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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
GSIG
2526
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$847K ﹤0.01%
75,393
+9,984
+15% +$104K
TREX icon
2527
Trex
TREX
$4.57B
$846K ﹤0.01%
85,056
+4,672
+6% +$38.2K
AVTA
2528
DELISTED
Avantax, Inc. Common Stock
AVTA
$846K ﹤0.01%
28,996
-11,899
-29% -$321K
TC
2529
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$846K ﹤0.01%
388,082
-9,690
-2% -$27.5K
HLSS
2530
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$844K ﹤0.01%
36,733
-1,331
-3% -$30.7K
FBC
2531
DELISTED
Flagstar Bancorp, Inc. New
FBC
$843K ﹤0.01%
42,971
-26,881
-38% -$456K
HTHT icon
2532
Huazhu Hotels Group
HTHT
$13.2B
$840K ﹤0.01%
110,288
-2,792
-2% -$16.9K
RPAI
2533
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$840K ﹤0.01%
66,001
+13,311
+25% +$180K
EXXI
2534
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$840K ﹤0.01%
31,042
+2,396
+8% +$68.7K
XLG icon
2535
Invesco S&P 500 Top 50 ETF
XLG
$10.4B
$839K ﹤0.01%
+64,600
New +$802K
CHDN icon
2536
Churchill Downs
CHDN
$6.22B
$836K ﹤0.01%
55,950
-18
-0% -$261
OME
2537
DELISTED
Omega Protein
OME
$836K ﹤0.01%
67,992
+16,957
+33% +$199K
EXLS icon
2538
EXL Service
EXLS
$4.66B
$834K ﹤0.01%
150,965
+16,765
+12% +$91.8K
GG
2539
DELISTED
Goldcorp Inc
GG
$832K ﹤0.01%
38,417
-48,315
-56% -$1.13M
MRCY icon
2540
Mercury Systems
MRCY
$5.97B
$829K ﹤0.01%
75,732
+2,346
+3% +$23.5K
NILE
2541
DELISTED
Blue Nile, Inc.
NILE
$826K ﹤0.01%
17,543
+394
+2% +$17.1K
QCOR
2542
DELISTED
QUESTCOR PHARMA INC
QCOR
$825K ﹤0.01%
15,160
+2,610
+21% +$154K
BCE icon
2543
BCE
BCE
$20.3B
$823K ﹤0.01%
19,006
-2,488
-12% -$108K
ARAY icon
2544
Accuray
ARAY
$29M
$822K ﹤0.01%
94,459
+364
+0.4% +$2.83K
ESLT icon
2545
Elbit Systems
ESLT
$38.4B
$822K ﹤0.01%
+13,539
New +$746K
PDFS icon
2546
PDF Solutions
PDFS
$1.87B
$822K ﹤0.01%
32,066
+3,152
+11% +$72.5K
KEM
2547
DELISTED
KEMET Corporation
KEM
$821K ﹤0.01%
145,545
-36,091
-20% -$200K
AUXL
2548
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
$818K ﹤0.01%
39,452
+3,322
+9% +$62.6K
EFSC icon
2549
Enterprise Financial Services Corp
EFSC
$2.44B
$816K ﹤0.01%
39,957
-28
-0.1% -$519
FF icon
2550
Future Fuel
FF
$202M
$816K ﹤0.01%
51,662
+11,371
+28% +$192K
100 101
102
103 104

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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.