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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
SCS
1276
DELISTED
Steelcase
SCS
$3.61M 0.01%
227,692
+28,216
+14% +$449K
IDTI
1277
DELISTED
Integrated Device Technology I
IDTI
$3.61M 0.01%
354,595
+1,129
+0.3% +$11.2K
ROL icon
1278
Rollins
ROL
$18.8B
$3.61M 0.01%
402,128
-15,090
-4% -$126K
MSCI icon
1279
MSCI
MSCI
$42.1B
$3.61M 0.01%
82,514
+3,148
+4% +$132K
SAIC icon
1280
Saic
SAIC
$5.14B
$3.61M 0.01%
109,110
+11,155
+11% +$388K
LAD icon
1281
Lithia Motors
LAD
$8.17B
$3.61M 0.01%
51,964
-13,257
-20% -$890K
UVV icon
1282
Universal Corp
UVV
$1.36B
$3.6M 0.01%
65,943
+9,858
+18% +$512K
GTE icon
1283
Gran Tierra Energy
GTE
$226M
$3.6M 0.01%
49,182
+41,155
+513% +$3.01M
SBGI icon
1284
Sinclair Inc
SBGI
$1.02B
$3.59M 0.01%
100,578
-31,644
-24% -$1.06M
VNQI icon
1285
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
$3.59M 0.01%
65,870
-2,639
-4% -$149K
WBMD
1286
DELISTED
WebMD Health Corp.
WBMD
$3.59M 0.01%
90,836
+21,707
+31% +$783K
TCF
1287
DELISTED
TCF Financial Corporation
TCF
$3.58M 0.01%
220,340
-13,860
-6% -$215K
HXL icon
1288
Hexcel
HXL
$8.3B
$3.58M 0.01%
80,107
+3,991
+5% +$169K
MTL
1289
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$3.58M 0.01%
698,984
-98,338
-12% -$540K
SWFT
1290
DELISTED
Swift Transportation Company
SWFT
$3.58M 0.01%
161,096
+844
+0.5% +$18.4K
PKX icon
1291
POSCO
PKX
$15.5B
$3.57M 0.01%
45,803
-4,729
-9% -$360K
ON icon
1292
ON Semiconductor
ON
$32.8B
$3.57M 0.01%
433,506
-96,278
-18% -$702K
ZBRA icon
1293
Zebra Technologies
ZBRA
$13.5B
$3.56M 0.01%
65,894
+2,601
+4% +$130K
CRL icon
1294
Charles River Laboratories
CRL
$11.6B
$3.56M 0.01%
67,175
+7,506
+13% +$377K
UIL
1295
DELISTED
UIL HOLDINGS
UIL
$3.55M 0.01%
91,656
+7,276
+9% +$276K
WAL icon
1296
Western Alliance Bancorporation
WAL
$9.13B
$3.55M 0.01%
148,655
-10,862
-7% -$237K
GPK icon
1297
Graphic Packaging
GPK
$3.45B
$3.54M 0.01%
369,261
+78,616
+27% +$689K
BWLD
1298
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$3.54M 0.01%
24,070
+2,531
+12% +$348K
IGR
1299
CBRE Global Real Estate Income Fund
IGR
$719M
$3.54M 0.01%
446,636
-12,187
-3% -$98.2K
VAC icon
1300
Marriott Vacations Worldwide
VAC
$3.52B
$3.54M 0.01%
67,045
+19,373
+41% +$973K
50 51
52
53 54

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MCM
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PSUF
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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.