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
MIG
2001
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$1.66M ﹤0.01%
238,756
-7,932
-3% -$54.6K
USNA icon
2002
Usana Health Sciences
USNA
$420M
$1.66M ﹤0.01%
43,930
+10,774
+32% +$412K
PSMT icon
2003
Pricesmart
PSMT
$5.94B
$1.66M ﹤0.01%
14,321
+1,128
+9% +$127K
UTL icon
2004
Unitil
UTL
$986M
$1.65M ﹤0.01%
54,038
+4,406
+9% +$133K
CDE icon
2005
Coeur Mining
CDE
$15.3B
$1.65M ﹤0.01%
151,661
+23,668
+18% +$267K
PPS
2006
DELISTED
Post Properties
PPS
$1.64M ﹤0.01%
36,328
+4,286
+13% +$192K
H icon
2007
Hyatt Hotels
H
$17.5B
$1.64M ﹤0.01%
33,180
+2,508
+8% +$118K
NEOG icon
2008
Neogen
NEOG
$2.01B
$1.64M ﹤0.01%
95,624
+7,764
+9% +$135K
NIHD
2009
DELISTED
NII HOLDINGS INC CL B
NIHD
$1.64M ﹤0.01%
594,663
+113,246
+24% +$417K
UFCS icon
2010
United Fire Group
UFCS
$1.35B
$1.63M ﹤0.01%
56,959
-2,817
-5% -$84.2K
BEE
2011
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$1.63M ﹤0.01%
172,352
+2,236
+1% +$19.8K
ANAT
2012
DELISTED
American National Group, Inc. Common Stock
ANAT
$1.63M ﹤0.01%
14,217
-314
-2% -$33.7K
ALEX
2013
DELISTED
Alexander & Baldwin
ALEX
$1.63M ﹤0.01%
38,954
-638
-2% -$24.5K
NTUS
2014
DELISTED
Natus Medical Inc
NTUS
$1.63M ﹤0.01%
72,255
+3,630
+5% +$70.1K
JSN
2015
DELISTED
NUVEEN EQUITY PREMIUM OPPORTUNITY FUND
JSN
$1.63M ﹤0.01%
128,470
-79,757
-38% -$984K
IONS icon
2016
Ionis Pharmaceuticals
IONS
$8.98B
$1.62M ﹤0.01%
40,764
-1,177
-3% -$41.9K
ALGT icon
2017
Allegiant Air
ALGT
$2.66B
$1.62M ﹤0.01%
15,393
-4,946
-24% -$524K
CMD
2018
DELISTED
Cantel Medical Corporation
CMD
$1.62M ﹤0.01%
47,865
+4,513
+10% +$156K
CSH
2019
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$1.62M ﹤0.01%
93,267
-38,594
-29% -$695K
CM icon
2020
Canadian Imperial Bank of Commerce
CM
$107B
$1.62M ﹤0.01%
38,695
+3,893
+11% +$160K
AFAM
2021
DELISTED
Almost Family Inc
AFAM
$1.62M ﹤0.01%
49,980
+11,466
+30% +$282K
PRSU
2022
Pursuit Attractions and Hospitality Inc
PRSU
$1.46B
$1.61M ﹤0.01%
61,749
-4,762
-7% -$114K
AVID
2023
DELISTED
Avid Technology Inc
AVID
$1.61M ﹤0.01%
198,056
+19,317
+11% +$148K
BKE icon
2024
Buckle
BKE
$2.31B
$1.61M ﹤0.01%
31,390
+6
+0% +$297
ROG icon
2025
Rogers Corp
ROG
$2.09B
$1.61M ﹤0.01%
26,189
+981
+4% +$59.1K
79 80
81
82 83

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.