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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
ALJ
2826
DELISTED
Alon USA Energy Inc
ALJ
$527K ﹤0.01%
31,832
+7,174
+29% +$90.7K
CLNY
2827
DELISTED
Colony Capital, Inc.
CLNY
$527K ﹤0.01%
25,971
+2,065
+9% +$41.6K
DS
2828
DELISTED
Drive Shack Inc.
DS
$525K ﹤0.01%
101,074
-86,502
-46% -$435K
QLGC
2829
DELISTED
QLOGIC CORP
QLGC
$525K ﹤0.01%
44,366
-11,111
-20% -$129K
MNR
2830
DELISTED
Monmouth Real Estate Investment Corp
MNR
$525K ﹤0.01%
57,770
+17,567
+44% +$160K
CYOU
2831
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$524K ﹤0.01%
16,350
-3,890
-19% -$123K
LABL
2832
DELISTED
Multi-Color Corp
LABL
$524K ﹤0.01%
13,897
+2,359
+20% +$84.9K
REXX
2833
DELISTED
Rex Energy Corporation
REXX
$523K ﹤0.01%
2,654
-213
-7% -$43.9K
HCKT icon
2834
Hackett Group
HCKT
$268M
$522K ﹤0.01%
84,011
+19,000
+29% +$123K
MWR.CL
2835
DELISTED
MORGAN STANLEY CAPITAL TRUST III
MWR.CL
$522K ﹤0.01%
21,750
-907
-4% -$21.9K
SJR
2836
DELISTED
Shaw Communications Inc.
SJR
$521K ﹤0.01%
21,397
+1,982
+10% +$46.9K
SUPX
2837
DELISTED
SUPERTEX INC
SUPX
$521K ﹤0.01%
20,814
+679
+3% +$16.9K
PGH
2838
DELISTED
Pengrowth Energy Corporation
PGH
$519K ﹤0.01%
83,734
+4,630
+6% +$29.1K
MIND icon
2839
MIND Technology
MIND
$44.8M
$518K ﹤0.01%
2,927
+352
+14% +$57.8K
BEAT
2840
DELISTED
BioTelemetry, Inc.
BEAT
$518K ﹤0.01%
+65,284
New +$609K
MLNX
2841
DELISTED
Mellanox Technologies, Ltd.
MLNX
$516K ﹤0.01%
12,915
+6,693
+108% +$255K
AVG
2842
DELISTED
AVG Technologies N.V.
AVG
$516K ﹤0.01%
29,993
+3,818
+15% +$74.3K
ONTO icon
2843
Onto Innovation
ONTO
$11.5B
$515K ﹤0.01%
27,041
+4,461
+20% +$78.3K
ORA icon
2844
Ormat Technologies
ORA
$6.01B
$514K ﹤0.01%
18,880
-279
-1% -$7.37K
SRGA
2845
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$510K ﹤0.01%
4,800
+223
+5% +$21.6K
DFT
2846
DELISTED
DuPont Fabros Technology Inc.
DFT
$508K ﹤0.01%
20,577
-2,214
-10% -$53.9K
IND.CL
2847
DELISTED
ING GROEP N.V.% ING PERPETUAL DEBT SECS
IND.CL
$508K ﹤0.01%
20,147
-825
-4% -$20.6K
COHU icon
2848
Cohu
COHU
$1.98B
$506K ﹤0.01%
48,171
+8,463
+21% +$85.7K
SKUL
2849
DELISTED
SKULLCANDY INC
SKUL
$505K ﹤0.01%
70,084
+10,480
+18% +$63.9K
NQS
2850
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$505K ﹤0.01%
40,750
-17,015
-29% -$210K
112 113
114
115 116

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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.