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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
EPOL icon
3226
iShares MSCI Poland ETF
EPOL
$669M
$215K ﹤0.01%
+7,243
New +$221K
IGI
3227
Western Asset Investment Grade Defined Opportunity Trust
IGI
$94.9M
$215K ﹤0.01%
+10,643
New +$211K
PSA.PRQ
3228
DELISTED
PUBLIC STORAGE DEPOSITARY SHS REPSTG 1/1000TH PFD SHS
PSA.PRQ
$215K ﹤0.01%
9,182
-358
-4% -$8.79K
PSA.PRP
3229
DELISTED
PUBLIC STORAGE DEPOSITARY SHS RPSTG % CUMV PFD SHS SER P
PSA.PRP
$215K ﹤0.01%
9,043
-336
-4% -$8.33K
PSB.PRS.CL
3230
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$215K ﹤0.01%
9,844
-356
-3% -$7.92K
OPK icon
3231
Opko Health
OPK
$921M
$213K ﹤0.01%
25,254
+1,335
+6% +$13.5K
KIM.PRK.CL
3232
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$213K ﹤0.01%
10,822
-409
-4% -$8.23K
RATE
3233
DELISTED
Bankrate Inc
RATE
$213K ﹤0.01%
11,894
-1,288
-10% -$24.9K
LCUT icon
3234
Lifetime Brands
LCUT
$198M
$212K ﹤0.01%
13,493
+1,086
+9% +$16.4K
JRI icon
3235
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$211K ﹤0.01%
12,595
-474
-4% -$8.56K
KTOS icon
3236
Kratos Defense & Security Solutions
KTOS
$8.88B
$211K ﹤0.01%
27,462
+3,704
+16% +$27.9K
BBT.PRD.CL
3237
DELISTED
BB&T CORPORATION Depositary Shares, representing 1/1,000th interest in a share of Series D Non-Cumul
BBT.PRD.CL
$211K ﹤0.01%
9,836
-352
-3% -$7.63K
SQNM
3238
DELISTED
SEQUENOM INC NEW
SQNM
$211K ﹤0.01%
90,341
-19,441
-18% -$46.1K
JMI
3239
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
$211K ﹤0.01%
+15,138
New +$185K
C.PRK
3240
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$211K ﹤0.01%
+8,327
New +$209K
INN
3241
Summit Hotel Properties
INN
$761M
$210K ﹤0.01%
23,332
+9,585
+70% +$86.3K
MS.PRE icon
3242
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$210K ﹤0.01%
+8,060
New +$209K
MXL icon
3243
MaxLinear
MXL
$6.49B
$210K ﹤0.01%
20,148
+1,292
+7% +$11.1K
NVEC icon
3244
NVE Corp
NVEC
$569M
$210K ﹤0.01%
+3,611
New +$196K
BHL
3245
DELISTED
Blackrock Defined Opp Crt Tr
BHL
$210K ﹤0.01%
15,442
-490
-3% -$6.72K
SCLN
3246
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$209K ﹤0.01%
41,553
-2,773
-6% -$13.3K
VRNG
3247
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
$209K ﹤0.01%
7,047
-2,257
-24% -$65.9K
BXMT icon
3248
Blackstone Mortgage Trust
BXMT
$2.82B
$208K ﹤0.01%
+7,662
New +$196K
C.PRJ
3249
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$208K ﹤0.01%
+8,005
New +$207K
CHFN
3250
DELISTED
Charter Financial Corp
CHFN
$207K ﹤0.01%
19,247
-128
-0.7% -$1.38K
128 129
130
131 132

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.