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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
JAKK icon
2201
Jakks Pacific
JAKK
$305M
$1.31M ﹤0.01%
19,470
-2,864
-13% -$172K
IHI icon
2202
iShares US Medical Devices ETF
IHI
$3.14B
$1.3M ﹤0.01%
84,036
-1,296
-2% -$19.3K
BFS
2203
Saul Centers
BFS
$870M
$1.3M ﹤0.01%
27,216
+566
+2% +$27.1K
FORR icon
2204
Forrester Research
FORR
$200M
$1.3M ﹤0.01%
33,866
-15
-0% -$573
PDM
2205
Piedmont Realty Trust
PDM
$1.2B
$1.29M ﹤0.01%
78,353
-27,333
-26% -$473K
UMBF icon
2206
UMB Financial
UMBF
$10.9B
$1.29M ﹤0.01%
20,126
+929
+5% +$56.4K
AVX
2207
DELISTED
AVX Corporation
AVX
$1.29M ﹤0.01%
92,890
-3,982
-4% -$54K
AIT icon
2208
Applied Industrial Technologies
AIT
$12.9B
$1.29M ﹤0.01%
26,334
-2,065
-7% -$101K
WAGE
2209
DELISTED
WageWorks, Inc.
WAGE
$1.29M ﹤0.01%
21,740
+8,361
+62% +$461K
EWT icon
2210
iShares MSCI Taiwan ETF
EWT
$9.59B
$1.29M ﹤0.01%
44,760
-95,804
-68% -$2.73M
APEI icon
2211
American Public Education
APEI
$917M
$1.28M ﹤0.01%
29,475
+4,311
+17% +$178K
NTCT icon
2212
NETSCOUT
NTCT
$2.89B
$1.28M ﹤0.01%
43,276
+22
+0.1% +$623
CVO
2213
DELISTED
Cenevo, Inc.
CVO
$1.28M ﹤0.01%
46,554
+14,515
+45% +$370K
ICUI icon
2214
ICU Medical
ICUI
$4.14B
$1.28M ﹤0.01%
20,087
-772
-4% -$49.7K
VCBI
2215
DELISTED
VIRGINIA COMMERCE BANCORP
VCBI
$1.28M ﹤0.01%
75,315
+1,801
+2% +$29.8K
AKR icon
2216
Acadia Realty Trust
AKR
$2.96B
$1.28M ﹤0.01%
51,450
+3,401
+7% +$87.8K
SHOE
2217
Shoe Station Group
SHOE
$431M
$1.28M ﹤0.01%
88,100
+2,396
+3% +$32.5K
WTI icon
2218
W&T Offshore
WTI
$473M
$1.27M ﹤0.01%
79,693
+647
+0.8% +$11.6K
AHT
2219
Ashford Hospitality Trust
AHT
$20.9M
$1.27M ﹤0.01%
164
-26
-14% -$205K
DBI icon
2220
Designer Brands
DBI
$322M
$1.27M ﹤0.01%
29,692
-3,286
-10% -$143K
TFM
2221
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$1.27M ﹤0.01%
31,274
-10,722
-26% -$499K
EEM icon
2222
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.26M ﹤0.01%
30,133
+2,960
+11% +$124K
SWBI icon
2223
Smith & Wesson
SWBI
$657M
$1.26M ﹤0.01%
121,290
+20,152
+20% +$180K
ERF
2224
DELISTED
Enerplus Corporation
ERF
$1.26M ﹤0.01%
69,711
+4,376
+7% +$76.5K
MOVE
2225
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
$1.26M ﹤0.01%
78,694
+1,119
+1% +$18.3K
87 88
89
90 91

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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.