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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
EBS icon
1926
Emergent Biosolutions
EBS
$379M
$1.82M ﹤0.01%
79,315
+13,773
+21% +$287K
RDN icon
1927
Radian Group
RDN
$5.28B
$1.82M ﹤0.01%
128,749
-44,250
-26% -$619K
OKSB
1928
DELISTED
Southwest Bancorp Inc/OK
OKSB
$1.82M ﹤0.01%
114,177
-618
-0.5% -$9.76K
SMP icon
1929
Standard Motor Products
SMP
$902M
$1.82M ﹤0.01%
49,382
+7,030
+17% +$242K
ENOC
1930
DELISTED
EnerNOC, Inc.
ENOC
$1.82M ﹤0.01%
105,564
+7,480
+8% +$123K
WP
1931
DELISTED
Worldpay, Inc.
WP
$1.81M ﹤0.01%
55,527
+35,564
+178% +$1.03M
MSTR icon
1932
Strategy Inc
MSTR
$34.1B
$1.8M ﹤0.01%
145,150
+1,960
+1% +$23.1K
NZT
1933
DELISTED
TELECOM CORP NEW ZEALAND ADS (EACH REPRESENTING 5 ORD SHS)
NZT
$1.8M ﹤0.01%
190,218
+21,257
+13% +$201K
ROCK icon
1934
Gibraltar Industries
ROCK
$1.28B
$1.8M ﹤0.01%
96,842
-4,275
-4% -$70K
GTI
1935
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$1.8M ﹤0.01%
160,221
-151,892
-49% -$1.55M
NPK icon
1936
National Presto Industries
NPK
$870M
$1.8M ﹤0.01%
22,334
+4,401
+25% +$324K
UCB
1937
United Community Banks
UCB
$4.26B
$1.8M ﹤0.01%
101,316
+13,639
+16% +$226K
CMCO icon
1938
Columbus McKinnon
CMCO
$422M
$1.79M ﹤0.01%
66,151
+589
+0.9% +$15.4K
SXI icon
1939
Standex International
SXI
$3.33B
$1.79M ﹤0.01%
28,512
-2,541
-8% -$154K
RFP
1940
DELISTED
Resolute Forest Products Inc.
RFP
$1.79M ﹤0.01%
111,932
+11,099
+11% +$163K
GHI
1941
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$1.79M ﹤0.01%
180,202
+81,757
+83% +$829K
ECPG icon
1942
Encore Capital Group
ECPG
$2.01B
$1.78M ﹤0.01%
35,525
-9,474
-21% -$451K
PANW icon
1943
Palo Alto Networks
PANW
$256B
$1.78M ﹤0.01%
185,850
+15,642
+9% +$124K
GFIG
1944
DELISTED
GFI GROUP INC
GFIG
$1.78M ﹤0.01%
455,235
+48,994
+12% +$178K
TRMK icon
1945
Trustmark
TRMK
$2.75B
$1.78M ﹤0.01%
66,166
-1,771
-3% -$47.9K
LORL
1946
DELISTED
Loral Space and Communications, Inc.
LORL
$1.77M ﹤0.01%
21,876
+621
+3% +$45.3K
EDMC
1947
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
$1.77M ﹤0.01%
175,455
-18,632
-10% -$219K
STEL
1948
DELISTED
STELLARONE CORPORATION COM
STEL
$1.77M ﹤0.01%
73,445
+1,563
+2% +$37.4K
DXCM icon
1949
DexCom
DXCM
$29B
$1.77M ﹤0.01%
199,572
-652
-0.3% -$5.16K
BX icon
1950
Blackstone
BX
$104B
$1.76M ﹤0.01%
+57,059
New +$1.56M
76 77
78
79 80

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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.