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
ALU
3051
DELISTED
Alcatel-Lucent
ALU
$332K ﹤0.01%
75,398
+59,468
+373% +$234K
GBAB
3052
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
GBAB
$381M
$331K ﹤0.01%
+16,702
New +$329K
TECK icon
3053
Teck Resources
TECK
$29.3B
$328K ﹤0.01%
12,598
-6,880
-35% -$178K
KW
3054
DELISTED
Kennedy-Wilson Holdings
KW
$327K ﹤0.01%
14,696
+1,266
+9% +$25.4K
VHC icon
3055
VirnetX Holding Corp
VHC
$51M
$327K ﹤0.01%
841
+130
+18% +$51.8K
TDE
3056
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 6.875% SER NTS DUE 2059
TDE
$326K ﹤0.01%
14,378
-520
-3% -$12.3K
CEVA icon
3057
CEVA Inc
CEVA
$980M
$325K ﹤0.01%
21,373
+347
+2% +$5.23K
STT.PRC.CL
3058
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$325K ﹤0.01%
15,719
-606
-4% -$12.7K
KIM.PRI.CL
3059
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$324K ﹤0.01%
15,519
-570
-4% -$12.2K
ERII icon
3060
Energy Recovery
ERII
$439M
$323K ﹤0.01%
58,281
+42,254
+264% +$237K
AXS.PRC.CL
3061
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$323K ﹤0.01%
13,704
-504
-4% -$12.1K
MNDT
3062
DELISTED
Mandiant, Inc. Common Stock
MNDT
$322K ﹤0.01%
+7,380
New +$289K
GHDX
3063
DELISTED
Genomic Health, Inc.
GHDX
$321K ﹤0.01%
10,956
-429
-4% -$13.6K
FBNK
3064
DELISTED
First Connecticut Bancorp, Inc
FBNK
$321K ﹤0.01%
19,910
-99
-0.5% -$1.54K
RNR.PRE
3065
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$321K ﹤0.01%
17,387
-634
-4% -$12.2K
MFIN icon
3066
Medallion Financial
MFIN
$226M
$320K ﹤0.01%
22,265
-177
-0.8% -$2.77K
WMC
3067
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$320K ﹤0.01%
+2,148
New +$347K
LGTY
3068
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$319K ﹤0.01%
32,299
-19,530
-38% -$182K
BIL icon
3069
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$318K ﹤0.01%
3,475
+903
+35% +$82.7K
GORO icon
3070
Goldgroup Mining Inc.
GORO
$162M
$318K ﹤0.01%
70,210
+36,503
+108% +$187K
SGA icon
3071
Saga Communications
SGA
$54.3M
$318K ﹤0.01%
6,330
+1,316
+26% +$63.1K
AED.CL
3072
DELISTED
Aegon NV
AED.CL
$318K ﹤0.01%
13,488
-531
-4% -$12.7K
AGX icon
3073
Argan
AGX
$7.61B
$315K ﹤0.01%
11,442
-1,445
-11% -$33.8K
PSB.PRT.CL
3074
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$314K ﹤0.01%
15,540
-588
-4% -$12.2K
DRU.CL
3075
DELISTED
DOMINION RES INC VA NEW 2009 SER A 8.375% ENHCD JR SUB NTS
DRU.CL
$314K ﹤0.01%
12,201
-457
-4% -$11.9K
121 122
123
124 125

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.