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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
SIRO
2151
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$1.38M ﹤0.01%
19,673
+229
+1% +$15.9K
ALNY icon
2152
Alnylam Pharmaceuticals
ALNY
$38.5B
$1.38M ﹤0.01%
21,468
-2,767
-11% -$165K
RAX
2153
DELISTED
Rackspace Hosting Inc
RAX
$1.38M ﹤0.01%
35,145
-40,168
-53% -$1.75M
TXI
2154
DELISTED
TEXAS INDUSTRIES INC
TXI
$1.37M ﹤0.01%
19,979
-999
-5% -$58.7K
SGEN
2155
DELISTED
Seagen Inc. Common Stock
SGEN
$1.37M ﹤0.01%
34,411
+3,537
+11% +$144K
SWI
2156
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$1.37M ﹤0.01%
36,277
-14,392
-28% -$502K
MCRL
2157
DELISTED
MICREL INC
MCRL
$1.37M ﹤0.01%
138,931
+7,336
+6% +$68.8K
BANR icon
2158
Banner Corp
BANR
$2.4B
$1.37M ﹤0.01%
30,565
+137
+0.5% +$5.53K
MTH icon
2159
Meritage Homes
MTH
$4.89B
$1.37M ﹤0.01%
57,098
-33,656
-37% -$729K
SXT icon
2160
Sensient Technologies
SXT
$5.3B
$1.37M ﹤0.01%
28,231
-3,226
-10% -$161K
STBZ
2161
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.37M ﹤0.01%
75,305
+2,801
+4% +$47.5K
FST
2162
DELISTED
FOREST OIL CORPORATION
FST
$1.37M ﹤0.01%
379,428
-51,805
-12% -$235K
CHA
2163
DELISTED
China Telecom Corporation, LTD
CHA
$1.37M ﹤0.01%
27,095
+9,390
+53% +$486K
BUSE icon
2164
First Busey Corp
BUSE
$2.56B
$1.37M ﹤0.01%
78,661
-6,536
-8% -$108K
IWF icon
2165
iShares Russell 1000 Growth ETF
IWF
$119B
$1.37M ﹤0.01%
63,680
+8,428
+15% +$173K
XBI icon
2166
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$1.37M ﹤0.01%
31,482
-546
-2% -$22.6K
CBM
2167
DELISTED
Cambrex Corporation
CBM
$1.37M ﹤0.01%
76,627
+5,173
+7% +$89.3K
WTSL
2168
DELISTED
WET SEAL INC CL-A
WTSL
$1.36M ﹤0.01%
499,885
+52,654
+12% +$169K
PNC.PRP
2169
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.36M ﹤0.01%
54,065
-2,023
-4% -$51.1K
BBOX
2170
DELISTED
Black Box Corp
BBOX
$1.36M ﹤0.01%
45,715
+92
+0.2% +$2.56K
MSM icon
2171
MSC Industrial Direct
MSM
$6.97B
$1.36M ﹤0.01%
16,818
-1,062
-6% -$84.1K
SPIL
2172
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$1.36M ﹤0.01%
227,456
+7,883
+4% +$46.4K
TMIC
2173
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$1.36M ﹤0.01%
38,703
+2,769
+8% +$97.3K
KWR icon
2174
Quaker Houghton
KWR
$2.67B
$1.36M ﹤0.01%
17,625
-3,031
-15% -$233K
MHR
2175
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$1.36M ﹤0.01%
185,656
+27,912
+18% +$197K
85 86
87
88 89

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
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.