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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
LSCC icon
2426
Lattice Semiconductor
LSCC
$16.4B
$977K ﹤0.01%
178,020
+1,778
+1% +$9.2K
VSAT icon
2427
Viasat
VSAT
$10.1B
$977K ﹤0.01%
15,596
-413
-3% -$26K
ETP
2428
DELISTED
Energy Transfer Partners, L.P.
ETP
$977K ﹤0.01%
25,896
+1,960
+8% +$67.6K
EXPR
2429
DELISTED
Express, Inc.
EXPR
$976K ﹤0.01%
2,614
+805
+44% +$354K
UAM
2430
DELISTED
Universal American Corp
UAM
$976K ﹤0.01%
133,715
+17,864
+15% +$133K
MCRI icon
2431
Monarch Casino & Resort
MCRI
$2.2B
$969K ﹤0.01%
48,269
+16,109
+50% +$302K
OIA icon
2432
Invesco Municipal Income Opportunities Trust
OIA
$293M
$966K ﹤0.01%
155,822
+74,220
+91% +$457K
ZWS icon
2433
Zurn Elkay Water Solutions
ZWS
$8.23B
$964K ﹤0.01%
74,130
+39,428
+114% +$445K
ARO
2434
DELISTED
Aeropostale Inc
ARO
$964K ﹤0.01%
106,006
+12,688
+14% +$116K
ARII
2435
DELISTED
American Railcar Industries, Inc.
ARII
$962K ﹤0.01%
21,021
-2,926
-12% -$125K
STFC
2436
DELISTED
State Auto Financial Corp
STFC
$959K ﹤0.01%
45,163
-21
-0% -$423
ZEUS
2437
DELISTED
Olympic Steel
ZEUS
$958K ﹤0.01%
33,060
-150
-0.5% -$4.2K
ATE
2438
DELISTED
Advantest Corp
ATE
$957K ﹤0.01%
78,103
+20,537
+36% +$250K
BBRG
2439
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$956K ﹤0.01%
58,736
+6,913
+13% +$107K
SKH
2440
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
$955K ﹤0.01%
198,639
+56,108
+39% +$261K
KNM
2441
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$954K ﹤0.01%
41,562
+1,645
+4% +$39.9K
SENEA icon
2442
Seneca Foods Class A
SENEA
$1.15B
$953K ﹤0.01%
29,883
+1,499
+5% +$45.5K
USCR
2443
DELISTED
U S Concrete, Inc.
USCR
$953K ﹤0.01%
42,096
+22,472
+115% +$489K
GOGO icon
2444
Gogo Inc
GOGO
$550M
$951K ﹤0.01%
+38,305
New +$886K
SEAC
2445
DELISTED
Seachange International Inc
SEAC
$951K ﹤0.01%
3,909
+289
+8% +$76.3K
TI
2446
DELISTED
Telecom Italia
TI
$951K ﹤0.01%
95,519
+19,191
+25% +$179K
TECUA
2447
DELISTED
TECUMSEH PRODUCTS CO CL-A
TECUA
$948K ﹤0.01%
104,762
+21,976
+27% +$199K
MUS
2448
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$948K ﹤0.01%
79,938
+39,123
+96% +$466K
SUBC
2449
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$947K ﹤0.01%
48,915
+1,465
+3% +$28.4K
CGG
2450
DELISTED
CGG
CGG
$941K ﹤0.01%
1,696
+3
+0.2% +$1.97K
96 97
98
99 100

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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.