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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
THS
1426
DELISTED
Treehouse Foods
THS
$3.12M 0.01%
45,298
-212
-0.5% -$14.9K
ZD icon
1427
Ziff Davis
ZD
$1.95B
$3.12M 0.01%
71,738
-18,317
-20% -$789K
CGNX icon
1428
Cognex
CGNX
$10B
$3.12M 0.01%
163,368
-33,502
-17% -$544K
STE icon
1429
Steris
STE
$22.4B
$3.12M 0.01%
64,903
+8,260
+15% +$378K
BYI
1430
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$3.12M 0.01%
39,742
-5,405
-12% -$393K
TFSL icon
1431
TFS Financial
TFSL
$5.18B
$3.12M 0.01%
257,347
-43,414
-14% -$520K
UBSI icon
1432
United Bankshares
UBSI
$6.71B
$3.12M 0.01%
99,059
+7,221
+8% +$221K
EON
1433
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$3.11M 0.01%
168,387
+30,921
+22% +$571K
ANW
1434
DELISTED
Aegean Marine Petroleum Network
ANW
$3.11M 0.01%
276,842
+205,053
+286% +$2.21M
TWO
1435
Two Harbors Investment
TWO
$1.27B
$3.1M 0.01%
41,760
+15,509
+59% +$1.16M
PBH icon
1436
Prestige Consumer Healthcare
PBH
$2.45B
$3.1M 0.01%
86,506
-10,437
-11% -$347K
RNDY
1437
DELISTED
ROUNDYS INC COM STK
RNDY
$3.1M 0.01%
314,139
+77,940
+33% +$704K
O icon
1438
Realty Income
O
$61.3B
$3.09M 0.01%
85,476
-29,971
-26% -$1.15M
IPCC
1439
DELISTED
Infinity Property & Casualty C
IPCC
$3.09M 0.01%
43,082
+866
+2% +$59.2K
FNSR
1440
DELISTED
Finisar Corp
FNSR
$3.09M 0.01%
129,214
+84,145
+187% +$1.92M
CEC
1441
DELISTED
CEC ENTERTAINMENT INC
CEC
$3.08M 0.01%
69,647
-547
-0.8% -$24.8K
PRXL
1442
DELISTED
Parexel International Corp
PRXL
$3.08M 0.01%
68,244
-35,876
-34% -$1.64M
CVSA
1443
Covista Inc
CVSA
$4.3B
$3.08M 0.01%
86,657
+6,148
+8% +$212K
KYO
1444
DELISTED
Kyocera Adr
KYO
$3.08M 0.01%
61,346
+5,038
+9% +$257K
AGRO icon
1445
Adecoagro
AGRO
$1.45B
$3.07M 0.01%
379,704
+757
+0.2% +$6.01K
DF
1446
DELISTED
Dean Foods Company
DF
$3.07M 0.01%
178,483
+10,442
+6% +$190K
NAVG
1447
DELISTED
Navigators Group Inc
NAVG
$3.07M 0.01%
97,158
+2,614
+3% +$78.4K
MIDD icon
1448
Middleby
MIDD
$6.11B
$3.06M 0.01%
38,301
+8,088
+27% +$599K
NSP icon
1449
Insperity
NSP
$2.01B
$3.05M 0.01%
169,044
+21,102
+14% +$378K
NHY
1450
DELISTED
NORSK HYDRO A. S. ADR
NHY
$3.05M 0.01%
683,553
+17,129
+3% +$76.4K
56 57
58
59 60

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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.