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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
SRDX
2401
DELISTED
Surmodics
SRDX
$1.01M ﹤0.01%
41,434
+952
+2% +$22.4K
LBAI
2402
DELISTED
Lakeland Bancorp Inc
LBAI
$1.01M ﹤0.01%
85,674
+4,351
+5% +$49.3K
FRM
2403
DELISTED
FURMANITE CORPORATION COM
FRM
$1.01M ﹤0.01%
94,864
-14,238
-13% -$151K
GIFI
2404
DELISTED
Gulf Island Fabrication
GIFI
$1M ﹤0.01%
43,277
-3,075
-7% -$75.7K
PKY
2405
DELISTED
Parkway, Inc.
PKY
$1M ﹤0.01%
51,972
+4,035
+8% +$72.4K
WW
2406
DELISTED
WW International
WW
$1M ﹤0.01%
30,436
-28,326
-48% -$988K
HZNP
2407
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1M ﹤0.01%
131,436
+2,065
+2% +$11.1K
PT
2408
DELISTED
PORTUGAL TELECOM SGPS, S.A.
PT
$1M ﹤0.01%
231,831
+47,360
+26% +$213K
MSFG
2409
DELISTED
MainSource Financial Group Inc
MSFG
$997K ﹤0.01%
55,318
-2,135
-4% -$34.9K
BBT
2410
Beacon Financial Corp
BBT
$2.51B
$992K ﹤0.01%
36,362
+72
+0.2% +$1.87K
OLP
2411
One Liberty Properties
OLP
$547M
$992K ﹤0.01%
49,286
+6,754
+16% +$140K
SNBR
2412
DELISTED
Sleep Number
SNBR
$991K ﹤0.01%
46,984
+7,305
+18% +$153K
AVNW icon
2413
Aviat Networks
AVNW
$264M
$988K ﹤0.01%
72,886
+753
+1% +$9.92K
OMN
2414
DELISTED
OMNOVA Solutions Inc.
OMN
$988K ﹤0.01%
108,466
+14,540
+15% +$125K
GLDD
2415
DELISTED
Great Lakes Dredge & Dock
GLDD
$986K ﹤0.01%
107,176
-713
-0.7% -$5.97K
IPGP icon
2416
IPG Photonics
IPGP
$3.57B
$985K ﹤0.01%
12,697
-4,025
-24% -$274K
EPIQ
2417
DELISTED
EPIQ SYSTEMS INC
EPIQ
$983K ﹤0.01%
60,763
-288
-0.5% -$4.37K
NTK
2418
DELISTED
NORTEK INC COM NEW (DE)
NTK
$983K ﹤0.01%
13,172
+34
+0.3% +$2.42K
ACCO icon
2419
Acco Brands
ACCO
$401M
$982K ﹤0.01%
146,085
-23,703
-14% -$151K
UMC icon
2420
United Microelectronic
UMC
$43.6B
$982K ﹤0.01%
481,613
+9,095
+2% +$18.4K
ACET
2421
DELISTED
Aceto Corp
ACET
$982K ﹤0.01%
39,268
-6,249
-14% -$120K
UGP icon
2422
Ultrapar
UGP
$6.74B
$981K ﹤0.01%
82,944
+2,166
+3% +$27.5K
VER
2423
DELISTED
VEREIT, Inc.
VER
$980K ﹤0.01%
15,249
-2,270
-13% -$147K
WSO icon
2424
Watsco Inc
WSO
$15.1B
$979K ﹤0.01%
10,192
-5,623
-36% -$534K
SNDA icon
2425
Sonida Senior Living
SNDA
$2.04B
$978K ﹤0.01%
2,717
-210
-7% -$70K
95 96
97
98 99

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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.