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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
CUBE icon
2026
CubeSmart
CUBE
$9.64B
$1.61M ﹤0.01%
101,005
+7,630
+8% +$131K
MUB icon
2027
iShares National Muni Bond ETF
MUB
$45.3B
$1.6M ﹤0.01%
15,475
+4,499
+41% +$469K
ATMI
2028
DELISTED
A T M I INC
ATMI
$1.6M ﹤0.01%
53,134
+429
+0.8% +$12.2K
IWN icon
2029
iShares Russell 2000 Value ETF
IWN
$14.4B
$1.6M ﹤0.01%
16,122
+432
+3% +$41.3K
POWL icon
2030
Powell Industries
POWL
$6.93B
$1.6M ﹤0.01%
71,751
+4,098
+6% +$88.4K
CBZ icon
2031
CBIZ
CBZ
$2.95B
$1.6M ﹤0.01%
175,369
+43,186
+33% +$364K
OLN icon
2032
Olin
OLN
$2.5B
$1.6M ﹤0.01%
55,435
-366
-0.7% -$9.09K
LNCE
2033
DELISTED
Snyders-Lance, Inc.
LNCE
$1.6M ﹤0.01%
55,733
+7,001
+14% +$200K
MATX icon
2034
Matsons
MATX
$6.09B
$1.59M ﹤0.01%
60,948
+15,447
+34% +$397K
CODE
2035
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$1.59M ﹤0.01%
114,577
-12,085
-10% -$148K
KBAL
2036
DELISTED
Kimball International
KBAL
$1.59M ﹤0.01%
135,348
+3,299
+2% +$33.1K
AAWW
2037
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$1.58M ﹤0.01%
38,512
+73
+0.2% +$2.98K
CLD
2038
DELISTED
Cloud Peak Energy Inc
CLD
$1.58M ﹤0.01%
87,879
-4,829
-5% -$78.6K
HOV icon
2039
Hovnanian Enterprises
HOV
$787M
$1.58M ﹤0.01%
9,542
-1,835
-16% -$240K
JRN
2040
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
$1.58M ﹤0.01%
169,596
+696
+0.4% +$6.1K
STWD icon
2041
Starwood Property Trust
STWD
$6.15B
$1.58M ﹤0.01%
70,566
+35,212
+100% +$745K
AKO.B icon
2042
Embotelladora Andina Series B
AKO.B
$4.69B
$1.57M ﹤0.01%
55,730
+8,097
+17% +$253K
LMOS
2043
DELISTED
Lumos Networks Corp
LMOS
$1.57M ﹤0.01%
74,905
+25,282
+51% +$558K
SFY
2044
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$1.57M ﹤0.01%
116,060
+9,154
+9% +$121K
CCOI icon
2045
Cogent Communications
CCOI
$618M
$1.56M ﹤0.01%
38,672
+1,233
+3% +$44.9K
NAT icon
2046
Nordic American Tanker
NAT
$1.37B
$1.56M ﹤0.01%
164,697
+52,832
+47% +$437K
RH icon
2047
RH
RH
$3.38B
$1.56M ﹤0.01%
23,191
+17,039
+277% +$1.17M
TG icon
2048
Tredegar Corp
TG
$258M
$1.56M ﹤0.01%
54,132
-154
-0.3% -$4.11K
GOV
2049
DELISTED
Government Properties Income Trust
GOV
$1.56M ﹤0.01%
62,793
+12,472
+25% +$307K
ELME
2050
Elme Communities
ELME
$142M
$1.56M ﹤0.01%
66,675
+26,530
+66% +$655K
80 81
82
83 84

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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.