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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
ALR
2301
DELISTED
AlerisLife Inc
ALR
$1.15M ﹤0.01%
20,972
-655
-3% -$33.2K
UBA
2302
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.14M ﹤0.01%
61,979
+6,406
+12% +$123K
IPI icon
2303
Intrepid Potash
IPI
$474M
$1.14M ﹤0.01%
7,215
-335
-4% -$52K
NMA
2304
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$1.14M ﹤0.01%
93,640
+24,709
+36% +$301K
WLT
2305
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$1.14M ﹤0.01%
68,517
+12,346
+22% +$193K
LNN icon
2306
Lindsay Corp
LNN
$1.17B
$1.14M ﹤0.01%
13,739
-1,028
-7% -$80.1K
XXIA
2307
DELISTED
Ixia
XXIA
$1.14M ﹤0.01%
85,332
+498
+0.6% +$6.93K
COF.PRP.CL
2308
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.13M ﹤0.01%
52,182
-843
-2% -$18.3K
NQM
2309
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
$1.13M ﹤0.01%
83,758
+28,293
+51% +$379K
BERY
2310
DELISTED
Berry Global Group, Inc.
BERY
$1.13M ﹤0.01%
+51,594
New +$981K
FBRC
2311
DELISTED
FBR & Co. Common Stock
FBRC
$1.13M ﹤0.01%
42,712
+12,331
+41% +$332K
ZVO
2312
DELISTED
Zovio Inc. Common Stock
ZVO
$1.13M ﹤0.01%
63,574
+3,374
+6% +$61K
EBF icon
2313
Ennis
EBF
$554M
$1.12M ﹤0.01%
63,468
-71
-0.1% -$1.27K
HAYN
2314
DELISTED
Haynes International, Inc.
HAYN
$1.12M ﹤0.01%
20,335
-662
-3% -$34.6K
DNKN
2315
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.12M ﹤0.01%
23,264
-5,753
-20% -$273K
YELP icon
2316
Yelp
YELP
$1.51B
$1.12M ﹤0.01%
16,222
+554
+4% +$36.7K
FWLT
2317
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
$1.12M ﹤0.01%
33,876
-30,996
-48% -$907K
CNS icon
2318
Cohen & Steers
CNS
$4.24B
$1.12M ﹤0.01%
27,891
+595
+2% +$22.9K
UTI icon
2319
Universal Technical Institute
UTI
$2.15B
$1.12M ﹤0.01%
80,261
+5,616
+8% +$74.6K
TIP icon
2320
iShares TIPS Bond ETF
TIP
$14.5B
$1.11M ﹤0.01%
10,149
-75,171
-88% -$8.39M
GMK
2321
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$1.11M ﹤0.01%
36,438
+739
+2% +$20.1K
NQU
2322
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.11M ﹤0.01%
90,445
-31,841
-26% -$391K
VTA
2323
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.1M ﹤0.01%
85,665
+24,457
+40% +$309K
RWR icon
2324
State Street SPDR Dow Jones REIT ETF
RWR
$1.91B
$1.1M ﹤0.01%
15,453
-512,501
-97% -$37.7M
TR icon
2325
Tootsie Roll Industries
TR
$2.94B
$1.1M ﹤0.01%
49,658
-7,804
-14% -$169K
91 92
93
94 95

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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.