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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
GEB.CL
2876
DELISTED
General Electric Capital Corp
GEB.CL
$482K ﹤0.01%
23,595
-954
-4% -$20K
ANAD
2877
DELISTED
ANADIGICS INC
ANAD
$482K ﹤0.01%
261,954
+82,477
+46% +$158K
CZZ
2878
DELISTED
Cosan Limited
CZZ
$480K ﹤0.01%
35,008
-9,979
-22% -$149K
NATR icon
2879
Nature's Sunshine
NATR
$362M
$479K ﹤0.01%
27,659
+5,987
+28% +$110K
GEH.CL
2880
DELISTED
General Electric Capital Corp.
GEH.CL
$479K ﹤0.01%
23,595
-951
-4% -$20K
SPDC
2881
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
$479K ﹤0.01%
102,668
+20,023
+24% +$76K
FLIC
2882
DELISTED
First of Long Island Corp
FLIC
$478K ﹤0.01%
25,079
+2,052
+9% +$37K
IRDM icon
2883
Iridium Communications
IRDM
$4.87B
$478K ﹤0.01%
76,451
+534
+0.7% +$3.23K
NXP icon
2884
Nuveen Select Tax-Free Income Portfolio
NXP
$897M
$478K ﹤0.01%
37,106
+21,551
+139% +$276K
VKI icon
2885
Invesco Advantage Municipal Income Trust II
VKI
$396M
$478K ﹤0.01%
45,463
+8,049
+22% +$83.4K
SREV
2886
DELISTED
ServiceSource International, Inc.
SREV
$478K ﹤0.01%
57,042
-2,705
-5% -$27.2K
ZLTQ
2887
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$478K ﹤0.01%
25,295
+415
+2% +$5.93K
ODC icon
2888
Oil-Dri
ODC
$1.43B
$476K ﹤0.01%
25,170
+604
+2% +$11K
FN icon
2889
Fabrinet
FN
$16.9B
$475K ﹤0.01%
23,093
-1,684
-7% -$31.2K
MHO icon
2890
M/I Homes
MHO
$3.81B
$475K ﹤0.01%
18,666
-3,445
-16% -$72.8K
BWP
2891
DELISTED
Boardwalk Pipeline Partners
BWP
$475K ﹤0.01%
18,603
-657
-3% -$18.3K
GEK.CL
2892
DELISTED
General Electric Capital Corp.
GEK.CL
$475K ﹤0.01%
24,446
-936
-4% -$18.7K
MCGC
2893
DELISTED
MCG CAP CORP
MCGC
$474K ﹤0.01%
107,693
-16,056
-13% -$76.8K
CIA icon
2894
Citizens
CIA
$248M
$473K ﹤0.01%
54,031
+2,553
+5% +$22.1K
EMCI
2895
DELISTED
EMC INS Group Inc
EMCI
$470K ﹤0.01%
23,009
-19
-0.1% -$399
KVHI icon
2896
KVH Industries
KVHI
$181M
$469K ﹤0.01%
36,001
-1,120
-3% -$15.2K
PENN icon
2897
PENN Entertainment
PENN
$2.83B
$469K ﹤0.01%
32,728
-99,369
-75% -$1.37M
BSFT
2898
DELISTED
BroadSoft, Inc.
BSFT
$469K ﹤0.01%
17,175
-6,869
-29% -$203K
ALSN icon
2899
Allison Transmission
ALSN
$10.1B
$468K ﹤0.01%
+16,950
New +$439K
VOLC
2900
DELISTED
VOLCANO CORPORATION COM STK
VOLC
$468K ﹤0.01%
21,409
-880
-4% -$19.5K
114 115
116
117 118

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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.