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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
KRC icon
1376
Kilroy Realty
KRC
$4.5B
$3.26M 0.01%
65,030
+7,358
+13% +$377K
WLK icon
1377
Westlake Corp
WLK
$9.25B
$3.26M 0.01%
53,398
-6,770
-11% -$380K
GHL
1378
DELISTED
Greenhill & Co., Inc.
GHL
$3.26M 0.01%
56,226
-8,184
-13% -$428K
MCRS
1379
DELISTED
MICROS SYSTEMS INC
MCRS
$3.25M 0.01%
56,690
-1
-0% -$53
GLBR
1380
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
$3.24M 0.01%
18,186
+5,615
+45% +$943K
BBAR icon
1381
BBVA Argentina
BBAR
$3.85B
$3.24M 0.01%
465,956
-145,616
-24% -$1.11M
HSNI
1382
DELISTED
HSN, Inc.
HSNI
$3.24M 0.01%
52,051
+28,719
+123% +$1.62M
OMG
1383
DELISTED
OM GROUP INC.
OMG
$3.24M 0.01%
89,047
-1,913
-2% -$64K
ANN
1384
DELISTED
ANN INC
ANN
$3.24M 0.01%
88,641
-1,021
-1% -$36.2K
PC
1385
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$3.23M 0.01%
277,060
+33,729
+14% +$393K
CPLA
1386
DELISTED
Capella Education Company
CPLA
$3.23M 0.01%
48,613
+7,717
+19% +$483K
EGP icon
1387
EastGroup Properties
EGP
$11.3B
$3.23M 0.01%
55,748
-5,310
-9% -$322K
SLH
1388
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$3.23M 0.01%
45,614
-947
-2% -$59.3K
MATW icon
1389
Matthews International
MATW
$900M
$3.22M 0.01%
75,633
+1,684
+2% +$68.7K
GRFS
1390
Grifois
GRFS
$5.44B
$3.22M 0.01%
178,414
+3,566
+2% +$57.2K
MKTX icon
1391
MarketAxess Holdings
MKTX
$4.34B
$3.22M 0.01%
48,096
-5,803
-11% -$382K
HLIT icon
1392
Harmonic Inc
HLIT
$1.2B
$3.21M 0.01%
435,668
+96,840
+29% +$719K
SCHL icon
1393
Scholastic
SCHL
$766M
$3.21M 0.01%
94,442
-5,470
-5% -$162K
CACI icon
1394
CACI
CACI
$11.3B
$3.21M 0.01%
43,850
+3,850
+10% +$273K
NDSN icon
1395
Nordson
NDSN
$16.9B
$3.21M 0.01%
43,211
-9,662
-18% -$703K
CQB
1396
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
$3.21M 0.01%
274,402
-41,634
-13% -$459K
VGR
1397
DELISTED
Vector Group Ltd.
VGR
$3.21M 0.01%
370,453
+9,227
+3% +$79.7K
SSB icon
1398
SouthState Bank Corp
SSB
$10.3B
$3.21M 0.01%
48,212
-2,443
-5% -$150K
ACHC icon
1399
Acadia Healthcare
ACHC
$3.01B
$3.21M 0.01%
67,735
-7,484
-10% -$325K
POOL icon
1400
Pool Corp
POOL
$7B
$3.2M 0.01%
55,073
-2,917
-5% -$161K
54 55
56
57 58

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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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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.