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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
JEF icon
851
Jefferies Financial Group
JEF
$13B
$6.89M 0.02%
271,539
+4,945
+2% +$125K
PUB
852
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$6.88M 0.02%
299,423
+17,723
+6% +$407K
BIO icon
853
Bio-Rad Laboratories Class A
BIO
$8.47B
$6.85M 0.02%
55,440
+6,381
+13% +$778K
RCL icon
854
Royal Caribbean
RCL
$81.8B
$6.84M 0.02%
144,279
+16,575
+13% +$703K
ERC
855
Allspring Multi-Sector Income Fund
ERC
$254M
$6.82M 0.02%
485,334
-3,893
-0.8% -$55K
LPS
856
DELISTED
LENDER PROCESSING SERVICES INC
LPS
$6.81M 0.02%
182,199
+9,303
+5% +$322K
CBI
857
DELISTED
Chicago Bridge & Iron Nv
CBI
$6.81M 0.02%
81,862
-8,269
-9% -$627K
DISCK
858
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$6.8M 0.02%
162,290
-15,768
-9% -$618K
TSLA icon
859
Tesla
TSLA
$1.22T
$6.77M 0.02%
675,420
-29,415
-4% -$300K
MANH icon
860
Manhattan Associates
MANH
$9.42B
$6.76M 0.02%
230,336
-4,056
-2% -$112K
HMA
861
DELISTED
HEALTH MGMT ASSOC INC CL-A
HMA
$6.76M 0.02%
515,780
+31,297
+6% +$405K
SID icon
862
Companhia Siderúrgica Nacional
SID
$1.49B
$6.75M 0.02%
1,087,904
+132,556
+14% +$724K
KND
863
DELISTED
Kindred Healthcare
KND
$6.75M 0.02%
341,695
+26,541
+8% +$428K
WCC
864
WESCO International
WCC
$16.5B
$6.74M 0.02%
74,042
-3,702
-5% -$309K
VMW
865
DELISTED
VMware, Inc
VMW
$6.71M 0.02%
74,817
+3,962
+6% +$327K
PDCO
866
DELISTED
Patterson Companies, Inc.
PDCO
$6.68M 0.02%
162,246
-19,008
-10% -$788K
PAY
867
DELISTED
Verifone Systems Inc
PAY
$6.68M 0.02%
249,117
+17,126
+7% +$409K
MXIM
868
DELISTED
Maxim Integrated Products
MXIM
$6.65M 0.02%
238,401
+19,034
+9% +$550K
FBIN icon
869
Fortune Brands Innovations
FBIN
$6.14B
$6.64M 0.02%
170,001
-3,043
-2% -$110K
TTM
870
DELISTED
Tata Motors Limited
TTM
$6.59M 0.02%
213,880
+21,811
+11% +$668K
SFLY
871
DELISTED
Shutterfly, Inc.
SFLY
$6.59M 0.02%
129,319
-7,252
-5% -$366K
LNG icon
872
Cheniere Energy
LNG
$53.6B
$6.58M 0.02%
152,642
+11,770
+8% +$469K
PTEN icon
873
Patterson-UTI
PTEN
$3.57B
$6.58M 0.02%
259,879
+13,769
+6% +$330K
WAB icon
874
Wabtec
WAB
$50.8B
$6.54M 0.02%
88,105
+417
+0.5% +$28K
AN icon
875
AutoNation
AN
$7.1B
$6.54M 0.02%
131,662
-428
-0.3% -$21.2K
33 34
35
36 37

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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
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
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.