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
AA icon
426
Alcoa
AA
$11.7B
$19.3M 0.05%
756,405
+56,079
+8% +$1.24M
AKZOY
427
DELISTED
Akzo Nobel NV
AKZOY
$19.3M 0.05%
745,988
-31,667
-4% -$819K
PPL
428
PPL Corp
PPL
$27.3B
$19.3M 0.05%
687,173
-22,145
-3% -$625K
GT icon
429
Goodyear
GT
$2.07B
$19.2M 0.05%
803,830
+180,309
+29% +$3.99M
TEO icon
430
Telecom Argentina
TEO
$5.89B
$19.1M 0.05%
1,110,333
-150,599
-12% -$2.85M
RIO icon
431
Rio Tinto
RIO
$148B
$19.1M 0.05%
338,628
+84,537
+33% +$4.4M
JNPR
432
DELISTED
Juniper Networks
JNPR
$19.1M 0.05%
845,244
-24,171
-3% -$490K
RL icon
433
Ralph Lauren
RL
$22.2B
$19.1M 0.05%
107,903
+8,168
+8% +$1.39M
TEVA icon
434
Teva Pharmaceuticals
TEVA
$35.9B
$19M 0.05%
475,162
+46,224
+11% +$1.82M
WYNN icon
435
Wynn Resorts
WYNN
$10.1B
$19M 0.05%
98,023
+9,196
+10% +$1.57M
PCG icon
436
PG&E
PCG
$47.8B
$19M 0.05%
472,002
+7,476
+2% +$306K
SJM icon
437
J.M. Smucker
SJM
$12.6B
$19M 0.05%
182,954
+5,925
+3% +$628K
PBCT
438
DELISTED
People's United Financial Inc
PBCT
$18.9M 0.05%
1,252,156
+18,713
+2% +$275K
BT
439
DELISTED
BT Group plc (ADR)
BT
$18.9M 0.05%
599,172
+16,150
+3% +$482K
LVS icon
440
Las Vegas Sands
LVS
$30.5B
$18.9M 0.05%
239,767
-2,338
-1% -$168K
XLS
441
DELISTED
EXELIS INC COM STK
XLS
$18.8M 0.05%
1,055,509
+323,106
+44% +$5.14M
NWL icon
442
Newell Brands
NWL
$2.16B
$18.6M 0.05%
572,518
+4,256
+0.7% +$127K
PZE
443
DELISTED
Petrobras Argentina S A
PZE
$18.4M 0.04%
3,318,216
-234,332
-7% -$1.46M
HAR
444
DELISTED
Harman International Industries
HAR
$18.4M 0.04%
224,349
+37,839
+20% +$2.92M
GWW icon
445
W.W. Grainger
GWW
$65.3B
$18.3M 0.04%
71,735
-4,750
-6% -$1.24M
BFH icon
446
Bread Financial
BFH
$4.21B
$18.3M 0.04%
86,993
+1,799
+2% +$343K
HP icon
447
Helmerich & Payne
HP
$3.53B
$18.2M 0.04%
216,691
+49,128
+29% +$3.82M
EXG icon
448
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$18.2M 0.04%
1,817,017
+1,770
+0.1% +$17.4K
BHP icon
449
BHP
BHP
$213B
$18.2M 0.04%
314,924
+24,948
+9% +$1.44M
HIT
450
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$18.1M 0.04%
237,225
+53,616
+29% +$4.1M
16 17
18
19 20

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.