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
PRK icon
1526
Park National Corp
PRK
$3.74B
$2.83M 0.01%
33,328
+657
+2% +$53.4K
TNC icon
1527
Tennant Co
TNC
$1.5B
$2.83M 0.01%
41,811
+2,055
+5% +$131K
RNST icon
1528
Renasant Corp
RNST
$4.05B
$2.83M 0.01%
90,013
+183
+0.2% +$5.35K
CIR
1529
DELISTED
CIRCOR International, Inc
CIR
$2.83M 0.01%
34,966
-2,672
-7% -$195K
CORE
1530
DELISTED
Core Mark Holding Co., Inc.
CORE
$2.82M 0.01%
148,620
+10,948
+8% +$196K
RDEN
1531
DELISTED
ELIZABETH ARDEN INC
RDEN
$2.82M 0.01%
79,560
+7,791
+11% +$290K
SYKE
1532
DELISTED
SYKES Enterprises Inc
SYKE
$2.82M 0.01%
129,239
-20,330
-14% -$408K
CVI icon
1533
CVR Energy
CVI
$3.39B
$2.82M 0.01%
64,841
-5,480
-8% -$212K
SHO icon
1534
Sunstone Hotel Investors
SHO
$2.19B
$2.82M 0.01%
210,155
+1,765
+0.8% +$23.2K
RLJ icon
1535
RLJ Lodging Trust
RLJ
$1.89B
$2.81M 0.01%
115,566
+15,152
+15% +$365K
TK icon
1536
Teekay
TK
$981M
$2.81M 0.01%
58,499
-235
-0.4% -$10.3K
COLB icon
1537
Columbia Banking Systems
COLB
$8.84B
$2.81M 0.01%
102,044
-11,359
-10% -$298K
CAL icon
1538
Caleres
CAL
$447M
$2.8M 0.01%
99,595
-1,306
-1% -$32K
MLKN icon
1539
MillerKnoll
MLKN
$1.61B
$2.8M 0.01%
94,790
+4,385
+5% +$131K
ZLC
1540
DELISTED
ZALE CORPORATION
ZLC
$2.8M 0.01%
177,421
+128,489
+263% +$1.95M
CATM
1541
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.8M 0.01%
64,340
-14,504
-18% -$590K
PRDO icon
1542
Perdoceo Education
PRDO
$2.06B
$2.79M 0.01%
489,977
+34,647
+8% +$154K
UNFI icon
1543
United Natural Foods
UNFI
$3.07B
$2.79M 0.01%
36,970
+8,860
+32% +$626K
HCSG icon
1544
Healthcare Services Group
HCSG
$1.63B
$2.78M 0.01%
97,909
+9,047
+10% +$248K
DY icon
1545
Dycom Industries
DY
$12.1B
$2.77M 0.01%
99,791
-385
-0.4% -$11K
MNRO icon
1546
Monro
MNRO
$537M
$2.77M 0.01%
49,179
+1,690
+4% +$83.4K
EDP
1547
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$2.77M 0.01%
75,783
+8,563
+13% +$313K
RFMD
1548
DELISTED
RF MICRO DEVICES INC
RFMD
$2.77M 0.01%
535,912
-39,328
-7% -$211K
IL
1549
DELISTED
IntraLinks Holdings Inc.
IL
$2.76M 0.01%
228,259
+27,384
+14% +$288K
ARRS
1550
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$2.76M 0.01%
113,533
-21,392
-16% -$408K
60 61
62
63 64

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.