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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
SKT icon
976
Tanger
SKT
$4.8B
$5.3M 0.01%
165,395
-25,327
-13% -$844K
WTW icon
977
Willis Towers Watson
WTW
$28.6B
$5.29M 0.01%
44,584
-18,956
-30% -$2.24M
UDR icon
978
UDR
UDR
$12.8B
$5.29M 0.01%
226,499
-9,091
-4% -$218K
CVG
979
DELISTED
Convergys
CVG
$5.28M 0.01%
250,836
+20,336
+9% +$405K
CDNS icon
980
Cadence Design Systems
CDNS
$93.4B
$5.25M 0.01%
374,393
+27,006
+8% +$362K
LBTYK icon
981
Liberty Global Class C
LBTYK
$3.27B
$5.24M 0.01%
153,723
+2,321
+2% +$72.4K
NTT
982
DELISTED
Nippon Telegraph & Telephone
NTT
$5.24M 0.01%
193,844
+12,059
+7% +$317K
UNS
983
DELISTED
UNS ENERGY CORP COM
UNS
$5.24M 0.01%
87,559
+5,503
+7% +$277K
FRT icon
984
Federal Realty Investment Trust
FRT
$11B
$5.22M 0.01%
51,458
+3,771
+8% +$393K
AEL
985
DELISTED
American Equity Investment Life Holding Company
AEL
$5.19M 0.01%
196,746
+5,724
+3% +$130K
JPC icon
986
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$5.19M 0.01%
584,620
-29,089
-5% -$254K
ESV
987
DELISTED
Ensco Rowan plc
ESV
$5.18M 0.01%
22,658
+7,335
+48% +$1.69M
TRN icon
988
Trinity Industries
TRN
$2.95B
$5.18M 0.01%
263,899
-31,086
-11% -$564K
TLS
989
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$5.17M 0.01%
220,758
+7,201
+3% +$169K
CLH icon
990
Clean Harbors
CLH
$15.9B
$5.17M 0.01%
86,286
+4,461
+5% +$257K
INFA
991
DELISTED
INFORMATICA CORP
INFA
$5.17M 0.01%
124,616
-2,956
-2% -$115K
EQNR icon
992
Equinor
EQNR
$91.4B
$5.16M 0.01%
213,975
+25,804
+14% +$595K
COO icon
993
Cooper Companies
COO
$13.7B
$5.16M 0.01%
166,732
-3,928
-2% -$125K
PZZA icon
994
Papa John's
PZZA
$997M
$5.16M 0.01%
113,640
+4,316
+4% +$172K
FMBI
995
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$5.14M 0.01%
293,188
+323
+0.1% +$5.46K
ESI
996
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$5.14M 0.01%
152,997
+7,642
+5% +$274K
TIBX
997
DELISTED
TIBCO SOFTWARE INC
TIBX
$5.13M 0.01%
227,997
-15,614
-6% -$382K
GRPN icon
998
Groupon
GRPN
$1.05B
$5.12M 0.01%
21,753
-2,178
-9% -$450K
DECK icon
999
Deckers Outdoor
DECK
$13.3B
$5.11M 0.01%
362,874
-17,970
-5% -$222K
RAMP icon
1000
LiveRamp
RAMP
$2.3B
$5.09M 0.01%
137,751
+48,994
+55% +$1.64M
38 39
40
41 42

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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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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.