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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
DGIT
2351
DELISTED
DIGITAL GENERATION INC COM STK (DE)
DGIT
$1.07M ﹤0.01%
84,072
+11,797
+16% +$145K
LTM
2352
DELISTED
LIFE TIME FITNESS INC
LTM
$1.07M ﹤0.01%
22,746
-281
-1% -$13.4K
PHIIK
2353
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$1.06M ﹤0.01%
24,538
+304
+1% +$12.3K
NNBR icon
2354
NN Inc
NNBR
$261M
$1.06M ﹤0.01%
52,715
+16,529
+46% +$296K
CAS
2355
DELISTED
A M Castle & Co
CAS
$1.06M ﹤0.01%
72,033
-673
-0.9% -$9.78K
IDCC icon
2356
InterDigital
IDCC
$6.72B
$1.06M ﹤0.01%
36,042
-18,672
-34% -$633K
VCO
2357
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.06M ﹤0.01%
28,549
-604
-2% -$22.2K
WLY icon
2358
John Wiley & Sons Class A
WLY
$2.76B
$1.06M ﹤0.01%
19,247
+1,814
+10% +$91.7K
MSEX icon
2359
Middlesex Water
MSEX
$1.08B
$1.06M ﹤0.01%
50,627
-14,935
-23% -$316K
PMT
2360
PennyMac Mortgage Investment
PMT
$854M
$1.06M ﹤0.01%
46,185
+8,393
+22% +$190K
LTXB
2361
DELISTED
LegacyTexas Financial Group Inc
LTXB
$1.06M ﹤0.01%
38,610
+144
+0.4% +$3.37K
CDI
2362
DELISTED
CDI Corp.
CDI
$1.06M ﹤0.01%
57,146
+1,698
+3% +$27.6K
CIE
2363
DELISTED
Cobalt International Energy, Inc
CIE
$1.06M ﹤0.01%
4,288
-1,108
-21% -$346K
SIMG
2364
DELISTED
SILICON IMAGE INC
SIMG
$1.06M ﹤0.01%
172,043
+17,212
+11% +$92.8K
COBZ
2365
DELISTED
CoBiz Financial,Inc
COBZ
$1.06M ﹤0.01%
88,461
+659
+0.8% +$7.18K
AZTA icon
2366
Azenta
AZTA
$1.33B
$1.06M ﹤0.01%
100,763
+999
+1% +$9.88K
DBL
2367
DoubleLine Opportunistic Credit Fund
DBL
$278M
$1.06M ﹤0.01%
+47,354
New +$1.08M
WWD icon
2368
Woodward
WWD
$24.5B
$1.06M ﹤0.01%
23,167
+1,445
+7% +$60.4K
AEH.CL
2369
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.05M ﹤0.01%
45,048
-1,772
-4% -$42K
UTIW
2370
DELISTED
UTI WORLDWIDE INC
UTIW
$1.05M ﹤0.01%
60,073
-17
-0% -$268
HVB
2371
DELISTED
HUDSON VY HLDG CORP
HVB
$1.05M ﹤0.01%
51,858
+3,908
+8% +$75.5K
ENV
2372
DELISTED
ENVESTNET, INC.
ENV
$1.05M ﹤0.01%
26,179
+7,769
+42% +$283K
MCP
2373
DELISTED
MOLYCORP INC COM STK
MCP
$1.05M ﹤0.01%
187,530
+10,551
+6% +$55.7K
IIIN icon
2374
Insteel Industries
IIIN
$631M
$1.05M ﹤0.01%
46,228
+514
+1% +$9.27K
PERY
2375
DELISTED
Perry Ellis International Inc
PERY
$1.05M ﹤0.01%
66,249
+113
+0.2% +$1.92K
93 94
95
96 97

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NIPH
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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.