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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
CSC
376
DELISTED
Computer Sciences
CSC
$23M 0.06%
975,517
+64,603
+7% +$1.43M
FXG icon
377
First Trust Consumer Staples AlphaDEX Fund
FXG
$231M
$23M 0.06%
+643,898
New +$22.3M
SKM icon
378
SK Telecom
SKM
$13.7B
$22.9M 0.06%
564,994
+36,471
+7% +$1.44M
GL icon
379
Globe Life
GL
$13.5B
$22.9M 0.06%
439,311
+36,921
+9% +$1.84M
WX
380
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
$22.9M 0.06%
595,824
-58,987
-9% -$1.86M
AZ
381
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$22.6M 0.05%
1,247,764
+29,237
+2% +$530K
BCS icon
382
Barclays
BCS
$94.1B
$22.3M 0.05%
1,331,840
+322,393
+32% +$5.11M
SMFG icon
383
Sumitomo Mitsui Financial
SMFG
$166B
$22.3M 0.05%
2,125,755
+124,309
+6% +$1.24M
EG icon
384
Everest Group
EG
$15.2B
$22.1M 0.05%
142,034
-1,431
-1% -$219K
CYH icon
385
Community Health Systems
CYH
$385M
$22.1M 0.05%
680,949
+113,642
+20% +$3.9M
ROK icon
386
Rockwell Automation
ROK
$51.4B
$22M 0.05%
186,281
-3,837
-2% -$426K
LKQ icon
387
LKQ Corp
LKQ
$6.58B
$22M 0.05%
667,970
-12,016
-2% -$392K
FISV
388
Fiserv Inc
FISV
$27.2B
$21.9M 0.05%
741,926
-47,534
-6% -$1.28M
FRX
389
DELISTED
FOREST LABORATORIES INC
FRX
$21.9M 0.05%
363,992
-25,946
-7% -$1.31M
PLD icon
390
Prologis
PLD
$138B
$21.8M 0.05%
590,883
+11,629
+2% +$447K
RAD
391
DELISTED
Rite Aid Corporation
RAD
$21.8M 0.05%
215,301
+29,582
+16% +$3.15M
VALE icon
392
Vale
VALE
$62.9B
$21.8M 0.05%
1,426,688
+35,129
+3% +$546K
LUV icon
393
Southwest Airlines
LUV
$22.1B
$21.7M 0.05%
1,150,481
+110,118
+11% +$1.92M
BRG
394
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
$21.6M 0.05%
994,871
+9,686
+1% +$210K
CAM
395
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$21.5M 0.05%
361,066
-48,876
-12% -$2.82M
TNL icon
396
Travel + Leisure Co
TNL
$4.54B
$21.5M 0.05%
644,926
-13,463
-2% -$412K
BVN icon
397
Compañía de Minas Buenaventura
BVN
$7.85B
$21.3M 0.05%
1,898,035
+79,915
+4% +$990K
CHD icon
398
Church & Dwight Co
CHD
$23.1B
$21.3M 0.05%
641,800
-3,142
-0.5% -$101K
LBTYA icon
399
Liberty Global Class A
LBTYA
$3.31B
$21.1M 0.05%
574,681
-44,206
-7% -$1.48M
TIF
400
DELISTED
Tiffany & Co.
TIF
$21.1M 0.05%
227,247
+1,447
+0.6% +$120K
14 15
16
17 18

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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.