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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
TER icon
1076
Teradyne
TER
$49B
$4.61M 0.01%
261,859
-6,073
-2% -$103K
PRA
1077
DELISTED
ProAssurance
PRA
$4.6M 0.01%
94,961
-24,801
-21% -$1.16M
NXST icon
1078
Nexstar Media Group
NXST
$5.89B
$4.58M 0.01%
82,253
+20,610
+33% +$984K
ECHO
1079
EchoStar
ECHO
$24.7B
$4.58M 0.01%
113,703
-4,761
-4% -$186K
CIEN icon
1080
Ciena
CIEN
$48.7B
$4.58M 0.01%
191,295
+21,913
+13% +$522K
CMC icon
1081
Commercial Metals
CMC
$7.81B
$4.58M 0.01%
225,085
+6,599
+3% +$123K
ZNGA
1082
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$4.57M 0.01%
1,202,374
+502,929
+72% +$1.95M
TXNM
1083
TXNM Energy Inc
TXNM
$6.43B
$4.56M 0.01%
189,054
+27,643
+17% +$647K
AVGO icon
1084
Broadcom
AVGO
$1.82T
$4.56M 0.01%
862,150
-140,070
-14% -$644K
AVA icon
1085
Avista
AVA
$3.49B
$4.56M 0.01%
161,648
+21,966
+16% +$602K
IDA icon
1086
Idacorp
IDA
$8.24B
$4.55M 0.01%
87,795
+3,736
+4% +$191K
ITG
1087
DELISTED
Investment Technology Group Inc
ITG
$4.54M 0.01%
220,881
-23,732
-10% -$428K
KFY icon
1088
Korn Ferry
KFY
$4.27B
$4.53M 0.01%
173,480
-1,144
-0.7% -$27.1K
GTAT
1089
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
$4.52M 0.01%
519,080
+52,135
+11% +$463K
SIGI icon
1090
Selective Insurance
SIGI
$5.61B
$4.5M 0.01%
166,345
+9,923
+6% +$261K
BGC
1091
DELISTED
General Cable Corporation
BGC
$4.5M 0.01%
152,832
-153
-0.1% -$4.63K
SYNA icon
1092
Synaptics
SYNA
$4.39B
$4.49M 0.01%
86,625
+20,857
+32% +$1.02M
RMD icon
1093
ResMed
RMD
$30.1B
$4.47M 0.01%
94,899
-9,914
-9% -$502K
ALKS icon
1094
Alkermes
ALKS
$8.46B
$4.46M 0.01%
109,788
+3,302
+3% +$122K
EFII
1095
DELISTED
Electronics for Imaging
EFII
$4.45M 0.01%
114,822
-3,495
-3% -$127K
ALB icon
1096
Albemarle
ALB
$13.4B
$4.45M 0.01%
70,131
+366
+0.5% +$24.3K
DRE
1097
DELISTED
Duke Realty Corp.
DRE
$4.44M 0.01%
295,431
+28,944
+11% +$452K
OC icon
1098
Owens Corning
OC
$11.7B
$4.44M 0.01%
108,974
+3,343
+3% +$127K
OPLN
1099
Openlane
OPLN
$4.28B
$4.43M 0.01%
395,748
-94,642
-19% -$1.03M
TFX icon
1100
Teleflex
TFX
$5.91B
$4.42M 0.01%
47,130
-10,902
-19% -$999K
42 43
44
45 46

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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.