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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
NSM
3101
DELISTED
Nationstar Mortgage Holdings
NSM
$293K ﹤0.01%
7,926
+167
+2% +$7.49K
EXAS
3102
DELISTED
Exact Sciences
EXAS
$292K ﹤0.01%
24,810
-916
-4% -$10.5K
MSO
3103
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$292K ﹤0.01%
69,449
-2,998
-4% -$9.16K
SMPL
3104
DELISTED
SIMPLICITY BANCORP INC
SMPL
$292K ﹤0.01%
18,082
+1,031
+6% +$16.3K
NSLR
3105
Neostellar Capital Corp
NSLR
$270M
$291K ﹤0.01%
37,033
-89
-0.2% -$767
NNN.PRD.CL
3106
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$291K ﹤0.01%
13,123
-480
-4% -$10.9K
COB
3107
DELISTED
CommunityOne Bancorp
COB
$290K ﹤0.01%
22,773
-1,486
-6% -$16.4K
FNFG.PRB
3108
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC. PFD NON CUM SER B FXD/FLT
FNFG.PRB
$289K ﹤0.01%
10,369
-371
-3% -$10.5K
ESSA
3109
DELISTED
ESSA Bancorp
ESSA
$288K ﹤0.01%
24,922
-2,276
-8% -$24.9K
LMIA
3110
DELISTED
LMI Aerospace Inc
LMIA
$288K ﹤0.01%
19,571
-2,399
-11% -$32.5K
UCTT
3111
Ultra Clean Holdings
UCTT
$3.9B
$287K ﹤0.01%
28,658
+1,558
+6% +$14K
EBSB
3112
DELISTED
Meridian Bancorp, Inc.
EBSB
$287K ﹤0.01%
31,165
-177
-0.6% -$1.62K
ATX
3113
DELISTED
COSTA INC CL A
ATX
$287K ﹤0.01%
+13,199
New +$275K
IJR icon
3114
iShares Core S&P Small-Cap ETF
IJR
$110B
$286K ﹤0.01%
+5,238
New +$274K
AIXG
3115
DELISTED
Aixtron SE
AIXG
$286K ﹤0.01%
19,678
+1,705
+9% +$24.1K
HTWR
3116
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$285K ﹤0.01%
3,035
-1,170
-28% -$99K
ARUN
3117
DELISTED
ARUBA NETWORKS, INC.
ARUN
$284K ﹤0.01%
15,841
-3,507
-18% -$63.1K
AEM icon
3118
Agnico Eagle Mines
AEM
$73B
$282K ﹤0.01%
10,678
+2,085
+24% +$56K
AMNB
3119
DELISTED
American National Bankshares Inc
AMNB
$282K ﹤0.01%
10,754
-24
-0.2% -$572
PFBC icon
3120
Preferred Bank
PFBC
$1.23B
$281K ﹤0.01%
+13,999
New +$276K
ZIGO
3121
DELISTED
ZYGO CORP
ZIGO
$281K ﹤0.01%
19,007
-280
-1% -$4.26K
BBDC icon
3122
Barings BDC
BBDC
$868M
$280K ﹤0.01%
10,119
-4,553
-31% -$132K
AVEO
3123
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
$280K ﹤0.01%
15,321
-1,850
-11% -$37K
GSH
3124
DELISTED
Guangshen Railway Co. Ltd
GSH
$280K ﹤0.01%
12,140
-170
-1% -$4.3K
PEOP
3125
DELISTED
PEOPLES FED BANCSHARES INC COM STK (MD)
PEOP
$279K ﹤0.01%
15,755
-979
-6% -$17.1K
123 124
125
126 127

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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
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
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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.