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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
GBX icon
2176
The Greenbrier Companies
GBX
$1.6B
$1.35M ﹤0.01%
41,265
-7,155
-15% -$210K
NTGR icon
2177
NETGEAR
NTGR
$663M
$1.35M ﹤0.01%
41,140
-10,436
-20% -$325K
SWC
2178
DELISTED
Stillwater Mining Co
SWC
$1.35M ﹤0.01%
109,835
-152,960
-58% -$1.72M
VRE
2179
DELISTED
Veris Residential
VRE
$1.35M ﹤0.01%
62,878
-27,483
-30% -$576K
DXPE icon
2180
DXP Enterprises
DXPE
$2.49B
$1.34M ﹤0.01%
11,665
+218
+2% +$20.5K
BEBE
2181
DELISTED
Bebe Stores Inc
BEBE
$1.34M ﹤0.01%
25,236
-138
-0.5% -$7.77K
POT
2182
DELISTED
Potash Corp Of Saskatchewan
POT
$1.34M ﹤0.01%
40,689
+7,733
+23% +$246K
CBEY
2183
DELISTED
CBEYOND INC COM STK
CBEY
$1.34M ﹤0.01%
194,564
+40,481
+26% +$257K
TREE icon
2184
LendingTree
TREE
$572M
$1.34M ﹤0.01%
40,809
+12,353
+43% +$370K
ININ
2185
DELISTED
Interactive Intelligence Group, inc.
ININ
$1.34M ﹤0.01%
19,891
+636
+3% +$40.8K
KPN
2186
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$1.34M ﹤0.01%
420,944
+26,465
+7% +$84.2K
OPEN
2187
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
$1.34M ﹤0.01%
16,858
+6,201
+58% +$475K
KRG icon
2188
Kite Realty
KRG
$5.91B
$1.33M ﹤0.01%
50,773
+21,127
+71% +$538K
BKS
2189
DELISTED
Barnes & Noble
BKS
$1.33M ﹤0.01%
136,025
-43,527
-24% -$419K
LNCO
2190
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$1.33M ﹤0.01%
43,239
+34,069
+372% +$1.04M
ELNK
2191
DELISTED
EarthLink Holdings Corp.
ELNK
$1.33M ﹤0.01%
261,913
-1,899
-0.7% -$9.69K
MEAS
2192
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
$1.33M ﹤0.01%
21,842
-504
-2% -$27.9K
WASH icon
2193
Washington Trust Bancorp
WASH
$754M
$1.32M ﹤0.01%
35,561
+304
+0.9% +$10.4K
VRTU
2194
DELISTED
Virtusa Corporation
VRTU
$1.32M ﹤0.01%
34,772
+574
+2% +$19.1K
AUD
2195
DELISTED
Audacy, Inc.
AUD
$1.32M ﹤0.01%
125,469
+3,539
+3% +$33.5K
GTLS
2196
DELISTED
Chart Industries
GTLS
$1.32M ﹤0.01%
13,766
+407
+3% +$42.8K
AWF
2197
AllianceBernstein Global High Income Fund
AWF
$871M
$1.31M ﹤0.01%
92,003
-81,737
-47% -$1.22M
SUP
2198
DELISTED
Superior Industries International
SUP
$1.31M ﹤0.01%
63,554
-745
-1% -$14.1K
DLLR
2199
DELISTED
DFC GLOBAL CORP COM STK (DE)
DLLR
$1.31M ﹤0.01%
114,530
-7,128
-6% -$81.1K
CFNL
2200
DELISTED
Cardinal Financial Corp
CFNL
$1.31M ﹤0.01%
72,833
+1,412
+2% +$24.1K
86 87
88
89 90

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MCM
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PSUF
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SCC
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BAM
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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.