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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
PGR icon
251
Progressive
PGR
$124B
$34.1M 0.08%
1,250,192
-24,557
-2% -$662K
HOG icon
252
Harley-Davidson
HOG
$2.68B
$33.8M 0.08%
488,175
-3,675
-0.7% -$243K
ISRG icon
253
Intuitive Surgical
ISRG
$121B
$33.7M 0.08%
788,580
+53,100
+7% +$2.23M
APH icon
254
Amphenol
APH
$188B
$33.4M 0.08%
2,997,440
+86,448
+3% +$894K
TV icon
255
Televisa
TV
$1.45B
$33.4M 0.08%
1,102,306
+22,100
+2% +$652K
STX icon
256
Seagate
STX
$193B
$33.3M 0.08%
593,309
+29,408
+5% +$1.45M
VWO icon
257
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$33.2M 0.08%
806,520
-948,493
-54% -$39.1M
IP icon
258
International Paper
IP
$22.3B
$33.1M 0.08%
723,969
-2,804
-0.4% -$120K
NVO
259
Novo Nordisk
NVO
$216B
$32.8M 0.08%
1,775,990
+76,280
+4% +$1.33M
VFC icon
260
VF Corp
VFC
$6.68B
$32.6M 0.08%
555,538
+11,318
+2% +$590K
VRSN icon
261
VeriSign
VRSN
$25.3B
$32.5M 0.08%
544,437
+29,172
+6% +$1.61M
SRE icon
262
Sempra
SRE
$60.8B
$32.5M 0.08%
724,230
+11,460
+2% +$509K
LLL
263
DELISTED
L3 Technologies, Inc.
LLL
$32.4M 0.08%
303,565
+24,697
+9% +$2.47M
MRSH
264
Marsh
MRSH
$86.3B
$32.4M 0.08%
669,448
-989
-0.1% -$45.8K
UNM icon
265
Unum
UNM
$13.8B
$32.3M 0.08%
920,598
+20,136
+2% +$659K
MSI icon
266
Motorola Solutions
MSI
$69.4B
$32.3M 0.08%
477,858
+1,861
+0.4% +$119K
BDX icon
267
Becton Dickinson
BDX
$43.1B
$32.1M 0.08%
297,716
+16,293
+6% +$1.69M
NTAP icon
268
NetApp
NTAP
$32.9B
$31.8M 0.08%
773,138
-4,862
-0.6% -$197K
GNW icon
269
Genworth Financial
GNW
$3.8B
$31.8M 0.08%
2,047,692
+122,434
+6% +$1.77M
BBWI icon
270
Bath & Body Works
BBWI
$4.01B
$31.6M 0.08%
632,927
+71,808
+13% +$3.59M
CTCM
271
DELISTED
CTC MEDIA INC COM STK
CTCM
$31.6M 0.08%
2,277,259
+3,608
+0.2% +$44.6K
SI
272
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$31.6M 0.08%
228,167
+5,941
+3% +$765K
SE
273
DELISTED
Spectra Energy Corp Wi
SE
$31.5M 0.08%
885,032
-13,048
-1% -$449K
TCOM icon
274
Trip.com Group
TCOM
$27.5B
$31.4M 0.08%
1,265,536
-500,408
-28% -$13.1M
CAG icon
275
Conagra Brands
CAG
$7.07B
$31.4M 0.08%
1,195,509
+58,100
+5% +$1.45M
9 10
11
12 13

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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.