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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
EGBN icon
2126
Eagle Bancorp
EGBN
$863M
$1.41M ﹤0.01%
46,180
+1,213
+3% +$35.8K
HR icon
2127
Healthcare Realty
HR
$7.59B
$1.41M ﹤0.01%
71,718
+26,300
+58% +$558K
DORM icon
2128
Dorman Products
DORM
$4.28B
$1.41M ﹤0.01%
25,164
-12,348
-33% -$621K
ANK
2129
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$1.41M ﹤0.01%
24,903
+3,955
+19% +$224K
MODV
2130
DELISTED
ModivCare
MODV
$1.41M ﹤0.01%
54,611
+6,345
+13% +$176K
CENTA icon
2131
Central Garden & Pet Co Class A
CENTA
$2.41B
$1.4M ﹤0.01%
259,240
-31,511
-11% -$182K
GLPI icon
2132
Gaming and Leisure Properties
GLPI
$13B
$1.4M ﹤0.01%
+27,552
New +$1.31M
GNRC icon
2133
Generac Holdings
GNRC
$11.4B
$1.4M ﹤0.01%
24,623
-12,867
-34% -$629K
PES
2134
DELISTED
Pioneer Energy Services Corp.
PES
$1.4M ﹤0.01%
174,133
+18,564
+12% +$146K
IVR icon
2135
Invesco Mortgage Capital
IVR
$764M
$1.39M ﹤0.01%
9,497
+2,441
+35% +$370K
AROW icon
2136
Arrow Financial
AROW
$659M
$1.39M ﹤0.01%
69,093
+4,051
+6% +$80.7K
LCII icon
2137
LCI Industries
LCII
$2.58B
$1.39M ﹤0.01%
27,180
-2,035
-7% -$104K
PRIM icon
2138
Primoris Services
PRIM
$4.15B
$1.39M ﹤0.01%
44,707
+10,092
+29% +$277K
TMHC
2139
DELISTED
Taylor Morrison
TMHC
$1.39M ﹤0.01%
61,992
+11,485
+23% +$247K
CROX icon
2140
Crocs
CROX
$6.68B
$1.39M ﹤0.01%
87,313
-7,716
-8% -$103K
LKFN icon
2141
Lakeland Financial Corp
LKFN
$1.59B
$1.39M ﹤0.01%
53,454
+1,599
+3% +$38.4K
BCA
2142
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$1.39M ﹤0.01%
65,699
-1,646
-2% -$30K
TCBK icon
2143
TriCo Bancshares
TCBK
$1.86B
$1.39M ﹤0.01%
48,956
+213
+0.4% +$5.48K
VMO icon
2144
Invesco Municipal Opportunity Trust
VMO
$656M
$1.39M ﹤0.01%
118,526
+42,555
+56% +$489K
TMP icon
2145
Tompkins Financial
TMP
$1.44B
$1.39M ﹤0.01%
26,961
+261
+1% +$12.7K
TDK
2146
DELISTED
TDK CORP AMER DEP SH
TDK
$1.39M ﹤0.01%
29,005
+4,667
+19% +$223K
EAD
2147
Allspring Income Opportunities Fund
EAD
$373M
$1.39M ﹤0.01%
150,901
+30,486
+25% +$276K
SBSI icon
2148
Southside Bancshares
SBSI
$968M
$1.38M ﹤0.01%
60,072
+359
+0.6% +$8.24K
VOXX
2149
DELISTED
VOXX International Corporation Class A
VOXX
$1.38M ﹤0.01%
82,900
-279
-0.3% -$4.41K
IMN
2150
DELISTED
Imation
IMN
$1.38M ﹤0.01%
295,822
+2,042
+0.7% +$8.88K
84 85
86
87 88

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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.