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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
STR
951
DELISTED
QUESTAR CORP
STR
$5.56M 0.01%
241,813
+1,961
+0.8% +$45K
BRFS
952
DELISTED
BRF SA
BRFS
$5.54M 0.01%
265,239
-11,145
-4% -$256K
EW icon
953
Edwards Lifesciences
EW
$47.8B
$5.52M 0.01%
503,784
-91,200
-15% -$1.03M
INVX
954
Innovex International
INVX
$1.85B
$5.52M 0.01%
50,193
+7,118
+17% +$805K
POR icon
955
Portland General Electric
POR
$5.93B
$5.49M 0.01%
181,774
+21,106
+13% +$620K
ROC
956
DELISTED
ROCKWOOD HLDGS INC
ROC
$5.47M 0.01%
76,126
+10,710
+16% +$729K
AMCR
957
DELISTED
AMCOR LTD ADR
AMCR
$5.45M 0.01%
124,749
+3,186
+3% +$139K
LEAP
958
DELISTED
LEAP WIRELESS INTERNATIONAL INC NEW
LEAP
$5.43M 0.01%
312,343
+43,370
+16% +$713K
AFFX
959
DELISTED
Affymetrix Inc
AFFX
$5.43M 0.01%
633,539
+121,797
+24% +$934K
TTC icon
960
Toro Company
TTC
$9.01B
$5.42M 0.01%
170,516
+3,904
+2% +$115K
CMRE icon
961
Costamare
CMRE
$1.89B
$5.39M 0.01%
294,784
+210,184
+248% +$3.74M
GDO
962
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$5.38M 0.01%
297,978
+13,595
+5% +$244K
EQIX icon
963
Equinix
EQIX
$103B
$5.37M 0.01%
30,275
+7
+0% +$1.16K
GXP
964
DELISTED
Great Plains Energy Incorporated
GXP
$5.37M 0.01%
221,340
+4,704
+2% +$111K
KUB
965
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$5.36M 0.01%
64,161
+3,858
+6% +$323K
NMR icon
966
Nomura Holdings
NMR
$28.6B
$5.36M 0.01%
690,035
+56,787
+9% +$433K
BKU icon
967
Bankunited
BKU
$3.36B
$5.36M 0.01%
162,686
+61,192
+60% +$1.94M
FMS icon
968
Fresenius Medical Care
FMS
$13.4B
$5.35M 0.01%
150,366
-32,996
-18% -$1.11M
LUX
969
DELISTED
Luxottica Group
LUX
$5.35M 0.01%
99,167
+2,598
+3% +$135K
IBKR icon
970
Interactive Brokers
IBKR
$41.1B
$5.32M 0.01%
874,800
+43,640
+5% +$244K
CAJ
971
DELISTED
Canon, Inc.
CAJ
$5.32M 0.01%
166,298
+13,293
+9% +$425K
RPM icon
972
RPM International
RPM
$13.8B
$5.31M 0.01%
127,872
+4,591
+4% +$179K
QGENF
973
DELISTED
QIAGEN NV
QGENF
$5.31M 0.01%
222,846
+4,143
+2% +$98.6K
NPP
974
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$5.3M 0.01%
391,869
-51,516
-12% -$682K
WR
975
DELISTED
Westar Energy Inc
WR
$5.3M 0.01%
164,731
+6,181
+4% +$195K
37 38
39
40 41

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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.