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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
PAM icon
1501
Pampa Energía
PAM
$4.56B
$2.91M 0.01%
555,495
-11,086
-2% -$63.4K
HNI icon
1502
HNI Corp
HNI
$3.17B
$2.91M 0.01%
74,945
+17,617
+31% +$669K
TRAK
1503
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$2.91M 0.01%
60,460
+920
+2% +$38.3K
NHI icon
1504
National Health Investors
NHI
$3.81B
$2.89M 0.01%
51,584
-452
-0.9% -$26.9K
TOWR
1505
DELISTED
Tower International, Inc.
TOWR
$2.89M 0.01%
135,015
+56,427
+72% +$1.18M
CNMD icon
1506
CONMED
CNMD
$1.33B
$2.88M 0.01%
67,836
-1,594
-2% -$60.6K
SDRL
1507
DELISTED
Seadrill Limited Common Stock
SDRL
$2.88M 0.01%
262
+54
+26% +$637K
BCH icon
1508
Banco de Chile
BCH
$20.4B
$2.88M 0.01%
110,434
-4,926
-4% -$130K
HTS
1509
DELISTED
HATTERAS FINANCIAL CORP
HTS
$2.88M 0.01%
176,155
+140,503
+394% +$2.45M
RVBD
1510
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$2.88M 0.01%
159,118
-86,681
-35% -$1.4M
SB icon
1511
Safe Bulkers
SB
$761M
$2.87M 0.01%
276,278
+239,272
+647% +$1.9M
SUSQ
1512
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$2.87M 0.01%
223,756
-4,586
-2% -$56.9K
STGW icon
1513
Stagwell
STGW
$1.98B
$2.87M 0.01%
112,493
+17,199
+18% +$373K
MTRN icon
1514
Materion
MTRN
$4.36B
$2.87M 0.01%
93,001
+12,151
+15% +$353K
MRC
1515
DELISTED
MRC Global
MRC
$2.87M 0.01%
88,849
+39,684
+81% +$1.19M
NWG icon
1516
NatWest
NWG
$70.6B
$2.86M 0.01%
234,296
+13,248
+6% +$159K
CXW icon
1517
CoreCivic
CXW
$3.03B
$2.85M 0.01%
88,972
+8,178
+10% +$285K
CRR
1518
DELISTED
Carbo Ceramics Inc.
CRR
$2.85M 0.01%
24,462
+1,993
+9% +$227K
TD icon
1519
Toronto Dominion Bank
TD
$199B
$2.85M 0.01%
60,486
-38,410
-39% -$1.75M
NWN icon
1520
Northwest Natural Holdings
NWN
$2.18B
$2.85M 0.01%
66,527
+16,160
+32% +$687K
STBA icon
1521
S&T Bancorp
STBA
$1.92B
$2.85M 0.01%
112,510
-1,727
-2% -$42.6K
OUTR
1522
DELISTED
OUTERWALL INC
OUTR
$2.85M 0.01%
42,286
+279
+0.7% +$18.2K
SAH icon
1523
Sonic Automotive
SAH
$3.31B
$2.84M 0.01%
116,053
+643
+0.6% +$15K
EWBC icon
1524
East-West Bancorp
EWBC
$18B
$2.84M 0.01%
81,140
-1,780
-2% -$60.4K
DJP icon
1525
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$786M
$2.84M 0.01%
77,170
+42,316
+121% +$1.56M
59 60
61
62 63

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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.