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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
BCO icon
1601
Brink's
BCO
$5.01B
$2.63M 0.01%
77,175
-4,585
-6% -$144K
LSI
1602
DELISTED
Life Storage, Inc.
LSI
$2.63M 0.01%
60,480
+201
+0.3% +$9.47K
SAFT icon
1603
Safety Insurance
SAFT
$1.51B
$2.63M 0.01%
46,668
-9
-0% -$495
OIS icon
1604
Oil States International
OIS
$466M
$2.62M 0.01%
45,103
+411
+0.9% +$24.6K
IFX
1605
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$2.62M 0.01%
242,252
+10,766
+5% +$116K
HIBB
1606
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.62M 0.01%
39,037
+980
+3% +$59.8K
WOOF
1607
DELISTED
VCA Inc.
WOOF
$2.62M 0.01%
83,544
-23,088
-22% -$673K
TTEC icon
1608
TTEC Holdings
TTEC
$124M
$2.62M 0.01%
109,363
+10,523
+11% +$265K
NP
1609
DELISTED
Neenah, Inc. Common Stock
NP
$2.61M 0.01%
60,923
+961
+2% +$39.5K
GEO icon
1610
The GEO Group
GEO
$4B
$2.6M 0.01%
121,071
+8,868
+8% +$199K
PSB
1611
DELISTED
PS Business Parks, Inc.
PSB
$2.6M 0.01%
34,020
-105
-0.3% -$8.16K
PFS icon
1612
Provident Financial Services
PFS
$3.14B
$2.6M 0.01%
134,470
+34,541
+35% +$636K
MOH icon
1613
Molina Healthcare
MOH
$10.4B
$2.59M 0.01%
74,517
+1,430
+2% +$48.2K
AOS icon
1614
A.O. Smith
AOS
$8.55B
$2.59M 0.01%
95,968
-21,238
-18% -$544K
WSBC icon
1615
WesBanco
WSBC
$4.02B
$2.59M 0.01%
80,872
+317
+0.4% +$9.62K
TCF
1616
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.59M 0.01%
81,732
-1,625
-2% -$48.6K
CFFN icon
1617
Capitol Federal Financial
CFFN
$1.09B
$2.58M 0.01%
213,392
-699,825
-77% -$8.65M
CW icon
1618
Curtiss-Wright
CW
$25.1B
$2.58M 0.01%
41,520
+4,218
+11% +$219K
SONY icon
1619
Sony
SONY
$137B
$2.58M 0.01%
745,820
-50,665
-6% -$187K
FIBK icon
1620
First Interstate BancSystem
FIBK
$3.67B
$2.58M 0.01%
90,888
+11,582
+15% +$300K
WWAV
1621
DELISTED
The WhiteWave Foods Company
WWAV
$2.58M 0.01%
112,245
-1,693
-1% -$35.2K
IMKTA icon
1622
Ingles Markets
IMKTA
$1.72B
$2.57M 0.01%
94,890
+11,935
+14% +$313K
AMU
1623
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$2.57M 0.01%
88,348
-4,026
-4% -$115K
BYD icon
1624
Boyd Gaming
BYD
$6.75B
$2.57M 0.01%
228,325
-10,359
-4% -$122K
GTIV
1625
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
$2.56M 0.01%
206,643
-40,437
-16% -$487K
63 64
65
66 67

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MCM
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PSUF
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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.