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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
ANR
1701
DELISTED
Alpha Natural Resources Inc
ANR
$2.36M 0.01%
330,321
-38,077
-10% -$257K
DGI
1702
DELISTED
DigitalGlobe Inc.
DGI
$2.35M 0.01%
57,223
-23,539
-29% -$847K
KOP icon
1703
Koppers
KOP
$956M
$2.35M 0.01%
51,434
+1,211
+2% +$54.9K
DMC
1704
Del Monte Corp
DMC
$1.4B
$2.35M 0.01%
82,851
+1,461
+2% +$41.2K
RUTH
1705
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.34M 0.01%
164,736
+16,228
+11% +$213K
GLD icon
1706
SPDR Gold Trust
GLD
$133B
$2.34M 0.01%
20,130
-946
-4% -$116K
POST icon
1707
Post Holdings
POST
$4.38B
$2.33M 0.01%
72,299
+3,049
+4% +$89.7K
ATSG
1708
DELISTED
Air Transport Services Group
ATSG
$2.33M 0.01%
287,575
-6,777
-2% -$50.6K
HIW icon
1709
Highwoods Properties
HIW
$3.84B
$2.32M 0.01%
64,160
+4,242
+7% +$155K
IQI icon
1710
Invesco Quality Municipal Securities
IQI
$527M
$2.32M 0.01%
208,428
+103,961
+100% +$1.16M
CPL
1711
DELISTED
CPFL Energia S.A.
CPL
$2.32M 0.01%
153,106
-18,237
-11% -$290K
ARTC
1712
DELISTED
ARTHROCARE CORP
ARTC
$2.32M 0.01%
57,558
+4,310
+8% +$160K
TS icon
1713
Tenaris
TS
$28.3B
$2.31M 0.01%
52,976
+4,280
+9% +$194K
SJI
1714
DELISTED
South Jersey Industries, Inc.
SJI
$2.31M 0.01%
82,700
+1,968
+2% +$56.3K
CMP icon
1715
Compass Minerals
CMP
$1.24B
$2.31M 0.01%
28,890
-3,134
-10% -$235K
GFF icon
1716
Griffon
GFF
$4.02B
$2.31M 0.01%
174,828
+2,453
+1% +$31.3K
HR
1717
DELISTED
Healthcare Realty Trust Incorporated
HR
$2.31M 0.01%
108,289
+35,014
+48% +$793K
STSA
1718
DELISTED
STERLING FINL CORP (WA) COM NEW
STSA
$2.31M 0.01%
67,694
-20,056
-23% -$621K
AYR
1719
DELISTED
Aircastle Ltd
AYR
$2.3M 0.01%
120,143
-10,205
-8% -$189K
AWI icon
1720
Armstrong World Industries
AWI
$7.34B
$2.3M 0.01%
39,891
+9,947
+33% +$533K
SXC icon
1721
SunCoke Energy
SXC
$788M
$2.29M 0.01%
100,600
+14,945
+17% +$308K
WRLD icon
1722
World Acceptance Corp
WRLD
$876M
$2.29M 0.01%
26,215
-444
-2% -$41.4K
MKSI icon
1723
MKS Inc
MKSI
$18B
$2.29M 0.01%
76,648
+2,411
+3% +$70.1K
CHU
1724
DELISTED
China Unicom (HONG KONG) Limited
CHU
$2.29M 0.01%
152,234
-2,654
-2% -$41.6K
EPR icon
1725
EPR Properties
EPR
$4.89B
$2.29M 0.01%
46,624
+340
+0.7% +$17K
67 68
69
70 71

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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.