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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
IDXX icon
576
Idexx Laboratories
IDXX
$42.9B
$12.9M 0.03%
242,954
-150,330
-38% -$7.91M
DDS icon
577
Dillards
DDS
$8.87B
$12.9M 0.03%
132,774
+13,071
+11% +$1.13M
NAB
578
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$12.9M 0.03%
414,811
+33,237
+9% +$1.03M
OA
579
DELISTED
Orbital ATK, Inc.
OA
$12.8M 0.03%
105,387
+8,081
+8% +$913K
VTR icon
580
Ventas
VTR
$48.9B
$12.8M 0.03%
195,298
-40,237
-17% -$2.79M
CTAS icon
581
Cintas
CTAS
$82.4B
$12.7M 0.03%
854,808
+168,492
+25% +$2.29M
CFN
582
DELISTED
CAREFUSION CORPORATION
CFN
$12.7M 0.03%
319,653
+28,058
+10% +$1.09M
KIM icon
583
Kimco Realty
KIM
$17.6B
$12.7M 0.03%
643,868
+37,499
+6% +$775K
ACGL icon
584
Arch Capital
ACGL
$36.1B
$12.7M 0.03%
638,685
+17,103
+3% +$328K
CEO
585
DELISTED
CNOOC Limited
CEO
$12.6M 0.03%
67,138
+3,628
+6% +$722K
WIN
586
DELISTED
Windstream Holdings Inc
WIN
$12.5M 0.03%
200,458
+20,061
+11% +$1.3M
ITT icon
587
ITT
ITT
$17.5B
$12.5M 0.03%
288,323
+2,410
+0.8% +$95.8K
ADSK icon
588
Autodesk
ADSK
$44.3B
$12.5M 0.03%
248,307
+23,668
+11% +$1.04M
TW
589
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$12.4M 0.03%
97,427
-25,580
-21% -$2.98M
NGG icon
590
National Grid
NGG
$82.7B
$12.4M 0.03%
196,245
+8,856
+5% +$531K
FSLR icon
591
First Solar
FSLR
$21.8B
$12.3M 0.03%
225,776
+11,596
+5% +$634K
TMUS icon
592
T-Mobile US
TMUS
$193B
$12.3M 0.03%
366,662
+3,583
+1% +$98.2K
ASML icon
593
ASML
ASML
$675B
$12.3M 0.03%
131,361
+1,545
+1% +$143K
BF.B icon
594
Brown-Forman Class B
BF.B
$12B
$12.3M 0.03%
508,706
-215,760
-30% -$5.06M
HAS icon
595
Hasbro
HAS
$12.6B
$12.3M 0.03%
223,346
+7,686
+4% +$393K
SAN icon
596
Banco Santander
SAN
$194B
$12.3M 0.03%
1,490,380
+189,512
+15% +$1.51M
SEE
597
DELISTED
Sealed Air
SEE
$12.3M 0.03%
360,302
-33,469
-8% -$1.02M
MNST icon
598
Monster Beverage
MNST
$91.4B
$12.2M 0.03%
1,082,922
-19,440
-2% -$191K
ALK icon
599
Alaska Air
ALK
$5.15B
$12.2M 0.03%
333,346
-1,610
-0.5% -$57.2K
URS
600
DELISTED
URS CORP
URS
$12.2M 0.03%
230,747
+11,025
+5% +$580K
22 23
24
25 26

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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.