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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
SUNE
626
DELISTED
SUNEDISON, INC COM
SUNE
$11.5M 0.03%
881,032
-58,744
-6% -$662K
OII icon
627
Oceaneering
OII
$5.14B
$11.5M 0.03%
145,302
-14,594
-9% -$1.18M
PFF icon
628
iShares Preferred and Income Securities ETF
PFF
$13.2B
$11.4M 0.03%
309,901
+19,261
+7% +$727K
SIAL
629
DELISTED
SIGMA - ALDRICH CORP
SIAL
$11.4M 0.03%
121,253
+4,603
+4% +$400K
AFG icon
630
American Financial Group
AFG
$12B
$11.4M 0.03%
197,066
+19,734
+11% +$1.11M
AV
631
DELISTED
Aviva Plc
AV
$11.3M 0.03%
747,742
+31,207
+4% +$439K
DB icon
632
Deutsche Bank
DB
$67.3B
$11.3M 0.03%
274,415
+15,312
+6% +$617K
FMC icon
633
FMC
FMC
$1.39B
$11.3M 0.03%
172,091
+22,370
+15% +$1.42M
JBHT icon
634
JB Hunt Transport Services
JBHT
$26B
$11.3M 0.03%
145,532
+428
+0.3% +$31.9K
IWM icon
635
iShares Russell 2000 ETF
IWM
$80B
$11.1M 0.03%
96,275
+52,215
+119% +$5.77M
DRI icon
636
Darden Restaurants
DRI
$23.3B
$11.1M 0.03%
227,943
+5,565
+3% +$257K
SU icon
637
Suncor Energy
SU
$75.7B
$11M 0.03%
314,854
+70,282
+29% +$2.47M
TEG
638
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$11M 0.03%
202,645
-3,662
-2% -$205K
LEG icon
639
Leggett & Platt
LEG
$1.52B
$11M 0.03%
356,309
+2,916
+0.8% +$86.9K
CPRI icon
640
Capri Holdings
CPRI
$1.82B
$11M 0.03%
135,689
+12,157
+10% +$959K
LVLT
641
DELISTED
Level 3 Communications Inc
LVLT
$11M 0.03%
331,283
+25,453
+8% +$750K
SINA
642
DELISTED
Sina Corp
SINA
$11M 0.03%
130,193
-42,109
-24% -$3.44M
KLAC icon
643
KLA
KLAC
$257B
$10.9M 0.03%
1,689,740
-16,930
-1% -$107K
JPS
644
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$10.9M 0.03%
1,334,584
-63,913
-5% -$516K
ALV icon
645
Autoliv
ALV
$8.61B
$10.8M 0.03%
164,007
-4,070
-2% -$266K
UL icon
646
Unilever
UL
$133B
$10.8M 0.03%
233,832
-44,342
-16% -$1.98M
FICO icon
647
Fair Isaac
FICO
$29.9B
$10.8M 0.03%
171,492
+5,573
+3% +$322K
MOS icon
648
The Mosaic Company
MOS
$7.03B
$10.8M 0.03%
227,590
+11,534
+5% +$535K
PCL
649
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$10.7M 0.03%
231,083
+16,655
+8% +$762K
GAS
650
DELISTED
AGL Resources Inc
GAS
$10.7M 0.03%
226,797
-5,008
-2% -$233K
24 25
26
27 28

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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.