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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
DLR icon
1676
Digital Realty Trust
DLR
$70B
$2.44M 0.01%
49,619
-30,458
-38% -$1.51M
BRKL
1677
DELISTED
Brookline Bancorp
BRKL
$2.43M 0.01%
254,880
+18,753
+8% +$171K
BAS
1678
DELISTED
Basis Energy Services, Inc.
BAS
$2.43M 0.01%
270
+49
+22% +$406K
NC icon
1679
NACCO Industries
NC
$360M
$2.43M 0.01%
170,721
+2,403
+1% +$32.4K
JJSF icon
1680
J&J Snack Foods
JJSF
$1.49B
$2.42M 0.01%
27,363
+597
+2% +$50.4K
MTZ icon
1681
MasTec
MTZ
$23.2B
$2.42M 0.01%
73,877
-18,878
-20% -$598K
INCY icon
1682
Incyte
INCY
$25.6B
$2.42M 0.01%
47,716
+413
+0.9% +$18K
MUE
1683
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.41M 0.01%
199,569
+29,628
+17% +$359K
WABC icon
1684
Westamerica Bancorp
WABC
$1.39B
$2.41M 0.01%
42,673
-2,596
-6% -$138K
PLCM
1685
DELISTED
POLYCOM INC
PLCM
$2.41M 0.01%
214,336
+7,936
+4% +$85.6K
IQNT
1686
DELISTED
Inteliquent, Inc.
IQNT
$2.41M 0.01%
210,874
+120,818
+134% +$1.36M
NNI icon
1687
Nelnet
NNI
$4.94B
$2.4M 0.01%
57,010
-994
-2% -$41.9K
RJET
1688
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$2.4M 0.01%
224,117
+72,450
+48% +$787K
HTSI
1689
DELISTED
HARRIS TEETER SUPERMARKETS INC COM STK (NC)
HTSI
$2.4M 0.01%
48,541
+9,940
+26% +$491K
CCO icon
1690
Clear Channel Outdoor Holdings
CCO
$1.22B
$2.39M 0.01%
236,047
+1,230
+0.5% +$11.4K
BH icon
1691
Biglari Holdings Class B
BH
$1.25B
$2.38M 0.01%
7,599
+1,290
+20% +$364K
JNY
1692
DELISTED
JONES GROUP INC COM STK (PA)
JNY
$2.38M 0.01%
159,272
+2,599
+2% +$37.7K
DLB icon
1693
Dolby
DLB
$5.02B
$2.38M 0.01%
61,709
+16,443
+36% +$591K
FRED
1694
DELISTED
Fred's Inc
FRED
$2.38M 0.01%
128,654
+604
+0.5% +$10K
KFRC icon
1695
Kforce
KFRC
$1.08B
$2.38M 0.01%
116,058
+18,489
+19% +$355K
CTS icon
1696
CTS Corp
CTS
$1.77B
$2.37M 0.01%
119,157
+11,940
+11% +$213K
JFR icon
1697
Nuveen Floating Rate Income Fund
JFR
$1.23B
$2.37M 0.01%
198,634
+48,168
+32% +$574K
LFUS icon
1698
Littelfuse
LFUS
$10.6B
$2.37M 0.01%
25,482
+537
+2% +$45.2K
CYBX
1699
DELISTED
CYBERONICS INC
CYBX
$2.37M 0.01%
36,196
+13,585
+60% +$824K
UEIC icon
1700
Universal Electronics
UEIC
$58.9M
$2.36M 0.01%
61,902
+9,300
+18% +$347K
66 67
68
69 70

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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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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.