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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
GGP
801
DELISTED
GGP Inc.
GGP
$7.65M 0.02%
381,337
+13,802
+4% +$284K
HSP
802
DELISTED
HOSPIRA INC
HSP
$7.65M 0.02%
185,224
+15,436
+9% +$621K
UFS
803
DELISTED
DOMTAR CORPORATION (New)
UFS
$7.64M 0.02%
162,036
+20,808
+15% +$904K
TRMB icon
804
Trimble
TRMB
$13B
$7.63M 0.02%
219,910
+6,923
+3% +$218K
STPZ icon
805
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$505M
$7.62M 0.02%
144,031
+52,756
+58% +$2.8M
APOL
806
DELISTED
Apollo Education Group Inc Class A
APOL
$7.62M 0.02%
278,725
+6,629
+2% +$165K
ATR icon
807
AptarGroup
ATR
$8.51B
$7.61M 0.02%
112,180
-2,588
-2% -$165K
SPB icon
808
Spectrum Brands
SPB
$2.04B
$7.56M 0.02%
107,169
+3,835
+4% +$256K
TE
809
DELISTED
TECO ENERGY INC
TE
$7.54M 0.02%
437,336
+31,369
+8% +$536K
BLKB icon
810
Blackbaud
BLKB
$1.59B
$7.54M 0.02%
200,150
-20,710
-9% -$771K
AWK icon
811
American Water Works
AWK
$26.3B
$7.51M 0.02%
177,659
-48,994
-22% -$2.05M
UGI icon
812
UGI
UGI
$7.91B
$7.5M 0.02%
271,284
+12,384
+5% +$334K
AAL icon
813
American Airlines Group
AAL
$9.9B
$7.49M 0.02%
+296,560
New +$7.64M
VRSK icon
814
Verisk Analytics
VRSK
$27.1B
$7.47M 0.02%
113,632
-3,511
-3% -$231K
USMV icon
815
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
$7.44M 0.02%
209,538
+70,884
+51% +$2.46M
NYT icon
816
New York Times
NYT
$11.7B
$7.42M 0.02%
467,461
+10,860
+2% +$148K
AROC icon
817
Archrock
AROC
$6.26B
$7.39M 0.02%
215,964
+16,257
+8% +$501K
SOHU
818
Sohu.com
SOHU
$345M
$7.38M 0.02%
101,166
-47,049
-32% -$3.36M
TX icon
819
Ternium
TX
$9.37B
$7.37M 0.02%
235,319
+50,051
+27% +$1.37M
AXE
820
DELISTED
Anixter International Inc
AXE
$7.36M 0.02%
81,921
+2,359
+3% +$205K
QEP
821
DELISTED
QEP RESOURCES, INC.
QEP
$7.31M 0.02%
238,594
+18,311
+8% +$574K
PETM
822
DELISTED
PETSMART INC
PETM
$7.31M 0.02%
100,510
+1,069
+1% +$78.2K
LSI
823
DELISTED
LSI CORPORATION
LSI
$7.31M 0.02%
662,599
-209,352
-24% -$1.78M
CRESY
824
Cresud
CRESY
$823M
$7.28M 0.02%
818,155
-110,967
-12% -$1.01M
CVC
825
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$7.27M 0.02%
405,469
+21,680
+6% +$350K
31 32
33
34 35

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.