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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
ORLY icon
451
O'Reilly Automotive
ORLY
$72.4B
$18.1M 0.04%
2,111,295
-21,750
-1% -$183K
VTRS icon
452
Viatris
VTRS
$20.1B
$17.9M 0.04%
413,532
-16,912
-4% -$695K
CMA
453
DELISTED
Comerica
CMA
$17.9M 0.04%
377,332
+27,906
+8% +$1.23M
HRI icon
454
Herc Holdings
HRI
$5.43B
$17.9M 0.04%
208,774
+24,079
+13% +$1.72M
VNO icon
455
Vornado Realty Trust
VNO
$7.47B
$17.9M 0.04%
275,765
+763
+0.3% +$49.4K
EQR icon
456
Equity Residential
EQR
$25.4B
$17.8M 0.04%
343,916
+21,322
+7% +$1.12M
UTF icon
457
Cohen & Steers Infrastructure Fund
UTF
$3.14B
$17.8M 0.04%
862,379
-18,253
-2% -$367K
FTR
458
DELISTED
Frontier Communications Corp.
FTR
$17.7M 0.04%
253,527
+31,406
+14% +$2.15M
MORN icon
459
Morningstar
MORN
$6.56B
$17.5M 0.04%
223,943
+86,189
+63% +$6.85M
WEC icon
460
WEC Energy
WEC
$37.7B
$17.4M 0.04%
422,076
-15,330
-4% -$636K
AGCO icon
461
AGCO
AGCO
$8.78B
$17.4M 0.04%
294,415
-15,011
-5% -$894K
BEAV
462
DELISTED
B/E Aerospace Inc
BEAV
$17.4M 0.04%
275,917
-4,608
-2% -$275K
UN
463
DELISTED
Unilever NV New York Registry Shares
UN
$17.3M 0.04%
430,723
+114,422
+36% +$4.45M
AXA
464
DELISTED
AXA ADS (1 ORD SHS)
AXA
$17.3M 0.04%
621,088
+11,838
+2% +$330K
MKC icon
465
McCormick & Company Non-Voting
MKC
$13.4B
$17.2M 0.04%
500,042
+9,890
+2% +$337K
RLY icon
466
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$17.2M 0.04%
591,079
-22,791
-4% -$663K
NWSA icon
467
News Corp Class A
NWSA
$14.5B
$17.2M 0.04%
952,238
+31,903
+3% +$551K
ANDV
468
DELISTED
Andeavor
ANDV
$17.1M 0.04%
291,778
+2,462
+0.9% +$128K
OI icon
469
O-I Glass
OI
$1.39B
$17.1M 0.04%
476,763
-31,574
-6% -$1.02M
RHI icon
470
Robert Half
RHI
$3.61B
$17.1M 0.04%
406,117
+9,778
+2% +$385K
OCR
471
DELISTED
OMNICARE INC
OCR
$17M 0.04%
281,181
-17,566
-6% -$1.01M
COL
472
DELISTED
Rockwell Collins
COL
$17M 0.04%
229,395
+4,690
+2% +$333K
TXT icon
473
Textron
TXT
$16.6B
$17M 0.04%
461,213
+11,863
+3% +$364K
STZ icon
474
Constellation Brands
STZ
$22.2B
$16.9M 0.04%
240,043
-3,451
-1% -$231K
AOL
475
DELISTED
AOL INC COMMON STOCK
AOL
$16.8M 0.04%
360,637
+58,367
+19% +$2.38M
17 18
19
20 21

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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.