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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
WRB icon
1151
W.R. Berkley
WRB
$28.3B
$4.19M 0.01%
325,677
-30,055
-8% -$386K
EQC
1152
DELISTED
Equity Commonwealth
EQC
$4.18M 0.01%
179,493
+16,700
+10% +$396K
SR icon
1153
Spire
SR
$4.89B
$4.18M 0.01%
91,852
+11,103
+14% +$511K
SNN icon
1154
Smith & Nephew
SNN
$13.7B
$4.18M 0.01%
145,743
+11,528
+9% +$304K
IHG icon
1155
InterContinental Hotels
IHG
$23.9B
$4.16M 0.01%
87,134
+4,832
+6% +$210K
BGY icon
1156
BlackRock Enhanced International Dividend Trust
BGY
$513M
$4.16M 0.01%
511,736
-12,612
-2% -$100K
PMO
1157
Franklin Municipal Opportunities Trust
PMO
$282M
$4.16M 0.01%
387,246
+135,719
+54% +$1.47M
FSL
1158
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$4.16M 0.01%
259,036
+124,003
+92% +$1.91M
EIG icon
1159
Employers Holdings
EIG
$915M
$4.16M 0.01%
131,316
+818
+0.6% +$25.3K
SAIA icon
1160
Saia
SAIA
$10.9B
$4.15M 0.01%
129,606
+11,227
+9% +$367K
TWTC
1161
DELISTED
TW TELECOM INC CL A COM
TWTC
$4.14M 0.01%
136,018
-2,990
-2% -$89.2K
TVTY
1162
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$4.14M 0.01%
269,782
+35,116
+15% +$498K
JAZZ icon
1163
Jazz Pharmaceuticals
JAZZ
$16.1B
$4.14M 0.01%
32,690
+8,803
+37% +$911K
GBCI icon
1164
Glacier Bancorp
GBCI
$6.43B
$4.13M 0.01%
138,622
-17,169
-11% -$480K
GLOG
1165
DELISTED
GASLOG LTD
GLOG
$4.13M 0.01%
241,531
+169,775
+237% +$2.62M
REG icon
1166
Regency Centers
REG
$14.9B
$4.12M 0.01%
89,023
-4,338
-5% -$212K
DBEF icon
1167
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.17B
$4.12M 0.01%
150,229
+91,697
+157% +$2.43M
ACIW icon
1168
ACI Worldwide
ACIW
$6.09B
$4.12M 0.01%
189,924
+30,687
+19% +$609K
PDCE
1169
DELISTED
PDC Energy, Inc.
PDCE
$4.11M 0.01%
77,262
+950
+1% +$58K
ULTA icon
1170
Ulta Beauty
ULTA
$21.6B
$4.11M 0.01%
42,587
-8,816
-17% -$1.03M
ACAS
1171
DELISTED
American Capital Ltd
ACAS
$4.1M 0.01%
262,428
-4,070
-2% -$58.9K
BN icon
1172
Brookfield
BN
$104B
$4.07M 0.01%
447,549
+59
+0% +$537
GPI icon
1173
Group 1 Automotive
GPI
$4.18B
$4.07M 0.01%
57,277
-9,549
-14% -$651K
PNY
1174
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$4.07M 0.01%
122,692
+7,729
+7% +$255K
WCG
1175
DELISTED
Wellcare Health Plans, Inc.
WCG
$4.05M 0.01%
57,587
+12,990
+29% +$907K
45 46
47
48 49

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MCM
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PSUF
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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.