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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
KKD
2676
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$664K ﹤0.01%
34,423
-3,155
-8% -$71.2K
LPL icon
2677
LG Display
LPL
$2.94B
$662K ﹤0.01%
54,533
-9,297
-15% -$107K
WT icon
2678
WisdomTree
WT
$2.95B
$662K ﹤0.01%
37,394
+26,544
+245% +$378K
TUC
2679
DELISTED
MAC-GRAY CORP
TUC
$662K ﹤0.01%
31,198
+19,125
+158% +$386K
IIP
2680
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$662K ﹤0.01%
88,083
+1,099
+1% +$8.26K
SPOK icon
2681
Spok Holdings
SPOK
$229M
$661K ﹤0.01%
46,297
-1,645
-3% -$23.8K
CSII
2682
DELISTED
Cardiovascular Systems, Inc.
CSII
$660K ﹤0.01%
19,254
+4,084
+27% +$119K
ACAD icon
2683
Acadia Pharmaceuticals
ACAD
$4.44B
$659K ﹤0.01%
26,389
-7,028
-21% -$166K
IRE
2684
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$659K ﹤0.01%
45,749
+16,208
+55% +$228K
AAMC
2685
DELISTED
Altisource Asset Management Corp
AAMC
$656K ﹤0.01%
1,199
-996
-45% -$425K
STCN
2686
DELISTED
Steel Connect, Inc. Common Stock
STCN
$654K ﹤0.01%
12,254
-3,654
-23% -$136K
ADC icon
2687
Agree Realty
ADC
$9.71B
$653K ﹤0.01%
22,514
+2,546
+13% +$76.6K
ASR icon
2688
Grupo Aeroportuario del Sureste
ASR
$8.12B
$653K ﹤0.01%
5,240
+1,045
+25% +$129K
GPX
2689
DELISTED
GP Strategies Corp.
GPX
$653K ﹤0.01%
21,926
-176
-0.8% -$4.94K
PGTI
2690
DELISTED
PGT, Inc.
PGTI
$652K ﹤0.01%
64,441
+21,609
+50% +$214K
WIW
2691
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$508M
$648K ﹤0.01%
57,511
-69,282
-55% -$796K
ANH
2692
DELISTED
Anworth Mortgage Asset Corporation
ANH
$648K ﹤0.01%
153,954
+23,334
+18% +$105K
BELFB
2693
Bel Fuse Inc Class B
BELFB
$3.59B
$646K ﹤0.01%
30,299
-1,827
-6% -$37.1K
CSG
2694
DELISTED
CHAMBERS STR PPTYS COM
CSG
$646K ﹤0.01%
84,391
+64,723
+329% +$551K
CIVI
2695
DELISTED
Civitas Resources
CIVI
$644K ﹤0.01%
133
+71
+115% +$381K
MMSI icon
2696
Merit Medical Systems
MMSI
$4.67B
$644K ﹤0.01%
40,932
+369
+0.9% +$5.6K
AGM icon
2697
Federal Agricultural Mortgage
AGM
$2.3B
$643K ﹤0.01%
18,787
+211
+1% +$7.29K
SBY
2698
DELISTED
Silver Bay Realty Trust Corp.
SBY
$643K ﹤0.01%
40,235
+1,114
+3% +$17.6K
ICLR icon
2699
Icon
ICLR
$13.9B
$641K ﹤0.01%
15,855
+1,128
+8% +$44.8K
RTEC
2700
DELISTED
Rudolph Technologies Inc
RTEC
$640K ﹤0.01%
54,492
-42
-0.1% -$458
106 107
108
109 110

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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
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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.