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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
LUMN icon
351
Lumen
LUMN
$6.53B
$24.2M 0.06%
759,516
-8,311
-1% -$266K
FAST icon
352
Fastenal
FAST
$54B
$24.2M 0.06%
2,033,920
+21,540
+1% +$259K
ANSS
353
DELISTED
Ansys
ANSS
$24.1M 0.06%
276,898
+2,955
+1% +$254K
CA
354
DELISTED
CA, Inc.
CA
$24.1M 0.06%
716,965
+29,991
+4% +$952K
CLB icon
355
Core Laboratories
CLB
$538M
$24.1M 0.06%
126,303
+325
+0.3% +$60.5K
BAY
356
DELISTED
BAYER AG SPONS ADR
BAY
$24.1M 0.06%
169,809
+11,795
+7% +$1.67M
SWK icon
357
Stanley Black & Decker
SWK
$14.2B
$24M 0.06%
298,021
-517
-0.2% -$42.3K
FXZ icon
358
First Trust Materials AlphaDEX Fund
FXZ
$378M
$24M 0.06%
741,494
+97,858
+15% +$3M
CMG icon
359
Chipotle Mexican Grill
CMG
$40.8B
$23.9M 0.06%
2,238,300
+44,350
+2% +$451K
NFLX icon
360
Netflix
NFLX
$292B
$23.8M 0.06%
4,528,440
+107,520
+2% +$528K
CMS icon
361
CMS Energy
CMS
$23.1B
$23.8M 0.06%
887,283
+340
+0% +$9.15K
FXD icon
362
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$263M
$23.7M 0.06%
736,207
+99,032
+16% +$3.06M
K
363
DELISTED
Kellanova
K
$23.7M 0.06%
413,089
+16,801
+4% +$967K
DTE icon
364
DTE Energy
DTE
$31.1B
$23.7M 0.06%
419,091
-21,397
-5% -$1.23M
FXO icon
365
First Trust Financials AlphaDEX Fund
FXO
$1.12B
$23.7M 0.06%
1,089,114
+141,097
+15% +$2.94M
NRG icon
366
NRG Energy
NRG
$29.8B
$23.7M 0.06%
823,584
+50,524
+7% +$1.41M
ES icon
367
Eversource Energy
ES
$28.2B
$23.6M 0.06%
556,774
+18,713
+3% +$786K
CVD
368
DELISTED
COVANCE INC.
CVD
$23.5M 0.06%
266,416
+15,489
+6% +$1.34M
KSS icon
369
Kohl's
KSS
$2.03B
$23.5M 0.06%
413,315
+27,785
+7% +$1.52M
ROST icon
370
Ross Stores
ROST
$76.6B
$23.4M 0.06%
624,502
+51,502
+9% +$1.93M
FXN icon
371
First Trust Energy AlphaDEX Fund
FXN
$398M
$23.3M 0.06%
921,633
+99,415
+12% +$2.44M
PAYX icon
372
Paychex
PAYX
$40.4B
$23.3M 0.06%
510,661
+15,328
+3% +$654K
HSIC icon
373
Henry Schein
HSIC
$9.74B
$23.2M 0.06%
518,507
+34,032
+7% +$1.49M
EMN icon
374
Eastman Chemical
EMN
$7.8B
$23.2M 0.06%
287,050
+8,213
+3% +$638K
A icon
375
Agilent Technologies
A
$39.1B
$23.1M 0.06%
565,875
+2,094
+0.4% +$79.6K
13 14
15
16 17

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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.