5,556
+30% +$100K
LF
2931
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$443K ﹤0.01%
55,732
-6,051
-10% -$51.3K
BCIC
2932
BCP Investment Corp
BCIC
$88.1M
$442K ﹤0.01%
5,476
+32
+0.6% +$2.67K
WSTL
2933
DELISTED
Westell Technologies Inc
WSTL
$441K ﹤0.01%
27,220
+7,234
+36% +$109K
PROV icon
2934
Provident Financial
PROV
$108M
$437K ﹤0.01%
29,142
+5,080
+21% +$78.4K
BNCL
2935
DELISTED
Beneficial Bancorp, Inc.
BNCL
$435K ﹤0.01%
43,784
+705
+2% +$6.56K
PFPT
2936
DELISTED
Proofpoint, Inc.
PFPT
$434K ﹤0.01%
13,083
+4,179
+47% +$126K
IWC icon
2937
iShares Micro-Cap ETF
IWC
$1.45B
$433K ﹤0.01%
5,763
-3,004
-34% -$214K
MTGE
2938
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$433K ﹤0.01%
24,827
+1,502
+6% +$28.8K
CVGI icon
2939
Commercial Vehicle Group
CVGI
$154M
$432K ﹤0.01%
59,464
+12,647
+27% +$95.9K
BCS.PRC
2940
DELISTED
BARCLAYS BK PLC SPONSORED ADS SER 4 PREF SHS (UK)
BCS.PRC
$429K ﹤0.01%
16,942
-677
-4% -$17.2K
WFC.PRQ
2941
DELISTED
Wells Fargo & Co.
WFC.PRQ
$428K ﹤0.01%
18,153
+3,807
+27% +$91.3K
LUB
2942
DELISTED
Luby's Inc.
LUB
$428K ﹤0.01%
55,405
+729
+1% +$5.5K
EXAC
2943
DELISTED
Exactech Inc
EXAC
$428K ﹤0.01%
18,030
-5
-0% -$114
VOCS
2944
DELISTED
VOCUS INC
VOCS
$428K ﹤0.01%
37,536
-1,183
-3% -$11.4K
LPSN icon
2945
LivePerson
LPSN
$20.8M
$427K ﹤0.01%
1,921
+79
+4% +$13.1K
JPI
2946
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$426K ﹤0.01%
19,284
-102
-0.5% -$2.27K
DCH
2947
Dauch Corp
DCH
$1.32B
$425K ﹤0.01%
20,783
-62
-0.3% -$1.18K
CAE icon
2948
CAE Inc. Common Shares
CAE
$8.3B
$422K ﹤0.01%
33,086
+3,348
+11% +$38.5K
MBB icon
2949
iShares MBS ETF
MBB
$39.1B
$422K ﹤0.01%
4,035
+10
+0.2% +$1.06K
OTEX icon
2950
Open Text
OTEX
$5.73B
$422K ﹤0.01%
18,376
-416
-2% -$8.6K
116 117
118
119 120

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.