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
TEN
1176
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$4.05M 0.01%
71,668
+1,091
+2% +$59.4K
LPT
1177
DELISTED
Liberty Property Trust
LPT
$4.05M 0.01%
119,658
-4,334
-3% -$152K
ITGR icon
1178
Integer Holdings
ITGR
$3.41B
$4.04M 0.01%
100,281
+21,955
+28% +$773K
FELE icon
1179
Franklin Electric
FELE
$4.85B
$4.03M 0.01%
90,305
+4,758
+6% +$194K
ABCO
1180
DELISTED
Advisory Board Co
ABCO
$4.03M 0.01%
63,231
+86
+0.1% +$5.47K
ESND
1181
DELISTED
Essendant Inc.
ESND
$4.03M 0.01%
87,713
-3,933
-4% -$173K
HME
1182
DELISTED
HOME PROPERTIES, INC
HME
$4.02M 0.01%
75,047
+21,857
+41% +$1.23M
DBD
1183
DELISTED
Diebold Nixdorf Incorporated
DBD
$4.01M 0.01%
121,559
+9,209
+8% +$287K
NJR icon
1184
New Jersey Resources
NJR
$6.04B
$4.01M 0.01%
173,450
+28,146
+19% +$633K
WTS icon
1185
Watts Water Technologies
WTS
$11.6B
$4.01M 0.01%
64,778
-6,658
-9% -$386K
ALGN icon
1186
Align Technology
ALGN
$12.6B
$3.98M 0.01%
69,690
+1,996
+3% +$107K
ATML
1187
DELISTED
ATMEL CORP
ATML
$3.98M 0.01%
508,346
+64,158
+14% +$469K
URBN icon
1188
Urban Outfitters
URBN
$6.44B
$3.98M 0.01%
107,259
-16,034
-13% -$601K
FNF icon
1189
Fidelity National Financial
FNF
$14.6B
$3.98M 0.01%
214,627
-20,896
-9% -$338K
FLEX icon
1190
Flex
FLEX
$41.5B
$3.98M 0.01%
678,948
-171,025
-20% -$1.04M
IART icon
1191
Integra LifeSciences
IART
$1.54B
$3.97M 0.01%
203,644
+16,259
+9% +$298K
BNS icon
1192
Scotiabank
BNS
$108B
$3.97M 0.01%
68,310
+2,171
+3% +$122K
PGI
1193
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$3.97M 0.01%
342,388
+1,074
+0.3% +$10.6K
MBFI
1194
DELISTED
MB Financial Corp
MBFI
$3.96M 0.01%
123,584
+1,880
+2% +$57.2K
CLR
1195
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$3.95M 0.01%
70,276
-4,506
-6% -$252K
EEFT icon
1196
Euronet Worldwide
EEFT
$3.15B
$3.94M 0.01%
82,443
-9,921
-11% -$446K
TCO
1197
DELISTED
Taubman Centers Inc.
TCO
$3.94M 0.01%
61,649
+21,061
+52% +$1.4M
FUJI
1198
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$3.94M 0.01%
138,509
+7,071
+5% +$201K
QUAD icon
1199
Quad
QUAD
$434M
$3.94M 0.01%
144,538
+7,512
+5% +$213K
MTX icon
1200
Minerals Technologies
MTX
$2.33B
$3.93M 0.01%
65,423
-11,609
-15% -$655K
46 47
48
49 50

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.