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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
CHE icon
1451
Chemed
CHE
$6.87B
$3.04M 0.01%
39,739
-697
-2% -$51.4K
MUSA icon
1452
Murphy USA
MUSA
$11.1B
$3.04M 0.01%
73,272
-35,138
-32% -$1.49M
BSY
1453
DELISTED
BRITISH SKY BRDCSTNG ADS (EACH REPTG 4 ORD SHS)
BSY
$3.04M 0.01%
54,106
+507
+0.9% +$28.5K
AVNT icon
1454
Avient
AVNT
$3.41B
$3.03M 0.01%
85,840
-30,679
-26% -$976K
UNT
1455
DELISTED
UNIT Corporation
UNT
$3.03M 0.01%
58,754
+9,786
+20% +$488K
ACM icon
1456
Aecom
ACM
$9.57B
$3.03M 0.01%
103,029
+11,538
+13% +$349K
CPT icon
1457
Camden Property Trust
CPT
$11.4B
$3.03M 0.01%
53,285
+1,322
+3% +$80.5K
CHCO icon
1458
City Holding Co
CHCO
$2.04B
$3.03M 0.01%
65,394
-90
-0.1% -$4.14K
CXT icon
1459
Crane NXT
CXT
$3.14B
$3.03M 0.01%
129,682
+5,868
+5% +$129K
CWT icon
1460
California Water Service
CWT
$3.14B
$3.03M 0.01%
131,257
-12,887
-9% -$280K
NPBC
1461
DELISTED
NATL PENN BANCSHARES INC
NPBC
$3.02M 0.01%
266,654
-3,117
-1% -$33.2K
GLF
1462
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$3.01M 0.01%
63,849
-36
-0.1% -$1.78K
DRC
1463
DELISTED
DRESSER-RAND GROUP INC
DRC
$3M 0.01%
50,375
-26,211
-34% -$1.55M
LPLA icon
1464
LPL Financial
LPLA
$27.4B
$3M 0.01%
63,814
-45
-0.1% -$1.89K
WBS icon
1465
Webster Financial
WBS
$12.5B
$3M 0.01%
96,162
-8,503
-8% -$242K
WCN
1466
Waste Connections
WCN
$42.7B
$3M 0.01%
103,067
-2,988
-3% -$87.3K
WDFC icon
1467
WD-40
WDFC
$3.08B
$3M 0.01%
40,151
+2,097
+6% +$150K
TCBI icon
1468
Texas Capital Bancshares
TCBI
$4.29B
$2.99M 0.01%
48,009
-3,151
-6% -$168K
IRM icon
1469
Iron Mountain
IRM
$37.4B
$2.98M 0.01%
106,361
+21,344
+25% +$547K
TDY icon
1470
Teledyne Technologies
TDY
$30.1B
$2.98M 0.01%
32,478
+6,493
+25% +$578K
SKYW icon
1471
Skywest
SKYW
$4.51B
$2.98M 0.01%
200,994
+20,042
+11% +$305K
CSGS
1472
DELISTED
CSG Systems International
CSGS
$2.98M 0.01%
101,337
+2,776
+3% +$76.7K
CHT icon
1473
Chunghwa Telecom
CHT
$33.5B
$2.98M 0.01%
96,189
-57,500
-37% -$1.79M
FLO icon
1474
Flowers Foods
FLO
$1.6B
$2.98M 0.01%
138,711
+9,640
+7% +$218K
ORB
1475
DELISTED
ORBITAL SCIENCES CORP
ORB
$2.98M 0.01%
127,690
-21,459
-14% -$491K
57 58
59
60 61

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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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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.