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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
AOI
2501
DELISTED
Alliance One International
AOI
$872K ﹤0.01%
28,589
-9,970
-26% -$298K
COHR icon
2502
Coherent
COHR
$47.6B
$871K ﹤0.01%
49,571
-152,375
-75% -$2.6M
EGY icon
2503
Vaalco Energy
EGY
$540M
$870K ﹤0.01%
126,341
+8,966
+8% +$53.7K
AVAV icon
2504
AeroVironment
AVAV
$7.91B
$868K ﹤0.01%
29,786
+1,495
+5% +$40.2K
SMCI icon
2505
Super Micro Computer
SMCI
$18.4B
$867K ﹤0.01%
505,480
+21,900
+5% +$33.1K
C.PRC.CL
2506
DELISTED
Citigroup Inc.
C.PRC.CL
$866K ﹤0.01%
40,753
-9,954
-20% -$209K
PIKE
2507
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
$866K ﹤0.01%
81,972
+24,628
+43% +$257K
JPM.PRD.CL
2508
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$865K ﹤0.01%
42,035
-5,124
-11% -$107K
AMWD
2509
DELISTED
American Woodmark
AMWD
$863K ﹤0.01%
21,841
+1,891
+9% +$65.6K
RNET
2510
DELISTED
RigNet, Inc.
RNET
$863K ﹤0.01%
17,999
+6,430
+56% +$262K
BIRT
2511
DELISTED
Actuate Corp
BIRT
$862K ﹤0.01%
111,835
+23,236
+26% +$178K
GWRE icon
2512
Guidewire Software
GWRE
$13.3B
$861K ﹤0.01%
17,550
-865
-5% -$40.8K
NPSP
2513
DELISTED
NPS PHARMACEUTICALS INC
NPSP
$861K ﹤0.01%
28,351
-15,740
-36% -$433K
BRLI
2514
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$859K ﹤0.01%
33,626
+151
+0.5% +$4.65K
GEOS icon
2515
Geospace Technologies
GEOS
$88.4M
$858K ﹤0.01%
9,067
-448
-5% -$41.2K
SHYF
2516
DELISTED
The Shyft Group
SHYF
$858K ﹤0.01%
128,076
+8,925
+7% +$58.5K
CPF icon
2517
Central Pacific Financial
CPF
$1.02B
$856K ﹤0.01%
42,652
-1,457
-3% -$27.4K
OCFC icon
2518
OceanFirst Financial
OCFC
$1.74B
$856K ﹤0.01%
49,983
+46
+0.1% +$814
SMA
2519
DELISTED
SYMMETRY MEDICAL INC
SMA
$855K ﹤0.01%
84,864
-26
-0% -$226
SLF icon
2520
Sun Life Financial
SLF
$46.6B
$853K ﹤0.01%
24,139
-696
-3% -$23.7K
VICR icon
2521
Vicor
VICR
$8.76B
$849K ﹤0.01%
63,301
-5,364
-8% -$53.4K
FINL
2522
DELISTED
Finish Line
FINL
$849K ﹤0.01%
30,140
+1,419
+5% +$36.2K
CASS icon
2523
Cass Information Systems
CASS
$720M
$847K ﹤0.01%
16,592
-419
-2% -$18.7K
FISI icon
2524
Financial Institutions
FISI
$830M
$847K ﹤0.01%
34,273
-1,340
-4% -$31.2K
SNEX icon
2525
StoneX
SNEX
$8.99B
$847K ﹤0.01%
231,827
+6,019
+3% +$24.1K
99 100
101
102 103

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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.