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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
WY icon
326
Weyerhaeuser
WY
$17.3B
$26.4M 0.06%
835,974
-13,140
-2% -$393K
LIFE
327
DELISTED
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
$26.4M 0.06%
348,025
+130,293
+60% +$9.83M
CF icon
328
CF Industries
CF
$19.2B
$26.2M 0.06%
561,620
+14,280
+3% +$624K
NUE icon
329
Nucor
NUE
$56.4B
$26M 0.06%
487,273
-3,200
-0.7% -$165K
ED icon
330
Consolidated Edison
ED
$41.6B
$25.9M 0.06%
468,102
-19,707
-4% -$1.11M
L icon
331
Loews
L
$24.3B
$25.9M 0.06%
536,067
-82,573
-13% -$3.95M
BF
332
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$25.9M 0.06%
239,827
+9,782
+4% +$1.05M
EEP
333
DELISTED
Enbridge Energy Partners
EEP
$25.8M 0.06%
863,514
-11,825
-1% -$353K
PXD
334
DELISTED
Pioneer Natural Resource Co.
PXD
$25.6M 0.06%
139,098
-8,762
-6% -$1.69M
HBAN icon
335
Huntington Bancshares
HBAN
$35.1B
$25.6M 0.06%
2,653,038
+1,335
+0.1% +$12K
TGNA
336
DELISTED
TEGNA Inc
TGNA
$25.6M 0.06%
1,651,895
-1,753
-0.1% -$24.7K
HOT
337
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$25.4M 0.06%
320,157
+1,141
+0.4% +$83.4K
MELI icon
338
Mercado Libre
MELI
$91.3B
$25.3M 0.06%
234,551
-5,394
-2% -$646K
SLM icon
339
SLM Corp
SLM
$4.57B
$25.2M 0.06%
2,687,588
+305,902
+13% +$2.81M
GME icon
340
GameStop
GME
$9.5B
$25.1M 0.06%
2,040,748
+95,212
+5% +$1.22M
HCA icon
341
HCA Healthcare
HCA
$84.8B
$25M 0.06%
523,286
+7,323
+1% +$338K
PCAR icon
342
PACCAR
PCAR
$69.6B
$24.9M 0.06%
631,086
+46,086
+8% +$1.74M
AZO icon
343
AutoZone
AZO
$48.3B
$24.8M 0.06%
51,971
-202
-0.4% -$90.6K
FTI icon
344
TechnipFMC
FTI
$30.6B
$24.7M 0.06%
635,947
-39,574
-6% -$1.54M
BG icon
345
Bunge Global
BG
$23.6B
$24.6M 0.06%
300,082
+25,029
+9% +$2.02M
IBN icon
346
ICICI Bank
IBN
$106B
$24.6M 0.06%
3,640,670
-177,425
-5% -$1.13M
FXR icon
347
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$732M
$24.4M 0.06%
858,938
+102,137
+13% +$2.73M
LINE
348
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$24.4M 0.06%
791,671
+2,723
+0.3% +$79K
FXL icon
349
First Trust Technology AlphaDEX Fund
FXL
$2.47B
$24.4M 0.06%
816,214
+120,678
+17% +$3.39M
FXH icon
350
First Trust Health Care AlphaDEX Fund
FXH
$1.02B
$24.3M 0.06%
504,652
+71,311
+16% +$3.26M
12 13
14
15 16

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AF
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MCM
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PSUF
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IA
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BAM
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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.