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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
IEH
2976
DELISTED
INTEGRYS ENERGY GROUP INC 6% JR SUB NT DUE 8-1-2073 (WI)
IEH
$394K ﹤0.01%
16,460
-612
-4% -$14.7K
RBS.PRS.CL
2977
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$393K ﹤0.01%
18,291
-745
-4% -$16.2K
BBBY
2978
Bed Bath & Beyond
BBBY
$512M
$392K ﹤0.01%
16,964
+4,985
+42% +$101K
KRO icon
2979
KRONOS Worldwide
KRO
$705M
$392K ﹤0.01%
20,596
-6,042
-23% -$95.4K
PPBI
2980
DELISTED
Pacific Premier Bancorp
PPBI
$392K ﹤0.01%
24,927
+9,893
+66% +$141K
MGI
2981
DELISTED
MoneyGram International, Inc. New
MGI
$390K ﹤0.01%
18,779
-359
-2% -$7.3K
AXIA.PR
2982
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$387K ﹤0.01%
87,869
+35,995
+69% +$174K
TDJ
2983
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 7% Senior Notes due 2060,
TDJ
$387K ﹤0.01%
16,743
-2,614
-14% -$64.1K
MNTA
2984
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$387K ﹤0.01%
21,890
+2,940
+16% +$49.4K
EJ
2985
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$387K ﹤0.01%
27,665
-4,488
-14% -$45.3K
JBSS icon
2986
John B. Sanfilippo & Son
JBSS
$978M
$385K ﹤0.01%
15,614
+77
+0.5% +$1.86K
SPAB icon
2987
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$385K ﹤0.01%
13,660
-34
-0.2% -$965
CLNE icon
2988
Clean Energy Fuels
CLNE
$432M
$384K ﹤0.01%
29,809
-852
-3% -$10.4K
VRA icon
2989
Vera Bradley
VRA
$106M
$384K ﹤0.01%
15,971
+320
+2% +$7.33K
NEWS
2990
DELISTED
NewStar Financial, Inc.
NEWS
$383K ﹤0.01%
21,531
-4,186
-16% -$70.3K
FRO icon
2991
Frontline
FRO
$8.59B
$381K ﹤0.01%
20,369
+2,685
+15% +$36.9K
GNK
2992
DELISTED
GENCO SHIPPING & TRADING LTD
GNK
$381K ﹤0.01%
152,229
+1,957
+1% +$5.22K
REGI
2993
DELISTED
Renewable Energy Group, Inc.
REGI
$380K ﹤0.01%
33,152
+11,248
+51% +$138K
AMJ
2994
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$377K ﹤0.01%
8,135
-4,300
-35% -$194K
BCC icon
2995
Boise Cascade
BCC
$2.75B
$375K ﹤0.01%
12,736
+4,715
+59% +$123K
FUR
2996
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$375K ﹤0.01%
33,919
+3,281
+11% +$37.2K
IVH
2997
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$374K ﹤0.01%
20,806
+2,947
+17% +$52.3K
LFCR icon
2998
Lifecore Biomedical
LFCR
$163M
$373K ﹤0.01%
30,758
-6,093
-17% -$72.8K
INWK
2999
DELISTED
InnerWorkings, Inc.
INWK
$372K ﹤0.01%
47,754
+1,320
+3% +$10.7K
EOT
3000
Eaton Vance National Municipal Opportunities Trust
EOT
$267M
$371K ﹤0.01%
20,103
+2,833
+16% +$52.3K
118 119
120
121 122

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
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BAM
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ACI
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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.