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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
GLNG icon
2076
Golar LNG
GLNG
$4.87B
$1.51M ﹤0.01%
41,494
-2,115
-5% -$77.5K
VTLE
2077
DELISTED
Vital Energy
VTLE
$1.5M ﹤0.01%
2,709
+1,844
+213% +$1.08M
AMRI
2078
DELISTED
Albany Molecular Research Inc
AMRI
$1.5M ﹤0.01%
148,757
+41,585
+39% +$503K
COKE icon
2079
Coca-Cola Consolidated
COKE
$12.9B
$1.5M ﹤0.01%
204,560
+13,200
+7% +$87.2K
CPHD
2080
DELISTED
Cepheid Inc
CPHD
$1.5M ﹤0.01%
32,047
+2,738
+9% +$116K
HZO icon
2081
MarineMax
HZO
$749M
$1.49M ﹤0.01%
92,807
-161
-0.2% -$2.43K
CCH
2082
DELISTED
COCA-COLA HBC AG SPONSORED ADR(SWITZERLAND)
CCH
$1.49M ﹤0.01%
51,088
+7,391
+17% +$209K
EPAY
2083
DELISTED
Bottomline Technologies Inc
EPAY
$1.49M ﹤0.01%
41,185
-5,406
-12% -$175K
ELP
2084
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.49M ﹤0.01%
282,950
-58,340
-17% -$319K
AAT
2085
American Assets Trust
AAT
$1.45B
$1.49M ﹤0.01%
47,282
+11,368
+32% +$364K
NXGN
2086
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$1.49M ﹤0.01%
70,524
-6,642
-9% -$150K
MOV icon
2087
Movado Group
MOV
$833M
$1.48M ﹤0.01%
33,673
-6,472
-16% -$290K
CDR
2088
DELISTED
Cedar Realty Trust, Inc
CDR
$1.48M ﹤0.01%
35,795
+8,510
+31% +$320K
NWLIA
2089
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
$1.48M ﹤0.01%
6,603
+90
+1% +$20.1K
HTH icon
2090
Hilltop Holdings
HTH
$2.27B
$1.48M ﹤0.01%
63,757
+16,280
+34% +$332K
PSA.PRS.CL
2091
DELISTED
Public Storage
PSA.PRS.CL
$1.48M ﹤0.01%
68,291
+10,008
+17% +$221K
BGX
2092
Blackstone Long-Short Credit Income Fund
BGX
$135M
$1.47M ﹤0.01%
82,481
+30,634
+59% +$545K
ECOL
2093
DELISTED
US Ecology, Inc.
ECOL
$1.47M ﹤0.01%
39,727
+6,250
+19% +$216K
EGOV
2094
DELISTED
NIC Inc
EGOV
$1.47M ﹤0.01%
59,172
-998
-2% -$23.5K
ISCA
2095
DELISTED
International Speedway Corp
ISCA
$1.47M ﹤0.01%
41,473
+12,453
+43% +$417K
SHOR
2096
DELISTED
ShoreTel, Inc.
SHOR
$1.47M ﹤0.01%
158,241
+51,655
+48% +$389K
VCI
2097
DELISTED
VALASSIS COMMUNICATIONS INC
VCI
$1.47M ﹤0.01%
42,794
-5,225
-11% -$155K
THFF icon
2098
First Financial Corp
THFF
$948M
$1.46M ﹤0.01%
40,040
+37
+0.1% +$1.28K
VG
2099
DELISTED
Vonage Holdings Corporation
VG
$1.46M ﹤0.01%
438,696
+18,806
+4% +$63.2K
GEF icon
2100
Greif
GEF
$4.88B
$1.46M ﹤0.01%
27,861
-1,349
-5% -$70.8K
82 83
84
85 86

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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.