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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
ORN icon
2226
Orion Group Holdings
ORN
$485M
$1.26M ﹤0.01%
104,518
+1,233
+1% +$14.3K
HIMX
2227
Himax Technologies
HIMX
$2.09B
$1.26M ﹤0.01%
85,412
-33,978
-28% -$360K
CNR
2228
DELISTED
Cornerstone Building Brands, Inc.
CNR
$1.26M ﹤0.01%
71,593
-6,548
-8% -$102K
WWE
2229
DELISTED
World Wrestling Entertainment
WWE
$1.25M ﹤0.01%
75,667
-430
-0.6% -$5.71K
NWS icon
2230
News Corp Class B
NWS
$17.2B
$1.25M ﹤0.01%
70,303
+549
+0.8% +$9.58K
ARGO
2231
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.25M ﹤0.01%
37,513
-678
-2% -$21.6K
PLKI
2232
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.25M ﹤0.01%
32,551
-16,020
-33% -$674K
MYRG icon
2233
MYR Group
MYRG
$5.31B
$1.25M ﹤0.01%
49,731
+1,733
+4% +$43.5K
REV
2234
DELISTED
Revlon, Inc.
REV
$1.25M ﹤0.01%
49,880
-210
-0.4% -$5.35K
JOBS
2235
DELISTED
51job Inc
JOBS
$1.24M ﹤0.01%
31,854
-434
-1% -$16.2K
AZZ icon
2236
AZZ Inc
AZZ
$4.41B
$1.24M ﹤0.01%
25,311
-1,168
-4% -$53K
TISI icon
2237
Team
TISI
$80.6M
$1.24M ﹤0.01%
2,922
+163
+6% +$62.8K
FBR
2238
DELISTED
Fibria Celulose Sa
FBR
$1.24M ﹤0.01%
105,792
-8,902
-8% -$110K
CWEI
2239
DELISTED
Clayton Williams Energy, Inc.
CWEI
$1.24M ﹤0.01%
15,079
-20
-0.1% -$1.48K
SNTS
2240
DELISTED
SANTARUS INC
SNTS
$1.24M ﹤0.01%
38,662
-11,930
-24% -$335K
QLIK
2241
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$1.24M ﹤0.01%
46,421
+4,656
+11% +$129K
DAKT icon
2242
Daktronics
DAKT
$953M
$1.24M ﹤0.01%
78,743
+15,814
+25% +$210K
SWS
2243
DELISTED
SWS GROUP INC
SWS
$1.24M ﹤0.01%
203,177
+9,694
+5% +$57.1K
RSO
2244
DELISTED
Resource Capital Corp.
RSO
$1.23M ﹤0.01%
52,031
+13,791
+36% +$329K
IRBT
2245
DELISTED
iRobot
IRBT
$1.23M ﹤0.01%
35,436
+2,149
+6% +$73.2K
LCI
2246
DELISTED
Lannett Company, Inc.
LCI
$1.23M ﹤0.01%
9,269
+4,737
+105% +$501K
IPAR icon
2247
Interparfums
IPAR
$4.09B
$1.23M ﹤0.01%
34,227
-392
-1% -$13.5K
EGL
2248
DELISTED
Engility Holdings, Inc.
EGL
$1.23M ﹤0.01%
36,667
-1,207
-3% -$37.9K
MRTN icon
2249
Marten Transport
MRTN
$1.25B
$1.22M ﹤0.01%
151,233
-3,850
-2% -$28K
BLT
2250
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$1.22M ﹤0.01%
84,273
-2,903
-3% -$38.6K
88 89
90
91 92

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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.