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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
IPHI
3326
DELISTED
INPHI CORPORATION
IPHI
$138K ﹤0.01%
10,721
-14,628
-58% -$187K
BTA
3327
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$136K ﹤0.01%
13,330
+194
+1% +$1.99K
SRCI
3328
DELISTED
SRC Energy Inc
SRCI
$136K ﹤0.01%
14,726
+31
+0.2% +$305
GGS
3329
DELISTED
GLOBAL GEOPHYSICAL SERVICES, INC COM STK
GGS
$136K ﹤0.01%
84,746
+1,253
+2% +$2.5K
MHF
3330
Western Asset Municipal High Income Fund
MHF
$151M
$135K ﹤0.01%
20,097
+909
+5% +$6.12K
BPZ
3331
DELISTED
BPZ RESOURCES INC COM STK
BPZ
$133K ﹤0.01%
73,242
+48,104
+191% +$96.5K
CADX
3332
DELISTED
CADENCE PHARMACEUTICALS, INC COM STK
CADX
$133K ﹤0.01%
14,643
+666
+5% +$4.81K
MRIN
3333
DELISTED
Marin Software
MRIN
$132K ﹤0.01%
308
-23
-7% -$10.2K
IVAC
3334
DELISTED
Intevac Inc
IVAC
$132K ﹤0.01%
17,711
-3,762
-18% -$22.8K
ONE
3335
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$132K ﹤0.01%
+13,500
New +$122K
DMF
3336
DELISTED
BNY Mellon Municipal Income
DMF
$128K ﹤0.01%
15,155
-657
-4% -$5.5K
ARRY
3337
DELISTED
Array Biopharma Inc
ARRY
$127K ﹤0.01%
25,341
+172
+0.7% +$936
RXII
3338
DELISTED
GALENA BIOPHARMA INC COM
RXII
$124K ﹤0.01%
+24,910
New +$124K
AHRT
3339
AH Realty Trust
AHRT
$534M
$122K ﹤0.01%
+13,102
New +$129K
VVUS
3340
DELISTED
Vivus Inc
VVUS
$121K ﹤0.01%
1,332
-61
-4% -$5.89K
MNKD icon
3341
MannKind Corp
MNKD
$1.28B
$116K ﹤0.01%
4,467
-1,777
-28% -$45.2K
ECYT
3342
DELISTED
Endocyte, Inc. Common Stock
ECYT
$116K ﹤0.01%
10,867
-10,828
-50% -$120K
NPD
3343
DELISTED
CHINA NEPSTAR CHAIN DRUGSTORE LTD. COM
NPD
$115K ﹤0.01%
62,467
+44,560
+249% +$85.6K
FUBC
3344
DELISTED
1st United Bancorp (Florida)
FUBC
$115K ﹤0.01%
15,135
+558
+4% +$4.3K
CERS icon
3345
Cerus
CERS
$587M
$114K ﹤0.01%
17,597
-116
-0.7% -$729
MPX
3346
DELISTED
Marine Products Corp
MPX
$114K ﹤0.01%
11,298
+8
+0.1% +$73
ACFN
3347
DELISTED
Acorn Energy Inc
ACFN
$112K ﹤0.01%
27,553
+6,213
+29% +$23.2K
ASRT
3348
DELISTED
Assertio
ASRT
$110K ﹤0.01%
+174
New +$85.1K
RDI icon
3349
Reading International Class A
RDI
$32.9M
$109K ﹤0.01%
14,532
+2,171
+18% +$15K
WIFI
3350
DELISTED
Boingo Wireless, Inc.
WIFI
$107K ﹤0.01%
+16,684
New +$111K
132 133
134
135 136

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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
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.