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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
NUAN
1476
DELISTED
Nuance Communications, Inc.
NUAN
$2.97M 0.01%
225,955
+7,913
+4% +$109K
VOLV
1477
DELISTED
VOLVO A B ADR-B
VOLV
$2.97M 0.01%
226,313
-24,520
-10% -$322K
IRS
1478
IRSA Inversiones y Representaciones
IRS
$1.3B
$2.97M 0.01%
254,834
-2,881
-1% -$31.9K
KNL
1479
DELISTED
Knoll, Inc.
KNL
$2.97M 0.01%
162,300
+4,721
+3% +$80.2K
WEN icon
1480
Wendy's
WEN
$1.46B
$2.97M 0.01%
340,316
+10,137
+3% +$87.1K
HTLD icon
1481
Heartland Express
HTLD
$1.04B
$2.97M 0.01%
151,157
-3,956
-3% -$64.8K
GASS icon
1482
StealthGas
GASS
$329M
$2.96M 0.01%
+290,650
New +$3.31M
AWC
1483
DELISTED
Alumina Ltd
AWC
$2.96M 0.01%
747,623
+72,937
+11% +$274K
ILG
1484
DELISTED
ILG, Inc Common Stock
ILG
$2.96M 0.01%
95,677
+4,955
+5% +$130K
CEB
1485
DELISTED
CEB Inc.
CEB
$2.96M 0.01%
38,173
-1,484
-4% -$109K
SIX
1486
DELISTED
Six Flags Entertainment Corp.
SIX
$2.95M 0.01%
80,217
+5,853
+8% +$211K
CNVR
1487
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$2.95M 0.01%
126,314
-14,120
-10% -$296K
KNGT
1488
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$2.95M 0.01%
160,851
+6,915
+4% +$127K
SANM icon
1489
Sanmina
SANM
$9.24B
$2.95M 0.01%
176,420
-14,726
-8% -$237K
ALE
1490
DELISTED
Allete
ALE
$2.94M 0.01%
59,036
+6,779
+13% +$336K
HURN icon
1491
Huron Consulting
HURN
$1.97B
$2.94M 0.01%
46,926
+538
+1% +$31.5K
OMCL icon
1492
Omnicell
OMCL
$1.96B
$2.94M 0.01%
115,214
+161
+0.1% +$3.85K
WG
1493
DELISTED
Willbros Group
WG
$2.94M 0.01%
312,102
+48,039
+18% +$436K
WTFC icon
1494
Wintrust Financial
WTFC
$10.9B
$2.94M 0.01%
63,629
+5,909
+10% +$261K
WAFD icon
1495
WaFd
WAFD
$2.71B
$2.93M 0.01%
125,784
+1,226
+1% +$27.8K
LZB icon
1496
La-Z-Boy
LZB
$1.65B
$2.93M 0.01%
94,490
-13,067
-12% -$338K
HELE icon
1497
Helen of Troy
HELE
$672M
$2.92M 0.01%
59,194
+1,106
+2% +$51.9K
SSI
1498
DELISTED
Stage Stores Inc
SSI
$2.92M 0.01%
131,548
+1,791
+1% +$37.4K
MDCO
1499
DELISTED
Medicines Co
MDCO
$2.92M 0.01%
75,662
+11,223
+17% +$401K
CBL
1500
DELISTED
CBL& Associates Properties, Inc.
CBL
$2.91M 0.01%
162,259
+3,605
+2% +$67.7K
58 59
60
61 62

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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.