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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
DNY
401
DELISTED
DONNELLEY R R & SONS CO
DNY
$21M 0.05%
1,036,697
-18,373
-2% -$373K
NUS icon
402
Nu Skin
NUS
$247M
$21M 0.05%
151,931
+52,863
+53% +$6.22M
LNKD
403
DELISTED
LinkedIn Corporation
LNKD
$20.9M 0.05%
96,587
+29,489
+44% +$6.71M
CINF icon
404
Cincinnati Financial
CINF
$28.3B
$20.9M 0.05%
399,472
+1,156
+0.3% +$58.5K
MCO icon
405
Moody's
MCO
$81.7B
$20.8M 0.05%
264,505
-12,300
-4% -$900K
CERN
406
DELISTED
Cerner Corp
CERN
$20.8M 0.05%
372,313
+2,597
+0.7% +$146K
HST icon
407
Host Hotels & Resorts
HST
$16.8B
$20.7M 0.05%
1,065,416
+25,908
+2% +$479K
FLS icon
408
Flowserve
FLS
$9.25B
$20.6M 0.05%
261,758
-2,118
-0.8% -$147K
BWA icon
409
BorgWarner
BWA
$13.2B
$20.5M 0.05%
416,731
+61,876
+17% +$2.87M
SHW icon
410
Sherwin-Williams
SHW
$78.3B
$20.5M 0.05%
334,860
-14,691
-4% -$899K
AEE icon
411
Ameren
AEE
$31.5B
$20.5M 0.05%
566,123
+11,987
+2% +$430K
PBI icon
412
Pitney Bowes
PBI
$2.42B
$20.3M 0.05%
871,649
-7,807
-0.9% -$168K
BSAC icon
413
Banco Santander Chile
BSAC
$15.8B
$20.2M 0.05%
856,851
+17,033
+2% +$404K
HRL icon
414
Hormel Foods
HRL
$13.9B
$20.1M 0.05%
889,190
+15,822
+2% +$346K
MAR icon
415
Marriott International
MAR
$98.7B
$20.1M 0.05%
406,295
+4,232
+1% +$193K
TSM icon
416
TSMC
TSM
$2.09T
$20M 0.05%
1,145,289
-174,352
-13% -$3.1M
XL
417
DELISTED
XL Group Ltd.
XL
$19.9M 0.05%
624,743
-23,581
-4% -$735K
PRE
418
DELISTED
PARTNERRE LTD
PRE
$19.8M 0.05%
187,846
+11,352
+6% +$1.12M
VALE.P
419
DELISTED
Vale S A
VALE.P
$19.8M 0.05%
1,410,356
-803
-0.1% -$11.4K
IM
420
DELISTED
Ingram Micro
IM
$19.7M 0.05%
839,950
+39,276
+5% +$921K
MAN icon
421
ManpowerGroup
MAN
$2.39B
$19.7M 0.05%
229,304
+23,291
+11% +$1.86M
RNR icon
422
RenaissanceRe
RNR
$13.7B
$19.6M 0.05%
201,724
+1,308
+0.7% +$122K
TEL icon
423
TE Connectivity
TEL
$58.8B
$19.6M 0.05%
355,697
+4,519
+1% +$238K
DOX icon
424
Amdocs
DOX
$5.53B
$19.4M 0.05%
470,299
+63,186
+16% +$2.49M
LH icon
425
Labcorp
LH
$24.3B
$19.3M 0.05%
246,192
+115,672
+89% +$9.87M
15 16
17
18 19

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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.