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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
PDT
2551
John Hancock Premium Dividend Fund
PDT
$637M
$814K ﹤0.01%
70,139
+31,443
+81% +$376K
BDBD
2552
DELISTED
BOULDER BRANDS INC
BDBD
$814K ﹤0.01%
51,317
-4,879
-9% -$75.7K
GSJ.CL
2553
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
$814K ﹤0.01%
32,263
-1,260
-4% -$31.9K
NFBK
2554
DELISTED
Northfield Bancorp
NFBK
$812K ﹤0.01%
61,481
+2,233
+4% +$28.4K
LOGM
2555
DELISTED
LogMein, Inc.
LOGM
$812K ﹤0.01%
24,195
+1,977
+9% +$63.2K
SPNC
2556
DELISTED
Spectranetics Corp
SPNC
$812K ﹤0.01%
32,473
-937
-3% -$20.1K
RGR icon
2557
Sturm, Ruger & Co
RGR
$611M
$811K ﹤0.01%
11,096
+433
+4% +$30.5K
PRO
2558
DELISTED
PROS Holdings
PRO
$810K ﹤0.01%
20,312
+994
+5% +$35.7K
SRI icon
2559
Stoneridge
SRI
$208M
$810K ﹤0.01%
63,509
+21,758
+52% +$270K
UBNK
2560
DELISTED
UNITIED FINANCIAL BANCORP INC
UBNK
$810K ﹤0.01%
42,888
-494
-1% -$8.68K
CEA
2561
DELISTED
China Eastern Airlines
CEA
$807K ﹤0.01%
41,931
-2,183
-5% -$39.7K
HF
2562
DELISTED
HFF Inc.
HF
$805K ﹤0.01%
31,923
-231
-0.7% -$5.47K
MCHI icon
2563
iShares MSCI China ETF
MCHI
$6.16B
$803K ﹤0.01%
16,648
-19,744
-54% -$941K
HLIO icon
2564
Helios Technologies
HLIO
$2.56B
$801K ﹤0.01%
19,607
-367
-2% -$14.5K
CALX icon
2565
Calix
CALX
$2.34B
$800K ﹤0.01%
82,970
-1,466
-2% -$15.7K
VWTR
2566
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$800K ﹤0.01%
34,625
-183
-0.5% -$4.29K
OTTR icon
2567
Otter Tail
OTTR
$3.93B
$796K ﹤0.01%
27,188
-14,295
-34% -$416K
EZPW icon
2568
Ezcorp Inc
EZPW
$1.85B
$794K ﹤0.01%
67,924
+3,512
+5% +$46.6K
PEGA icon
2569
Pegasystems
PEGA
$4.85B
$793K ﹤0.01%
64,512
+2,976
+5% +$32.6K
OPY icon
2570
Oppenheimer Holdings
OPY
$1.2B
$791K ﹤0.01%
31,917
+232
+0.7% +$4.88K
GAME
2571
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$791K ﹤0.01%
172,603
+69,955
+68% +$300K
ATRO icon
2572
Astronics
ATRO
$3.37B
$789K ﹤0.01%
33,878
-8,261
-20% -$181K
AX icon
2573
Axos Financial
AX
$5.64B
$786K ﹤0.01%
40,080
-1,328
-3% -$23.9K
HT
2574
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$784K ﹤0.01%
35,171
+5,500
+19% +$125K
FLWS icon
2575
1-800-Flowers.com
FLWS
$254M
$781K ﹤0.01%
144,328
-2,405
-2% -$12.2K
101 102
103
104 105

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AF
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MCM
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PSUF
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IA
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SCC
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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.