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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
ASB icon
1401
Associated Banc-Corp
ASB
$5.86B
$3.2M 0.01%
183,985
+13,450
+8% +$224K
CSGP icon
1402
CoStar Group
CSGP
$12.4B
$3.2M 0.01%
173,240
-59,980
-26% -$1.06M
HDV
1403
iShares Core High Dividend ETF
HDV
$14.7B
$3.2M 0.01%
227,500
+159,950
+237% +$2.22M
TPC
1404
Tutor Perini Cor
TPC
$4.31B
$3.19M 0.01%
121,225
+7,419
+7% +$174K
CADE
1405
DELISTED
Cadence Bank
CADE
$3.18M 0.01%
125,078
-4,096
-3% -$93.4K
FFIN icon
1406
First Financial Bankshares
FFIN
$5.05B
$3.18M 0.01%
192,344
+80
+0% +$1.25K
GES
1407
DELISTED
Guess Inc
GES
$3.17M 0.01%
101,929
+24,321
+31% +$772K
PBY
1408
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$3.17M 0.01%
260,798
+14,857
+6% +$191K
MITSY
1409
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$3.16M 0.01%
11,296
-16,027
-59% -$4.49M
HI
1410
DELISTED
Hillenbrand
HI
$3.15M 0.01%
107,246
+57,046
+114% +$1.63M
PEI
1411
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$3.15M 0.01%
11,083
+451
+4% +$123K
BOKF icon
1412
BOK Financial
BOKF
$8.65B
$3.15M 0.01%
47,562
+19,557
+70% +$1.24M
MGLN
1413
DELISTED
Magellan Health Services, Inc.
MGLN
$3.15M 0.01%
52,618
-3
-0% -$179
ABM icon
1414
ABM Industries
ABM
$2.88B
$3.15M 0.01%
110,217
+11,569
+12% +$320K
RY icon
1415
Royal Bank of Canada
RY
$295B
$3.15M 0.01%
46,778
+2,752
+6% +$182K
DHC
1416
Diversified Healthcare Trust
DHC
$2.23B
$3.14M 0.01%
142,521
-4,939
-3% -$114K
HERO
1417
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$3.14M 0.01%
481,562
+32,128
+7% +$217K
ENTG icon
1418
Entegris
ENTG
$18B
$3.13M 0.01%
270,240
-4,146
-2% -$43.8K
NJ
1419
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$3.13M 0.01%
253,474
+9,782
+4% +$113K
MW
1420
DELISTED
THE MENS WAREHOUSE INC
MW
$3.13M 0.01%
61,313
-7,719
-11% -$360K
NZF icon
1421
Nuveen Municipal Credit Income Fund
NZF
$2.42B
$3.13M 0.01%
253,339
+27,936
+12% +$345K
AMCX icon
1422
AMC Global Media
AMCX
$451M
$3.13M 0.01%
45,906
-1,049
-2% -$69.9K
SGY
1423
DELISTED
Stone Energy
SGY
$3.13M 0.01%
1,591
+166
+12% +$318K
NBTB icon
1424
NBT Bancorp
NBTB
$2.79B
$3.12M 0.01%
120,627
+2,029
+2% +$49.8K
PRI icon
1425
Primerica
PRI
$10B
$3.12M 0.01%
72,782
+6,833
+10% +$290K
55 56
57
58 59

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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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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.