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
DIN icon
1326
Dine Brands
DIN
$458M
$3.44M 0.01%
41,148
+450
+1% +$35.5K
WBC
1327
DELISTED
WABCO HOLDINGS INC.
WBC
$3.44M 0.01%
36,799
-288
-0.8% -$25.3K
MT icon
1328
ArcelorMittal
MT
$50.7B
$3.43M 0.01%
84,092
+12,363
+17% +$460K
NQI
1329
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$3.43M 0.01%
283,975
+84,385
+42% +$1.01M
FTD
1330
DELISTED
FTD Companies, Inc. Common Stock
FTD
$3.43M 0.01%
+105,223
New +$3.41M
MDR
1331
DELISTED
McDermott International
MDR
$3.42M 0.01%
124,602
+5,091
+4% +$119K
SPLK
1332
DELISTED
Splunk Inc
SPLK
$3.42M 0.01%
49,843
+23,577
+90% +$1.53M
TAL
1333
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$3.42M 0.01%
59,593
-2,776
-4% -$143K
CIM
1334
Chimera Investment
CIM
$1.06B
$3.42M 0.01%
73,481
+2,387
+3% +$109K
CRZO
1335
DELISTED
Carrizo Oil & Gas Inc
CRZO
$3.41M 0.01%
76,134
+13,867
+22% +$590K
RDC
1336
DELISTED
Rowan Companies Plc
RDC
$3.4M 0.01%
96,053
-538
-0.6% -$19.2K
NTRI
1337
DELISTED
NutriSystem, Inc.
NTRI
$3.4M 0.01%
206,485
-10,828
-5% -$189K
SAFM
1338
DELISTED
Sanderson Farms Inc
SAFM
$3.39M 0.01%
46,924
-5,572
-11% -$371K
CTRX
1339
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$3.39M 0.01%
71,476
+6,074
+9% +$286K
GWR
1340
DELISTED
Genesee & Wyoming Inc.
GWR
$3.38M 0.01%
35,184
+8,887
+34% +$856K
AEO icon
1341
American Eagle Outfitters
AEO
$3.04B
$3.37M 0.01%
234,072
-24,719
-10% -$367K
BHE icon
1342
Benchmark Electronics
BHE
$2.76B
$3.37M 0.01%
145,947
-1,969
-1% -$44.7K
TTEK icon
1343
Tetra Tech
TTEK
$8.7B
$3.37M 0.01%
601,285
+11,665
+2% +$63K
WGL
1344
DELISTED
Wgl Holdings
WGL
$3.36M 0.01%
83,966
+13,962
+20% +$581K
HOUS
1345
DELISTED
Anywhere Real Estate
HOUS
$3.36M 0.01%
67,965
+35,131
+107% +$1.59M
CRS icon
1346
Carpenter Technology
CRS
$27.8B
$3.36M 0.01%
53,952
-1,564
-3% -$94.7K
HAIN icon
1347
Hain Celestial
HAIN
$44.8M
$3.36M 0.01%
73,940
+2,712
+4% +$112K
RCI icon
1348
Rogers Communications
RCI
$18.8B
$3.36M 0.01%
74,158
-17,839
-19% -$794K
IHS
1349
DELISTED
IHS INC CL-A COM STK
IHS
$3.35M 0.01%
28,020
-157
-0.6% -$17.8K
TRS icon
1350
TriMas Corp
TRS
$1.44B
$3.35M 0.01%
105,328
+5,164
+5% +$157K
52 53
54
55 56

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.