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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
CRAY
2101
DELISTED
Cray, Inc.
CRAY
$1.46M ﹤0.01%
53,154
+270
+0.5% +$6.35K
SHOO icon
2102
Steven Madden
SHOO
$3.14B
$1.45M ﹤0.01%
59,556
-13,598
-19% -$331K
HHH icon
2103
Howard Hughes
HHH
$4.01B
$1.45M ﹤0.01%
12,676
+550
+5% +$59.7K
LPX icon
2104
Louisiana-Pacific
LPX
$5.16B
$1.45M ﹤0.01%
78,401
-27,584
-26% -$469K
ACO
2105
DELISTED
AMCOL International Corp
ACO
$1.45M ﹤0.01%
42,704
+830
+2% +$26.7K
ENOV icon
2106
Enovis
ENOV
$1.72B
$1.45M ﹤0.01%
13,215
-2,180
-14% -$218K
CHSP
2107
DELISTED
Chesapeake Lodging Trust
CHSP
$1.45M ﹤0.01%
57,292
+28,836
+101% +$688K
PLUS icon
2108
ePlus
PLUS
$2.43B
$1.45M ﹤0.01%
101,864
+35,916
+54% +$481K
SASR
2109
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.45M ﹤0.01%
51,271
-59
-0.1% -$1.54K
LAYN
2110
DELISTED
Layne Christensen Co
LAYN
$1.45M ﹤0.01%
84,586
-1,724
-2% -$30K
BCPC
2111
Balchem Corp
BCPC
$5.29B
$1.44M ﹤0.01%
24,595
+1,140
+5% +$64.4K
ISLE
2112
DELISTED
Isle of Capri Casinos Inc
ISLE
$1.44M ﹤0.01%
160,487
-264
-0.2% -$2.06K
CCIX
2113
DELISTED
COLEMAN CABLE IN COM
CCIX
$1.44M ﹤0.01%
55,032
+7,722
+16% +$179K
IBOC icon
2114
International Bancshares
IBOC
$4.82B
$1.44M ﹤0.01%
54,700
+8,443
+18% +$205K
MPWR icon
2115
Monolithic Power Systems
MPWR
$61.7B
$1.44M ﹤0.01%
41,513
-11,040
-21% -$353K
PIM
2116
Franklin Master Intermediate Income Trust
PIM
$149M
$1.44M ﹤0.01%
285,577
+23,337
+9% +$116K
ZEP
2117
DELISTED
ZEP INC COM STK (DE)
ZEP
$1.44M ﹤0.01%
79,047
+8,566
+12% +$161K
PKOH icon
2118
Park-Ohio Holdings
PKOH
$543M
$1.43M ﹤0.01%
27,369
– –
TIVO
2119
DELISTED
TIVO INC
TIVO
$1.43M ﹤0.01%
109,211
-10,130
-8% -$131K
HAE icon
2120
Haemonetics
HAE
$3.82B
$1.43M ﹤0.01%
33,984
+157
+0.5% +$6.46K
LULU icon
2121
lululemon athletica
LULU
$13.5B
$1.43M ﹤0.01%
24,223
-7,071
-23% -$485K
ORIT
2122
DELISTED
Oritani Financial Corp. New
ORIT
$1.43M ﹤0.01%
89,092
+1,570
+2% +$25.3K
HY icon
2123
Hyster-Yale Materials Handling
HY
$577M
$1.43M ﹤0.01%
15,302
+342
+2% +$29.8K
BLOX
2124
DELISTED
Infoblox Inc
BLOX
$1.42M ﹤0.01%
43,039
-6,602
-13% -$258K
TSL
2125
DELISTED
Trina Solar Limited
TSL
$1.42M ﹤0.01%
103,762
+10,253
+11% +$154K
83 84
85
86 87

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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.