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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
PEB icon
2376
Pebblebrook Hotel Trust
PEB
$2.2B
$1.04M ﹤0.01%
33,940
+8,757
+35% +$258K
LHCG
2377
DELISTED
LHC Group LLC
LHCG
$1.04M ﹤0.01%
43,325
+2,160
+5% +$48.6K
TWGP
2378
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
$1.04M ﹤0.01%
308,006
+211,088
+218% +$866K
CSV icon
2379
Carriage Services
CSV
$648M
$1.04M ﹤0.01%
53,217
+14,709
+38% +$279K
FORM icon
2380
FormFactor
FORM
$6.88B
$1.04M ﹤0.01%
172,684
+7,196
+4% +$41.1K
CCRN
2381
DELISTED
Cross Country Healthcare
CCRN
$1.04M ﹤0.01%
103,884
+33,172
+47% +$230K
B
2382
Barrick Mining
B
$61.5B
$1.04M ﹤0.01%
58,808
+2,397
+4% +$42.3K
XCRA
2383
DELISTED
Xcerra Corporation
XCRA
$1.03M ﹤0.01%
129,557
+50,939
+65% +$347K
GA
2384
DELISTED
GIANT INTERACTIVE GROUP INC ADR (CAYMAN ISLANDS)
GA
$1.03M ﹤0.01%
91,982
-2,915
-3% -$28.9K
PPC icon
2385
Pilgrim's Pride
PPC
$7.09B
$1.03M ﹤0.01%
63,570
-10,627
-14% -$167K
ARC
2386
DELISTED
ARC Document Solutions, Inc.
ARC
$1.03M ﹤0.01%
125,543
-465
-0.4% -$3.33K
CRVL icon
2387
CorVel
CRVL
$3.14B
$1.03M ﹤0.01%
66,129
+729
+1% +$10.3K
WEB
2388
DELISTED
Web.com Group, Inc.
WEB
$1.03M ﹤0.01%
32,330
+1,639
+5% +$47.7K
MX icon
2389
Magnachip Semiconductor
MX
$118M
$1.02M ﹤0.01%
52,443
-9,702
-16% -$196K
PETS icon
2390
PetMed Express
PETS
$43M
$1.02M ﹤0.01%
61,505
+10,841
+21% +$169K
SP
2391
DELISTED
SP Plus Corporation
SP
$1.02M ﹤0.01%
39,238
+6,119
+18% +$158K
GST
2392
DELISTED
Gastar Exploration Inc.
GST
$1.02M ﹤0.01%
147,334
+126,413
+604% +$628K
METR
2393
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$1.02M ﹤0.01%
47,326
+285
+0.6% +$6.18K
GTY
2394
Getty Realty Corp
GTY
$2.12B
$1.02M ﹤0.01%
56,134
+12,386
+28% +$229K
LDR
2395
DELISTED
Landauer Inc
LDR
$1.02M ﹤0.01%
19,353
+5,363
+38% +$270K
CAVM
2396
DELISTED
Cavium, Inc.
CAVM
$1.01M ﹤0.01%
29,403
-13,988
-32% -$524K
MSCC
2397
DELISTED
Microsemi Corp
MSCC
$1.01M ﹤0.01%
40,601
+986
+2% +$23.9K
LBY
2398
DELISTED
Libbey, Inc.
LBY
$1.01M ﹤0.01%
48,195
+2,773
+6% +$61.1K
LIOX
2399
DELISTED
Lionbridge Technologies
LIOX
$1.01M ﹤0.01%
169,770
+2,373
+1% +$11.9K
BANF icon
2400
BancFirst
BANF
$3.89B
$1.01M ﹤0.01%
36,080
+1,004
+3% +$27.8K
94 95
96
97 98

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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.