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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
AIZ icon
301
Assurant
AIZ
$13.7B
$28.5M 0.07%
429,223
+49,712
+13% +$3.04M
BPL
302
DELISTED
Buckeye Partners, L.P.
BPL
$28.4M 0.07%
400,523
-7,535
-2% -$507K
GSK icon
303
GSK
GSK
$103B
$28.4M 0.07%
425,934
+44,699
+12% +$2.9M
ADI icon
304
Analog Devices
ADI
$181B
$28.3M 0.07%
554,764
-5,545
-1% -$270K
ZBH icon
305
Zimmer Biomet
ZBH
$17.7B
$27.9M 0.07%
308,678
-5,374
-2% -$465K
PBR.A icon
306
Petrobras Class A
PBR.A
$107B
$27.9M 0.07%
1,900,816
+31,763
+2% +$523K
TYC
307
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$27.7M 0.07%
644,659
-11,580
-2% -$450K
IGSB icon
308
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$27.6M 0.07%
523,750
+49,174
+10% +$2.59M
PLL
309
DELISTED
PALL CORP
PLL
$27.6M 0.07%
322,883
+26,719
+9% +$2.17M
DVN icon
310
Devon Energy
DVN
$51.9B
$27.4M 0.07%
442,639
+35,450
+9% +$2.17M
OKS
311
DELISTED
Oneok Partners LP
OKS
$27.4M 0.07%
519,896
-6,950
-1% -$367K
AES icon
312
AES
AES
$10.6B
$27.1M 0.07%
1,865,078
+132,333
+8% +$1.88M
NI icon
313
NiSource
NI
$22.4B
$27M 0.07%
2,087,730
+4,301
+0.2% +$53.3K
ROP icon
314
Roper Technologies
ROP
$36.3B
$27M 0.07%
194,350
+2,509
+1% +$326K
SNDK
315
DELISTED
SANDISK CORP
SNDK
$26.9M 0.07%
381,250
+14,195
+4% +$956K
CP icon
316
Canadian Pacific Kansas City
CP
$82B
$26.9M 0.07%
888,305
+241,020
+37% +$6.94M
SAP icon
317
SAP
SAP
$187B
$26.8M 0.07%
308,053
-6,472
-2% -$515K
CLX icon
318
Clorox
CLX
$11.6B
$26.8M 0.06%
288,434
+12,682
+5% +$1.14M
HYG icon
319
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$26.7M 0.06%
287,533
+221,984
+339% +$20.6M
DEO icon
320
Diageo
DEO
$46.2B
$26.7M 0.06%
201,628
+3,669
+2% +$469K
STJ
321
DELISTED
St Jude Medical
STJ
$26.6M 0.06%
430,168
+44,089
+11% +$2.55M
ETR icon
322
Entergy
ETR
$54.1B
$26.6M 0.06%
841,254
+37,152
+5% +$1.18M
ABEV icon
323
Ambev
ABEV
$47.3B
$26.5M 0.06%
+3,606,195
New +$26.4M
LEA icon
324
Lear
LEA
$7.19B
$26.5M 0.06%
509,819
+32,097
+7% +$2.51M
TT icon
325
Trane Technologies
TT
$106B
$26.4M 0.06%
428,640
-121,493
-22% -$6.69M
11 12
13
14 15

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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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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.