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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
AZN icon
601
AstraZeneca
AZN
$263B
$12.2M 0.03%
205,596
+219
+0.1% +$11.9K
ETFC
602
DELISTED
E*Trade Financial Corporation
ETFC
$12.2M 0.03%
621,191
+21,276
+4% +$378K
XRAY icon
603
Dentsply Sirona
XRAY
$2.59B
$12.2M 0.03%
251,256
-4,756
-2% -$223K
PPLI
604
People Inc
PPLI
$3.1B
$12.1M 0.03%
986,414
-6,821
-0.7% -$70.3K
LRCX icon
605
Lam Research
LRCX
$382B
$12.1M 0.03%
2,218,570
+29,830
+1% +$157K
TAP icon
606
Molson Coors Class B
TAP
$7.68B
$12M 0.03%
214,487
-26,791
-11% -$1.43M
HUN icon
607
Huntsman Corp
HUN
$2.24B
$12M 0.03%
487,771
+29,067
+6% +$662K
BEAM
608
DELISTED
BEAM INC COM STK (DE)
BEAM
$12M 0.03%
176,301
-19,602
-10% -$1.32M
FCN icon
609
FTI Consulting
FCN
$4.82B
$12M 0.03%
291,200
-26,543
-8% -$1.11M
UAL icon
610
United Airlines
UAL
$38.4B
$11.9M 0.03%
315,483
+20,569
+7% +$720K
AAP icon
611
Advance Auto Parts
AAP
$3.37B
$11.9M 0.03%
107,652
-2,452
-2% -$243K
ZION icon
612
Zions Bancorporation
ZION
$10.1B
$11.9M 0.03%
396,411
+2,970
+0.8% +$85.5K
NIO
613
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$11.9M 0.03%
898,233
+40,454
+5% +$520K
CAR icon
614
Avis
CAR
$5.63B
$11.9M 0.03%
293,749
+19,282
+7% +$646K
UHS icon
615
Universal Health Services
UHS
$9.43B
$11.8M 0.03%
145,015
+24,008
+20% +$1.92M
EQT icon
616
EQT Corp
EQT
$33.2B
$11.7M 0.03%
239,986
+1,215
+0.5% +$57.4K
SBAC icon
617
SBA Communications
SBAC
$18.4B
$11.7M 0.03%
130,404
-2,543
-2% -$218K
VNQ icon
618
Vanguard Real Estate ETF
VNQ
$39.9B
$11.7M 0.03%
181,281
+56,807
+46% +$3.8M
ARG
619
DELISTED
Airgas Inc
ARG
$11.7M 0.03%
104,385
-450
-0.4% -$49K
NTES icon
620
NetEase
NTES
$76.5B
$11.6M 0.03%
739,505
-233,895
-24% -$3.28M
CBRE icon
621
CBRE Group
CBRE
$40.8B
$11.6M 0.03%
440,942
-115,445
-21% -$2.75M
SCG
622
DELISTED
Scana
SCG
$11.6M 0.03%
246,243
+10,586
+4% +$495K
IMO icon
623
Imperial Oil
IMO
$62.1B
$11.5M 0.03%
261,007
+20,750
+9% +$903K
BMRN icon
624
BioMarin Pharmaceuticals
BMRN
$11.5B
$11.5M 0.03%
163,619
-10,360
-6% -$704K
BRCD
625
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$11.5M 0.03%
1,298,807
+124,734
+11% +$1.04M
23 24
25
26 27

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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.