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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
MHY
2651
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$693K ﹤0.01%
122,387
+2,153
+2% +$12.2K
ARR
2652
Armour Residential REIT
ARR
$2.04B
$692K ﹤0.01%
4,312
+912
+27% +$147K
MDRX
2653
DELISTED
Veradigm Inc. Common Stock
MDRX
$692K ﹤0.01%
44,753
-1,723
-4% -$25.4K
CSTE icon
2654
Caesarstone
CSTE
$71.6M
$691K ﹤0.01%
13,914
+662
+5% +$30.1K
HMSY
2655
DELISTED
HMS Holdings Corp.
HMSY
$690K ﹤0.01%
30,392
-10,523
-26% -$228K
STRL icon
2656
Sterling Infrastructure
STRL
$16.5B
$689K ﹤0.01%
58,717
+962
+2% +$10.2K
FM
2657
DELISTED
iShares Frontier and Select EM ETF
FM
$688K ﹤0.01%
20,398
-32,433
-61% -$1.06M
CRAI icon
2658
CRA International
CRAI
$1.16B
$687K ﹤0.01%
34,672
-466
-1% -$8.82K
TWI icon
2659
Titan International
TWI
$530M
$687K ﹤0.01%
38,224
-15,025
-28% -$241K
PFC
2660
DELISTED
Premier Financial Corp. Common Stock
PFC
$686K ﹤0.01%
52,858
+18
+0% +$231
STRA icon
2661
Strategic Education
STRA
$1.84B
$685K ﹤0.01%
19,875
-10
-0.1% -$388
RST
2662
DELISTED
ROSETTA STONE INC
RST
$685K ﹤0.01%
56,067
+219
+0.4% +$2.99K
PSTB
2663
DELISTED
Park Sterling Corp.
PSTB
$685K ﹤0.01%
95,880
+7,525
+9% +$49.4K
FRP
2664
DELISTED
Fairpoint Communications, Inc.
FRP
$685K ﹤0.01%
60,534
+1,545
+3% +$14.6K
WHG icon
2665
Westwood Holdings Group
WHG
$187M
$680K ﹤0.01%
10,983
+1,080
+11% +$58.9K
COCO
2666
DELISTED
CORINTHIAN COLLEGES INC
COCO
$680K ﹤0.01%
381,941
-205,563
-35% -$400K
INZ.CL
2667
DELISTED
Ing Groep N.v.
INZ.CL
$678K ﹤0.01%
26,677
-1,027
-4% -$25.9K
LDP icon
2668
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
$672K ﹤0.01%
29,728
+11,843
+66% +$266K
FTK icon
2669
Flotek Industries
FTK
$856M
$670K ﹤0.01%
5,563
-3,018
-35% -$382K
RITM icon
2670
Rithm Capital
RITM
$5.46B
$670K ﹤0.01%
50,125
+81
+0.2% +$1.04K
WNEB icon
2671
Western New England Bancorp
WNEB
$295M
$668K ﹤0.01%
89,528
+2,734
+3% +$20K
DFP
2672
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$426M
$666K ﹤0.01%
+32,426
New +$660K
VPG icon
2673
Vishay Precision Group
VPG
$1.22B
$665K ﹤0.01%
44,670
+8,128
+22% +$125K
BMI icon
2674
Badger Meter
BMI
$3.9B
$664K ﹤0.01%
24,358
+424
+2% +$11K
HITK
2675
DELISTED
HI-TECH PHARMACAL INC
HITK
$664K ﹤0.01%
15,304
+4,060
+36% +$175K
105 106
107
108 109

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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.