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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
DAR icon
1101
Darling Ingredients
DAR
$9.33B
$4.42M 0.01%
211,812
+45,081
+27% +$964K
AIN icon
1102
Albany International
AIN
$2.16B
$4.42M 0.01%
123,082
+3,181
+3% +$114K
ANDE icon
1103
Andersons Inc
ANDE
$2.49B
$4.42M 0.01%
74,297
+21,669
+41% +$1.15M
WLL
1104
DELISTED
Whiting Petroleum Corporation
WLL
$4.42M 0.01%
238
+9
+4% +$170K
AWP
1105
abrdn Global Premier Properties Fund
AWP
$380M
$4.4M 0.01%
204,097
-3,611
-2% -$77.9K
HEES
1106
DELISTED
H&E Equipment Services
HEES
$4.4M 0.01%
148,544
+29,721
+25% +$814K
VVC
1107
DELISTED
Vectren Corporation
VVC
$4.4M 0.01%
123,963
-95,205
-43% -$3.29M
JGT
1108
DELISTED
NUVEEN DIVERSIFIED CURRENCY OPPORTUNIES FUND(USA)
JGT
$4.4M 0.01%
436,440
-20,409
-4% -$214K
JBTM
1109
JBT Marel
JBTM
$7.53B
$4.4M 0.01%
149,945
+7,553
+5% +$210K
CAB
1110
DELISTED
Cabela's Inc
CAB
$4.39M 0.01%
65,934
-16,966
-20% -$1.05M
KATE
1111
DELISTED
Kate Spade & Company
KATE
$4.39M 0.01%
136,925
-2,402
-2% -$70.8K
PNK
1112
DELISTED
Pinnacle Entertainment Inc.
PNK
$4.38M 0.01%
168,633
-311
-0.2% -$7.59K
PAG icon
1113
Penske Automotive Group
PAG
$14.4B
$4.38M 0.01%
92,905
-3,899
-4% -$167K
BONT
1114
DELISTED
Bon-Ton Stores Inc/The
BONT
$4.37M 0.01%
269,078
+47,946
+22% +$668K
GK
1115
DELISTED
G&K Services Inc
GK
$4.37M 0.01%
70,217
+1,712
+2% +$103K
MGEE icon
1116
MGE Energy Inc
MGEE
$3.14B
$4.36M 0.01%
113,211
+4,771
+4% +$177K
CBSH icon
1117
Commerce Bancshares
CBSH
$8.59B
$4.36M 0.01%
174,139
-8,198
-4% -$201K
COHR
1118
DELISTED
Coherent Inc
COHR
$4.34M 0.01%
58,404
+1,382
+2% +$92.9K
BDC icon
1119
Belden
BDC
$4.04B
$4.34M 0.01%
61,638
+8,312
+16% +$562K
OWW
1120
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$4.34M 0.01%
604,277
+192,513
+47% +$1.5M
RYL
1121
DELISTED
RYLAND GROUP INC
RYL
$4.33M 0.01%
99,811
-6,452
-6% -$256K
SITC icon
1122
SITE Centers
SITC
$237M
$4.32M 0.01%
218,097
-17,469
-7% -$363K
RSH
1123
DELISTED
RADIOSHACK CORP
RSH
$4.32M 0.01%
1,659,668
+422,839
+34% +$1.23M
FCH
1124
DELISTED
Felcor Lodging Trust
FCH
$4.31M 0.01%
528,514
+22,539
+4% +$156K
KS
1125
DELISTED
KapStone Paper and Pack Corp.
KS
$4.31M 0.01%
154,390
-6,354
-4% -$161K
43 44
45
46 47

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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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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.