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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
TY icon
2776
TRI-Continental Corp
TY
$1.86B
$570K ﹤0.01%
28,532
-676
-2% -$13K
CLS icon
2777
Celestica
CLS
$38.7B
$569K ﹤0.01%
54,714
+5,312
+11% +$55.9K
FC icon
2778
Franklin Covey
FC
$251M
$569K ﹤0.01%
28,627
+1,317
+5% +$25.7K
ADAM
2779
Adamas Trust
ADAM
$784M
$569K ﹤0.01%
20,349
+8,745
+75% +$234K
FARM
2780
DELISTED
Farmer Brothers
FARM
$568K ﹤0.01%
24,410
+4,901
+25% +$93K
ECH icon
2781
iShares MSCI Chile ETF
ECH
$1B
$566K ﹤0.01%
11,903
-18,512
-61% -$904K
QMCO icon
2782
Quantum Corp
QMCO
$427M
$564K ﹤0.01%
2,939
-68
-2% -$13.9K
LRN icon
2783
Stride
LRN
$4.04B
$562K ﹤0.01%
25,823
-3,974
-13% -$82.8K
NOA
2784
North American Construction
NOA
$368M
$562K ﹤0.01%
+96,739
New +$550K
TCRT icon
2785
Alaunos Therapeutics
TCRT
$4.57M
$561K ﹤0.01%
862
+356
+70% +$212K
BHR
2786
Braemar Hotels & Resorts
BHR
$157M
$560K ﹤0.01%
+31,078
New +$608K
BIN
2787
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$560K ﹤0.01%
22,621
+1,842
+9% +$47.6K
PVR
2788
DELISTED
PVR PARTNERS L P COM UNIT REPTG LTD PARTNERSHIP INT
PVR
$560K ﹤0.01%
20,889
-1,028
-5% -$25.9K
DTSI
2789
DELISTED
DTS, Inc.
DTSI
$560K ﹤0.01%
23,439
+410
+2% +$8.79K
IQV icon
2790
IQVIA
IQV
$40.1B
$558K ﹤0.01%
12,044
-2,931
-20% -$128K
DSPG
2791
DELISTED
DSP Group Inc
DSPG
$558K ﹤0.01%
57,489
+1,460
+3% +$11.9K
FTNT icon
2792
Fortinet
FTNT
$111B
$557K ﹤0.01%
145,655
+12,815
+10% +$49.9K
WMAR
2793
DELISTED
West Marine Inc
WMAR
$555K ﹤0.01%
38,994
+21
+0.1% +$269
CPSS icon
2794
Consumer Portfolio Services
CPSS
$203M
$553K ﹤0.01%
58,852
+8,646
+17% +$62.2K
GEL icon
2795
Genesis Energy
GEL
$1.81B
$553K ﹤0.01%
10,528
+974
+10% +$49.3K
C.PRS
2796
DELISTED
CITIGROUP CAP IX 6.0% TR PFD
C.PRS
$553K ﹤0.01%
22,017
-913
-4% -$22.8K
WPZ
2797
DELISTED
Williams Partners L.P.
WPZ
$551K ﹤0.01%
10,341
+1,252
+14% +$61.2K
AVD icon
2798
American Vanguard Corp
AVD
$75.2M
$549K ﹤0.01%
22,590
+53
+0.2% +$1.43K
EXAR
2799
DELISTED
Exar Corporation
EXAR
$549K ﹤0.01%
46,567
+295
+0.6% +$3.64K
PHI icon
2800
PLDT
PHI
$4.31B
$548K ﹤0.01%
9,127
-5,068
-36% -$323K
110 111
112
113 114

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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.