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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
ACI
1776
DELISTED
ARCH COAL, INC.
ACI
$2.18M 0.01%
49,080
+14,025
+40% +$589K
RGLD icon
1777
Royal Gold
RGLD
$16.6B
$2.18M 0.01%
47,370
-144
-0.3% -$6.79K
VPHM
1778
DELISTED
VIROPHARMA INC
VPHM
$2.18M 0.01%
43,779
-5,580
-11% -$250K
WIT icon
1779
Wipro
WIT
$19.5B
$2.18M 0.01%
922,395
-242,581
-21% -$522K
OVTI
1780
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$2.18M 0.01%
126,587
-24,145
-16% -$366K
MDSO
1781
DELISTED
Medidata Solutions, Inc.
MDSO
$2.18M 0.01%
35,962
+872
+2% +$48.3K
FEIC
1782
DELISTED
FEI COMPANY
FEIC
$2.17M 0.01%
24,342
-4,599
-16% -$408K
CCC
1783
DELISTED
Calgon Carbon Corp
CCC
$2.17M 0.01%
105,423
-565
-0.5% -$11.3K
FSS icon
1784
Federal Signal
FSS
$6.82B
$2.17M 0.01%
147,955
-19,922
-12% -$284K
AMN icon
1785
AMN Healthcare
AMN
$1.35B
$2.16M 0.01%
146,741
+2,405
+2% +$32.5K
BGC icon
1786
BGC Group
BGC
$5.64B
$2.15M 0.01%
551,529
-68,785
-11% -$250K
PRGS icon
1787
Progress Software
PRGS
$1.75B
$2.14M 0.01%
83,010
+22,092
+36% +$572K
AIMC
1788
DELISTED
Altra Industrial Motion Corp
AIMC
$2.14M 0.01%
62,642
+3,909
+7% +$117K
PTR
1789
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.14M 0.01%
19,530
-3,592
-16% -$411K
MPT
1790
Medical Properties Trust
MPT
$2.84B
$2.14M 0.01%
175,235
+17,098
+11% +$218K
AMCC
1791
DELISTED
Applied Micro Circuits Corporation New
AMCC
$2.14M 0.01%
160,066
+2,670
+2% +$33K
ADTN icon
1792
Adtran
ADTN
$675M
$2.13M 0.01%
79,060
+25,531
+48% +$643K
AMSF icon
1793
AMERISAFE
AMSF
$562M
$2.13M 0.01%
50,554
-156
-0.3% -$6.23K
SF
1794
Stifel
SF
$12.4B
$2.13M 0.01%
100,046
+7,351
+8% +$141K
RBC icon
1795
RBC Bearings
RBC
$17.4B
$2.13M 0.01%
30,051
+752
+3% +$50.5K
FUL icon
1796
H.B. Fuller
FUL
$3B
$2.13M 0.01%
40,827
+1,419
+4% +$69.1K
VVTV
1797
DELISTED
VALUEVISION MEDIA INC
VVTV
$2.12M 0.01%
303,371
+113,769
+60% +$632K
RES icon
1798
RPC Inc
RES
$1.13B
$2.12M 0.01%
118,623
+5,244
+5% +$91.6K
BPFH
1799
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.12M 0.01%
167,574
-12,640
-7% -$147K
PMCS
1800
DELISTED
P M C SIERRA INC
PMCS
$2.11M 0.01%
328,240
-18,773
-5% -$116K
70 71
72
73 74

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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.