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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
IOSP icon
1851
Innospec
IOSP
$2.09B
$1.98M ﹤0.01%
42,914
+4,682
+12% +$215K
KLIC icon
1852
Kulicke & Soffa
KLIC
$4.34B
$1.98M ﹤0.01%
149,120
+5,041
+3% +$63.3K
RMBS icon
1853
Rambus
RMBS
$8.95B
$1.98M ﹤0.01%
209,313
+2,085
+1% +$18.8K
SHLM
1854
DELISTED
Schulman (A.) Inc
SHLM
$1.98M ﹤0.01%
56,127
-20,209
-26% -$665K
MFIC icon
1855
MidCap Financial Investment
MFIC
$801M
$1.98M ﹤0.01%
77,840
+6,088
+8% +$157K
ROSE
1856
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.98M ﹤0.01%
41,151
-603
-1% -$32.5K
DMND
1857
DELISTED
DIAMOND FOODS, INC.
DMND
$1.98M ﹤0.01%
76,442
+27,876
+57% +$666K
MFA
1858
MFA Financial
MFA
$932M
$1.97M ﹤0.01%
69,669
-22,362
-24% -$655K
MLI icon
1859
Mueller Industries
MLI
$14.5B
$1.97M ﹤0.01%
249,744
+43,440
+21% +$323K
N
1860
DELISTED
Netsuite Inc
N
$1.97M ﹤0.01%
19,097
+97
+0.5% +$9.72K
RUSHA icon
1861
Rush Enterprises Class A
RUSHA
$6.34B
$1.97M ﹤0.01%
149,216
-7,924
-5% -$100K
MTSC
1862
DELISTED
MTS Systems Corp
MTSC
$1.97M ﹤0.01%
27,659
+111
+0.4% +$7.34K
ICFI icon
1863
ICF International
ICFI
$1.5B
$1.96M ﹤0.01%
56,585
+603
+1% +$20.7K
EFOR
1864
Everforth Inc
EFOR
$960M
$1.96M ﹤0.01%
56,212
-335
-0.6% -$11.2K
NICE icon
1865
Nice
NICE
$6.15B
$1.96M ﹤0.01%
47,872
+1,759
+4% +$69.9K
VMI icon
1866
Valmont Industries
VMI
$8.86B
$1.96M ﹤0.01%
13,148
-516
-4% -$72.9K
AFB
1867
AllianceBernstein National Municipal Income Fund
AFB
$315M
$1.96M ﹤0.01%
156,029
+78,143
+100% +$985K
MDC
1868
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.95M ﹤0.01%
84,076
-4,745
-5% -$101K
WKC icon
1869
World Kinect Corp
WKC
$2.07B
$1.95M ﹤0.01%
45,204
-5,680
-11% -$224K
DHG
1870
DELISTED
Deutsche High Incm Opportunities
DHG
$1.95M ﹤0.01%
135,312
-2,562
-2% -$36.3K
DPG
1871
Duff & Phelps Utility and Infrastructure Fund
DPG
$524M
$1.95M ﹤0.01%
101,973
+9,876
+11% +$187K
EPL
1872
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
$1.95M ﹤0.01%
68,264
+8,242
+14% +$264K
ESE icon
1873
ESCO Technologies
ESE
$7.77B
$1.94M ﹤0.01%
56,741
+13,852
+32% +$477K
ELUX
1874
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$1.94M ﹤0.01%
36,959
-2,245
-6% -$118K
SUI icon
1875
Sun Communities
SUI
$15.8B
$1.94M ﹤0.01%
45,399
-7,602
-14% -$323K
73 74
75
76 77

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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.