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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
ADVS
1626
DELISTED
Advent Software Inc
ADVS
$2.56M 0.01%
73,298
+7,589
+12% +$256K
IMAX icon
1627
IMAX
IMAX
$2.6B
$2.56M 0.01%
86,880
+1,758
+2% +$50.5K
DRH icon
1628
Diamondrock Hospitality Co
DRH
$2.68B
$2.55M 0.01%
220,850
+39,844
+22% +$452K
TOL icon
1629
Toll Brothers
TOL
$14.2B
$2.55M 0.01%
68,888
+8,286
+14% +$275K
AD
1630
Array Digital Infrastructure
AD
$3.01B
$2.55M 0.01%
60,922
+14,103
+30% +$627K
LFC
1631
DELISTED
China Life Insurance Company Ltd.
LFC
$2.54M 0.01%
161,553
-30,558
-16% -$442K
IDV icon
1632
iShares International Select Dividend ETF
IDV
$8.29B
$2.54M 0.01%
+66,980
New +$2.5M
OHI icon
1633
Omega Healthcare
OHI
$15.2B
$2.54M 0.01%
85,265
+8,396
+11% +$266K
WMK icon
1634
Weis Markets
WMK
$1.93B
$2.54M 0.01%
48,326
+147
+0.3% +$7.41K
BTM
1635
DELISTED
OI S.A. SPON ADR REPSTG 3 PFD SHS (BRA)
BTM
$2.53M 0.01%
1,592,044
+70,944
+5% +$113K
TTWO icon
1636
Take-Two Interactive
TTWO
$46.3B
$2.53M 0.01%
145,633
-22,316
-13% -$386K
CCMP
1637
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$2.53M 0.01%
55,325
+4,135
+8% +$175K
IBKC
1638
DELISTED
IBERIABANK Corp
IBKC
$2.53M 0.01%
40,226
-1,896
-5% -$113K
SLAB icon
1639
Silicon Laboratories
SLAB
$7.17B
$2.52M 0.01%
58,204
-1,560
-3% -$63.9K
POWI icon
1640
Power Integrations
POWI
$3.14B
$2.51M 0.01%
89,778
-21,428
-19% -$579K
FFG
1641
DELISTED
FBL Financial Group
FFG
$2.51M 0.01%
55,961
-3
-0% -$134
APOG icon
1642
Apogee Enterprises
APOG
$849M
$2.5M 0.01%
69,758
-223
-0.3% -$7.42K
RHP icon
1643
Ryman Hospitality Properties
RHP
$8.57B
$2.5M 0.01%
59,962
-4,685
-7% -$185K
MGRC icon
1644
McGrath RentCorp
MGRC
$2.89B
$2.5M 0.01%
62,890
+557
+0.9% +$20.6K
INDB icon
1645
Independent Bank
INDB
$4.07B
$2.5M 0.01%
63,961
+1,106
+2% +$40.6K
UPM
1646
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$2.5M 0.01%
146,853
-9
-0% -$153
SLXP
1647
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$2.5M 0.01%
27,797
-4,284
-13% -$342K
CSTM icon
1648
Constellium
CSTM
$3.79B
$2.5M 0.01%
107,342
+37,847
+54% +$756K
FNB icon
1649
FNB Corp
FNB
$6.78B
$2.5M 0.01%
197,924
+3,673
+2% +$45.7K
PB icon
1650
Prosperity Bancshares
PB
$8.94B
$2.49M 0.01%
39,275
+9,047
+30% +$571K
64 65
66
67 68

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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.