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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
LLTC
651
DELISTED
Linear Technology Corp
LLTC
$10.7M 0.03%
234,966
+931
+0.4% +$38.8K
PNW icon
652
Pinnacle West Capital
PNW
$12.8B
$10.7M 0.03%
201,942
+3,294
+2% +$180K
INGR icon
653
Ingredion
INGR
$6.4B
$10.6M 0.03%
155,505
-5,277
-3% -$357K
NPM
654
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$10.6M 0.03%
845,180
+111,472
+15% +$1.4M
AGG icon
655
iShares Core US Aggregate Bond ETF
AGG
$138B
$10.6M 0.03%
99,327
+1,849
+2% +$198K
CPN
656
DELISTED
Calpine Corporation
CPN
$10.5M 0.03%
539,068
-1,225
-0.2% -$23.8K
DISH
657
DELISTED
DISH Network Corp.
DISH
$10.5M 0.03%
181,368
-656
-0.4% -$33.6K
AXS icon
658
AXIS Capital
AXS
$8.63B
$10.5M 0.03%
220,319
+18,658
+9% +$881K
CSL icon
659
Carlisle Companies
CSL
$13.8B
$10.5M 0.03%
131,995
-1,728
-1% -$127K
ARMH
660
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$10.5M 0.03%
191,357
+3,384
+2% +$165K
PII icon
661
Polaris
PII
$4.25B
$10.5M 0.03%
71,901
+3,383
+5% +$453K
HBI
662
DELISTED
Hanesbrands
HBI
$10.5M 0.03%
595,096
-17,304
-3% -$288K
AKAM icon
663
Akamai
AKAM
$16.4B
$10.4M 0.03%
221,399
+3,694
+2% +$174K
MTD icon
664
Mettler-Toledo International
MTD
$27B
$10.4M 0.03%
42,837
-3,277
-7% -$800K
SIG icon
665
Signet Jewelers
SIG
$3.72B
$10.4M 0.03%
131,927
+2,284
+2% +$173K
GNTX icon
666
Gentex
GNTX
$4.88B
$10.4M 0.03%
629,250
-27,666
-4% -$405K
AMD icon
667
Advanced Micro Devices
AMD
$807B
$10.3M 0.03%
2,665,920
+147,593
+6% +$529K
R icon
668
Ryder
R
$10.3B
$10.3M 0.02%
139,542
+3,071
+2% +$204K
LXK
669
DELISTED
Lexmark Intl Inc
LXK
$10.3M 0.02%
289,570
+22,907
+9% +$807K
OKE icon
670
Oneok
OKE
$56.4B
$10.3M 0.02%
188,666
+494
+0.3% +$24.8K
EMD
671
Western Asset Emerging Markets Debt Fund
EMD
$614M
$10.3M 0.02%
596,103
+43,337
+8% +$752K
JLA
672
DELISTED
NUVEEN EQUITY PREMIUM ADVANTAGE FUND
JLA
$10.2M 0.02%
810,515
+250,953
+45% +$3.12M
ASH icon
673
Ashland
ASH
$3.04B
$10.2M 0.02%
215,166
-20,828
-9% -$931K
TECH icon
674
Bio-Techne
TECH
$11.2B
$10.2M 0.02%
429,308
+19,224
+5% +$417K
EXPE icon
675
Expedia Group
EXPE
$33.4B
$10.2M 0.02%
145,797
+21,932
+18% +$1.29M
25 26
27
28 29

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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.