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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
ELS icon
1951
Equity Lifestyle Properties
ELS
$13.1B
$1.76M ﹤0.01%
97,216
+5,980
+7% +$108K
APFC
1952
DELISTED
AMERICAN PACIFIC CORP
APFC
$1.76M ﹤0.01%
47,155
+23,663
+101% +$1.05M
CATY icon
1953
Cathay General Bancorp
CATY
$4.23B
$1.76M ﹤0.01%
65,687
-14,047
-18% -$356K
MFC icon
1954
Manulife Financial
MFC
$73B
$1.76M ﹤0.01%
89,004
-8,610
-9% -$157K
WIBC
1955
DELISTED
WILSHIRE BANCORP INC
WIBC
$1.76M ﹤0.01%
160,661
-3,600
-2% -$33.9K
AKRX
1956
DELISTED
Akorn Inc
AKRX
$1.75M ﹤0.01%
71,113
+50,822
+250% +$1.15M
CMTL icon
1957
Comtech Telecommunications
CMTL
$49.7M
$1.75M ﹤0.01%
55,524
-2,889
-5% -$86.6K
AFSI
1958
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.75M ﹤0.01%
107,070
+22,250
+26% +$421K
PRAA icon
1959
PRA Group
PRAA
$672M
$1.75M ﹤0.01%
33,089
-18,243
-36% -$1.04M
ACWI icon
1960
iShares MSCI ACWI ETF
ACWI
$32B
$1.74M ﹤0.01%
30,226
+21,678
+254% +$1.21M
CNXN icon
1961
PC Connection
CNXN
$2.09B
$1.74M ﹤0.01%
70,118
-236
-0.3% -$4.83K
LTC
1962
LTC Properties
LTC
$2.13B
$1.74M ﹤0.01%
49,230
-4,849
-9% -$184K
RRX icon
1963
Regal Rexnord
RRX
$12.5B
$1.74M ﹤0.01%
23,549
+1,577
+7% +$114K
SSYS icon
1964
Stratasys
SSYS
$666M
$1.74M ﹤0.01%
12,888
-4,237
-25% -$490K
MEOH icon
1965
Methanex
MEOH
$4.23B
$1.73M ﹤0.01%
29,162
-7,930
-21% -$458K
CBR
1966
DELISTED
CIBER Inc.
CBR
$1.73M ﹤0.01%
417,274
+9,269
+2% +$33.2K
MSA icon
1967
Mine Safety
MSA
$6.79B
$1.73M ﹤0.01%
33,726
-11,348
-25% -$566K
RAVN
1968
DELISTED
Raven Industries Inc
RAVN
$1.73M ﹤0.01%
41,988
-171
-0.4% -$6.16K
MRH
1969
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$1.73M ﹤0.01%
59,303
-966
-2% -$26.9K
HLT icon
1970
Hilton Worldwide
HLT
$72.4B
$1.72M ﹤0.01%
+25,812
New +$1.69M
BRO icon
1971
Brown & Brown
BRO
$25.1B
$1.72M ﹤0.01%
109,704
-6,608
-6% -$105K
AXLL
1972
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$1.72M ﹤0.01%
36,303
-2,836
-7% -$122K
SYNT
1973
DELISTED
Syntel Inc
SYNT
$1.72M ﹤0.01%
37,748
+5,528
+17% +$239K
ISD
1974
PGIM High Yield Bond Fund
ISD
$414M
$1.71M ﹤0.01%
98,512
+43,927
+80% +$777K
BGG
1975
DELISTED
Briggs & Stratton Corp.
BGG
$1.71M ﹤0.01%
78,708
-14,720
-16% -$292K
77 78
79
80 81

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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.