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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
ACAT
2051
DELISTED
Arctic Cat Inc
ACAT
$1.56M ﹤0.01%
27,330
+1,606
+6% +$88.8K
CVLT icon
2052
Commault Systems
CVLT
$4.99B
$1.56M ﹤0.01%
20,784
-171
-0.8% -$13.4K
AAON icon
2053
Aaon
AAON
$7.03B
$1.55M ﹤0.01%
109,433
+22,835
+26% +$290K
MYE icon
2054
Myers Industries
MYE
$1.23B
$1.55M ﹤0.01%
73,406
-527
-0.7% -$10.2K
AXON
2055
Axon Enterprise
AXON
$44.2B
$1.55M ﹤0.01%
97,388
-9,137
-9% -$149K
DEST
2056
DELISTED
Destination Maternity Corporation
DEST
$1.54M ﹤0.01%
51,683
-187
-0.4% -$5.79K
KKR icon
2057
KKR & Co
KKR
$90.2B
$1.54M ﹤0.01%
+63,365
New +$1.46M
RGP icon
2058
Resources Connection
RGP
$137M
$1.54M ﹤0.01%
107,550
-34,843
-24% -$459K
RPXC
2059
DELISTED
RPX Corporation
RPXC
$1.54M ﹤0.01%
91,092
-626
-0.7% -$10.7K
BKMU
2060
DELISTED
Bank Mutual Corp
BKMU
$1.54M ﹤0.01%
219,148
+16,963
+8% +$111K
EHTH icon
2061
eHealth
EHTH
$42.2M
$1.53M ﹤0.01%
33,013
+326
+1% +$13.6K
HL icon
2062
Hecla Mining
HL
$9.37B
$1.53M ﹤0.01%
498,099
-3,289
-0.7% -$9.93K
CSR
2063
Centerspace
CSR
$942M
$1.53M ﹤0.01%
17,813
+1,242
+7% +$107K
ASNA
2064
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.53M ﹤0.01%
3,606
-3,330
-48% -$1.36M
AEGN
2065
DELISTED
Aegion Corp
AEGN
$1.52M ﹤0.01%
69,343
-2,833
-4% -$61.5K
AUB icon
2066
Atlantic Union Bankshares
AUB
$6.05B
$1.52M ﹤0.01%
61,127
-1,533
-2% -$37.8K
LXU icon
2067
LSB Industries
LXU
$832M
$1.52M ﹤0.01%
48,058
+1,827
+4% +$47.3K
FIZZ icon
2068
National Beverage
FIZZ
$3.06B
$1.51M ﹤0.01%
150,328
+6,682
+5% +$64.3K
VIVO
2069
DELISTED
Meridian Bioscience Inc
VIVO
$1.51M ﹤0.01%
57,092
+956
+2% +$23.5K
BUI icon
2070
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$720M
$1.51M ﹤0.01%
84,713
+10,101
+14% +$179K
ENLC
2071
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$1.51M ﹤0.01%
41,880
-20,295
-33% -$605K
EXPO icon
2072
Exponent
EXPO
$3.24B
$1.51M ﹤0.01%
78,312
-1,028
-1% -$19.4K
ENSG icon
2073
The Ensign Group
ENSG
$10.5B
$1.51M ﹤0.01%
133,668
+52,232
+64% +$577K
OCSL icon
2074
Oaktree Specialty Lending
OCSL
$1.06B
$1.51M ﹤0.01%
54,378
+19,004
+54% +$562K
VSI
2075
DELISTED
Vitamin Shoppe Inc.
VSI
$1.51M ﹤0.01%
28,966
+2,682
+10% +$133K
81 82
83
84 85

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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.