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
KIM.PRH
3251
DELISTED
KIMCO REALTY CORP DEP SH RPSTG 1/100TH REDM PFD CL H
KIM.PRH
$207K ﹤0.01%
8,689
-346
-4% -$8.55K
QIWI
3252
DELISTED
QIWI PLC
QIWI
$207K ﹤0.01%
+3,696
New +$165K
GNE icon
3253
Genie Energy
GNE
$378M
$206K ﹤0.01%
20,211
-17,851
-47% -$200K
COR
3254
DELISTED
Coresite Realty Corporation
COR
$206K ﹤0.01%
6,395
-1,790
-22% -$56.9K
TRQ
3255
DELISTED
Turquoise Hill Resources Ltd
TRQ
$206K ﹤0.01%
6,255
+4,291
+218% +$144K
NEE.PRJ
3256
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$205K ﹤0.01%
11,220
-415
-4% -$7.76K
GBNK
3257
DELISTED
Guaranty Bancorp
GBNK
$204K ﹤0.01%
14,540
+47
+0.3% +$654
IRWD icon
3258
Ironwood Pharmaceuticals
IRWD
$611M
$203K ﹤0.01%
20,903
+5,555
+36% +$49.9K
HGH
3259
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$203K ﹤0.01%
7,078
-264
-4% -$7.64K
ATHL
3260
DELISTED
ATHLON ENERGY INC COM
ATHL
$203K ﹤0.01%
+6,695
New +$212K
FTF
3261
Franklin Limited Duration Income Trust
FTF
$233M
$202K ﹤0.01%
15,513
-435
-3% -$5.63K
CEMP
3262
DELISTED
Cempra, Inc.
CEMP
$202K ﹤0.01%
16,277
+534
+3% +$6.46K
STV
3263
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$202K ﹤0.01%
131,583
+61,570
+88% +$98.5K
RESI
3264
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$202K ﹤0.01%
+6,717
New +$182K
VTG
3265
DELISTED
VANTAGE DRILLING COMPANY ORD SHS (KY)
VTG
$201K ﹤0.01%
109,166
+41,611
+62% +$75.3K
FRNK
3266
DELISTED
FRANKLIN FINL CORP VA COM STK (VA)
FRNK
$201K ﹤0.01%
10,177
-94
-0.9% -$1.82K
GYRE icon
3267
Gyre Therapeutics
GYRE
$662M
$199K ﹤0.01%
61
-2
-3% -$7.88K
CCG
3268
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$198K ﹤0.01%
21,030
-19,623
-48% -$193K
HALL
3269
DELISTED
Hallmark Financial Services, Inc.
HALL
$197K ﹤0.01%
2,222
-20
-0.9% -$1.78K
HK
3270
DELISTED
Halcon Resources Corporation
HK
$195K ﹤0.01%
293
+108
+58% +$83.8K
HTB
3271
HomeTrust Bancshares
HTB
$818M
$193K ﹤0.01%
+12,087
New +$196K
NXR
3272
DELISTED
NUVEEN ELECT TAX-FREE INC 3
NXR
$193K ﹤0.01%
14,984
+2,282
+18% +$29.1K
PSB.PRU.CL
3273
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$193K ﹤0.01%
10,024
-372
-4% -$7.37K
KRNY icon
3274
Kearny Financial
KRNY
$592M
$192K ﹤0.01%
22,781
+192
+0.8% +$1.47K
BB icon
3275
BlackBerry
BB
$5.01B
$190K ﹤0.01%
25,475
-19,372
-43% -$137K
129 130
131
132 133

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.