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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
LQDT icon
2576
Liquidity Services
LQDT
$1.23B
$781K ﹤0.01%
34,476
-1,050
-3% -$26.4K
CDW icon
2577
CDW
CDW
$18.4B
$780K ﹤0.01%
+33,373
New +$749K
TLK icon
2578
Telkom Indonesia
TLK
$14.2B
$780K ﹤0.01%
43,524
+25,146
+137% +$475K
VKQ icon
2579
Invesco Municipal Trust
VKQ
$541M
$777K ﹤0.01%
67,082
+15,135
+29% +$173K
ALX
2580
Alexander's
ALX
$1.36B
$773K ﹤0.01%
2,342
+552
+31% +$173K
BOOM icon
2581
DMC Global
BOOM
$112M
$772K ﹤0.01%
35,530
-532
-1% -$11.8K
HTGC icon
2582
Hercules Capital
HTGC
$3.04B
$772K ﹤0.01%
47,085
+1,379
+3% +$22.3K
UVSP icon
2583
Univest Financial
UVSP
$1.24B
$772K ﹤0.01%
37,324
+8,110
+28% +$162K
ACTA
2584
DELISTED
Actua Corp
ACTA
$769K ﹤0.01%
41,283
-8,851
-18% -$149K
IO
2585
DELISTED
ION Geophysical Corporation
IO
$768K ﹤0.01%
15,515
+1,445
+10% +$87.6K
GDP
2586
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$764K ﹤0.01%
44,865
+11,272
+34% +$242K
BHK icon
2587
BlackRock Core Bond Trust
BHK
$646M
$763K ﹤0.01%
59,204
+15,974
+37% +$205K
BCS.PRA.CL
2588
DELISTED
Barclays Bank Plc Series 3
BCS.PRA.CL
$763K ﹤0.01%
30,297
-1,160
-4% -$29.1K
EPB
2589
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$761K ﹤0.01%
21,139
-897
-4% -$35.2K
HOME
2590
DELISTED
HOME FED BANCORP INC COM STK NEW (MD)
HOME
$759K ﹤0.01%
50,933
+30,831
+153% +$447K
ADX icon
2591
Adams Diversified Equity Fund
ADX
$3.08B
$758K ﹤0.01%
57,976
-1,711
-3% -$21.8K
REX icon
2592
REX American Resources
REX
$1.4B
$758K ﹤0.01%
101,724
+6
+0% +$34
ALG icon
2593
Alamo Group
ALG
$2B
$755K ﹤0.01%
12,437
-447
-3% -$23.2K
GCAP
2594
DELISTED
Gain Capital Holdings, Inc.
GCAP
$754K ﹤0.01%
100,455
+21,829
+28% +$219K
SCTY
2595
DELISTED
SolarCity Corporation
SCTY
$754K ﹤0.01%
13,271
+592
+5% +$30.5K
GRC icon
2596
Gorman-Rupp
GRC
$2.18B
$753K ﹤0.01%
22,515
-73
-0.3% -$2.31K
WBCO
2597
DELISTED
WASHINGTON BANKING CO
WBCO
$753K ﹤0.01%
42,494
+20,350
+92% +$337K
AP icon
2598
Ampco-Pittsburgh
AP
$167M
$751K ﹤0.01%
38,616
+8,585
+29% +$157K
FIO
2599
DELISTED
FUSION-IO INC COM
FIO
$751K ﹤0.01%
84,317
+41,642
+98% +$450K
RBS.PRL.CL
2600
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$751K ﹤0.01%
38,453
-1,478
-4% -$29.2K
102 103
104
105 106

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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.