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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
ALLE icon
876
Allegion
ALLE
$13.4B
$6.54M 0.02%
+147,940
New +$6.41M
UMPQ
877
DELISTED
Umpqua Holdings Corp
UMPQ
$6.53M 0.02%
340,910
-7,790
-2% -$136K
REP
878
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$6.53M 0.02%
258,007
-55,936
-18% -$1.41M
EOCC
879
DELISTED
Enel Generacion Chile S.A.
EOCC
$6.52M 0.02%
211,392
-10,884
-5% -$333K
NFG icon
880
National Fuel Gas
NFG
$7.67B
$6.52M 0.02%
91,329
+5,036
+6% +$350K
ARCB icon
881
ArcBest
ARCB
$3.31B
$6.51M 0.02%
193,327
+22,778
+13% +$678K
BDJ icon
882
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$6.5M 0.02%
819,132
-25,191
-3% -$195K
FDS icon
883
Factset
FDS
$9.46B
$6.46M 0.02%
59,520
-1,733
-3% -$192K
WFT
884
DELISTED
Weatherford International plc
WFT
$6.44M 0.02%
415,727
-10,000
-2% -$159K
ZQK
885
DELISTED
QUICKSILVER,INC.
ZQK
$6.43M 0.02%
732,757
+37,191
+5% +$301K
UAA icon
886
Under Armour
UAA
$3.02B
$6.41M 0.02%
295,833
-5,849
-2% -$119K
MFG icon
887
Mizuho Financial
MFG
$129B
$6.4M 0.02%
1,468,885
+67,282
+5% +$284K
BHC icon
888
Bausch Health
BHC
$1.67B
$6.39M 0.02%
54,439
-5,237
-9% -$574K
ATI icon
889
ATI
ATI
$26.3B
$6.38M 0.02%
179,198
+21,317
+14% +$701K
AJG icon
890
Arthur J. Gallagher & Co
AJG
$65.1B
$6.38M 0.02%
136,036
-3,647
-3% -$169K
IT icon
891
Gartner
IT
$9.87B
$6.37M 0.02%
89,666
-3,809
-4% -$241K
EOS
892
Eaton Vance Enhance Equity Income Fund II
EOS
$1.13B
$6.35M 0.02%
488,962
-13,176
-3% -$163K
DNR
893
DELISTED
Denbury Resources, Inc.
DNR
$6.32M 0.02%
384,729
-37,859
-9% -$668K
ANF icon
894
Abercrombie & Fitch
ANF
$4.41B
$6.31M 0.02%
191,836
-9,728
-5% -$336K
NBR icon
895
Nabors Industries
NBR
$1.16B
$6.31M 0.02%
7,423
+1,007
+16% +$853K
DFE icon
896
WisdomTree Europe SmallCap Dividend Fund
DFE
$163M
$6.3M 0.02%
108,847
+52,299
+92% +$2.81M
SIRI icon
897
SiriusXM
SIRI
$10.5B
$6.29M 0.02%
180,241
-37,378
-17% -$1.4M
EAT icon
898
Brinker International
EAT
$8.38B
$6.29M 0.02%
135,725
-862
-0.6% -$38.2K
VIV icon
899
Telefônica Brasil
VIV
$22.5B
$6.29M 0.02%
327,077
-1,658
-0.5% -$33.7K
NAV
900
DELISTED
Navistar International
NAV
$6.28M 0.02%
164,518
+5,682
+4% +$217K
34 35
36
37 38

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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.