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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
CNK icon
1301
Cinemark Holdings
CNK
$4.09B
$3.53M 0.01%
105,968
+13,452
+15% +$441K
BC icon
1302
Brunswick
BC
$5.33B
$3.53M 0.01%
76,648
+2,235
+3% +$99.3K
NPO icon
1303
Enpro
NPO
$6.63B
$3.53M 0.01%
61,195
-8,250
-12% -$473K
SHG icon
1304
Shinhan Financial Group
SHG
$32.8B
$3.52M 0.01%
77,058
+13,067
+20% +$559K
WTRG icon
1305
Essential Utilities
WTRG
$11.5B
$3.52M 0.01%
149,114
-1,463
-1% -$35.7K
ACH
1306
Accendra Health
ACH
$249M
$3.51M 0.01%
96,010
+16,509
+21% +$606K
MKTAY
1307
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$3.51M 0.01%
66,215
+213
+0.3% +$11.3K
BBG
1308
DELISTED
Bill Barrett Corp
BBG
$3.5M 0.01%
130,862
+16,216
+14% +$441K
TBI
1309
Trueblue
TBI
$235M
$3.5M 0.01%
135,805
+746
+0.6% +$18.6K
WMGI
1310
DELISTED
Wright Medical Group Inc
WMGI
$3.5M 0.01%
113,794
+13,661
+14% +$387K
GPRE icon
1311
Green Plains
GPRE
$1.15B
$3.48M 0.01%
179,396
+22,015
+14% +$364K
UPBD icon
1312
Upbound Group
UPBD
$1.26B
$3.48M 0.01%
104,231
+1,277
+1% +$44.2K
EDE
1313
DELISTED
Empire District Electric
EDE
$3.47M 0.01%
153,070
+6,260
+4% +$141K
CHH icon
1314
Choice Hotels
CHH
$5.22B
$3.47M 0.01%
70,672
+6,882
+11% +$314K
JBLU icon
1315
JetBlue
JBLU
$2.23B
$3.47M 0.01%
406,496
+31,106
+8% +$247K
GNC
1316
DELISTED
GNC Holdings, Inc.
GNC
$3.47M 0.01%
59,354
+11,640
+24% +$672K
KALU icon
1317
Kaiser Aluminum
KALU
$2.65B
$3.47M 0.01%
49,371
-932
-2% -$63.7K
NCI
1318
DELISTED
Navigant Consulting, Inc.
NCI
$3.47M 0.01%
180,593
+22,369
+14% +$397K
GRA
1319
DELISTED
W.R. Grace & Co.
GRA
$3.47M 0.01%
35,064
-14,205
-29% -$1.32M
NAD icon
1320
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$3.46M 0.01%
275,007
+7,551
+3% +$95.5K
LVNTA
1321
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$3.46M 0.01%
114,929
+635
+0.6% +$17.1K
ATHN
1322
DELISTED
Athenahealth, Inc.
ATHN
$3.46M 0.01%
25,703
-1,144
-4% -$147K
CENX icon
1323
Century Aluminum
CENX
$4.35B
$3.46M 0.01%
330,376
+1,889
+0.6% +$16.8K
BRKR icon
1324
Bruker
BRKR
$9.58B
$3.44M 0.01%
174,122
-21,647
-11% -$424K
DKS icon
1325
Dick's Sporting Goods
DKS
$18.9B
$3.44M 0.01%
59,235
+843
+1% +$46K
51 52
53
54 55

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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.