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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
SFL icon
1976
SFL Corp
SFL
$1.61B
$1.71M ﹤0.01%
104,528
+10,629
+11% +$173K
MN
1977
DELISTED
MANNING & NAPIER, INC.
MN
$1.71M ﹤0.01%
97,024
-334
-0.3% -$5.78K
BBSI icon
1978
Barrett Business Services
BBSI
$1.01B
$1.71M ﹤0.01%
73,812
+9,780
+15% +$199K
VE
1979
DELISTED
VEOLIA ENVIRONNEMENT
VE
$1.71M ﹤0.01%
104,475
+12,979
+14% +$218K
WSFS icon
1980
WSFS Financial
WSFS
$4.14B
$1.71M ﹤0.01%
66,009
-39,015
-37% -$911K
PCYC
1981
DELISTED
PHARMACYCLICS INC
PCYC
$1.71M ﹤0.01%
16,118
+575
+4% +$69.8K
GPT
1982
DELISTED
Gramercy Property Trust
GPT
$1.7M ﹤0.01%
98,728
+24,100
+32% +$355K
NEWP
1983
DELISTED
NEWPORT CORP
NEWP
$1.7M ﹤0.01%
94,221
+959
+1% +$15.7K
TYPE
1984
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.7M ﹤0.01%
53,412
-1,062
-2% -$31K
SSNC icon
1985
SS&C Technologies
SSNC
$18.9B
$1.69M ﹤0.01%
76,570
+10,806
+16% +$217K
AER icon
1986
AerCap
AER
$23.4B
$1.69M ﹤0.01%
44,153
-11,507
-21% -$271K
CUB
1987
DELISTED
Cubic Corporation
CUB
$1.69M ﹤0.01%
32,066
+381
+1% +$20.1K
XOXO
1988
DELISTED
Xo Group Inc
XOXO
$1.69M ﹤0.01%
113,539
+25,032
+28% +$354K
WPM icon
1989
Wheaton Precious Metals
WPM
$49.7B
$1.69M ﹤0.01%
83,502
+2,680
+3% +$58.2K
SLGN icon
1990
Silgan Holdings
SLGN
$4.51B
$1.69M ﹤0.01%
70,186
-10,134
-13% -$236K
BKD icon
1991
Brookdale Senior Living
BKD
$3.55B
$1.68M ﹤0.01%
61,934
+5,257
+9% +$146K
NX icon
1992
Quanex
NX
$825M
$1.68M ﹤0.01%
84,494
-7,463
-8% -$135K
PCH
1993
DELISTED
PotlatchDeltic
PCH
$1.68M ﹤0.01%
40,323
+7,412
+23% +$300K
SEM
1994
DELISTED
Select Medical
SEM
$1.68M ﹤0.01%
268,025
-95,881
-26% -$468K
PIR
1995
DELISTED
Pier 1 Imports, Inc.
PIR
$1.67M ﹤0.01%
3,626
-367
-9% -$156K
NSL
1996
DELISTED
NUVEEN SENIOR INCM FD
NSL
$1.67M ﹤0.01%
233,922
+90,282
+63% +$637K
IPCM
1997
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$1.67M ﹤0.01%
28,090
+4,229
+18% +$240K
XCO
1998
DELISTED
Exco Resources
XCO
$1.66M ﹤0.01%
20,893
+1,968
+10% +$168K
ACC
1999
DELISTED
American Campus Communities, Inc.
ACC
$1.66M ﹤0.01%
51,622
-15,263
-23% -$513K
LL
2000
DELISTED
LL Flooring Holdings, Inc.
LL
$1.66M ﹤0.01%
16,154
-3,590
-18% -$382K
78 79
80
81 82

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.