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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
CAA
2726
DELISTED
CalAtlantic Group, Inc.
CAA
$618K ﹤0.01%
13,663
-4,442
-25% -$177K
STN icon
2727
Stantec
STN
$8.23B
$617K ﹤0.01%
19,914
-952
-5% -$28.8K
CIGI icon
2728
Colliers International
CIGI
$5.35B
$615K ﹤0.01%
24,422
+1,174
+5% +$28.4K
HWCC
2729
DELISTED
Houston Wire & Cable Company
HWCC
$615K ﹤0.01%
45,969
+69
+0.2% +$932
CLDT
2730
Chatham Lodging
CLDT
$630M
$613K ﹤0.01%
29,976
-1,019
-3% -$20.2K
MIN
2731
Aberdeen Intermediate Income Fund
MIN
$273M
$613K ﹤0.01%
+118,308
New +$616K
TA
2732
DELISTED
TravelCenters of America LLC
TA
$612K ﹤0.01%
12,574
-16,729
-57% -$767K
AORT icon
2733
Artivion
AORT
$1.32B
$609K ﹤0.01%
54,873
+14,558
+36% +$137K
CMPR icon
2734
Cimpress
CMPR
$2.43B
$609K ﹤0.01%
10,717
+57
+0.5% +$3.17K
BFX
2735
DELISTED
BowFlex Inc.
BFX
$609K ﹤0.01%
72,242
+24,758
+52% +$187K
GIC icon
2736
Global Industrial
GIC
$1.38B
$607K ﹤0.01%
53,943
+523
+1% +$5.32K
NWY
2737
DELISTED
New York & Co Inc
NWY
$607K ﹤0.01%
138,910
+8,407
+6% +$42.1K
AYN
2738
DELISTED
Alliance New York Income Fund
AYN
$607K ﹤0.01%
52,354
+20,748
+66% +$246K
NPT
2739
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$606K ﹤0.01%
49,946
+6,565
+15% +$76.9K
STMP
2740
DELISTED
Stamps.com, Inc.
STMP
$606K ﹤0.01%
14,402
+137
+1% +$6.13K
USAP
2741
DELISTED
Universal Stainless & Alloy
USAP
$605K ﹤0.01%
16,778
-145
-0.9% -$4.86K
HPP
2742
Hudson Pacific Properties
HPP
$765M
$603K ﹤0.01%
3,941
+276
+8% +$39.9K
GSF.CL
2743
DELISTED
GOLDMAN SACHS GROUP INC 6.125% NTS DUE 2060
GSF.CL
$603K ﹤0.01%
24,744
-992
-4% -$24.4K
PERI icon
2744
Perion Network
PERI
$377M
$602K ﹤0.01%
16,599
+2,366
+17% +$81.7K
FLOW
2745
DELISTED
FLOW INTL CORP
FLOW
$602K ﹤0.01%
149,503
+17,146
+13% +$68.4K
STNR
2746
DELISTED
STEINER LEISURE LTD
STNR
$601K ﹤0.01%
12,222
+748
+7% +$42.4K
MKTG
2747
DELISTED
RESPONSYS INC COM STK (CA)
MKTG
$601K ﹤0.01%
21,915
+3,033
+16% +$55.3K
CYNO
2748
DELISTED
Cynosure, Inc. Class A
CYNO
$600K ﹤0.01%
22,509
-808
-3% -$19.4K
TXTR
2749
DELISTED
TEXTURA CORPORATION COM
TXTR
$599K ﹤0.01%
+20,001
New +$748K
HWKN icon
2750
Hawkins
HWKN
$2.97B
$597K ﹤0.01%
32,106
+5,540
+21% +$101K
108 109
110
111 112

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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.