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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
WMT icon
26
Walmart Inc
WMT
$871B
$214M 0.52%
8,173,998
-50,805
-0.6% -$1.31M
PM icon
27
Philip Morris
PM
$301B
$212M 0.51%
2,434,463
+52,917
+2% +$4.62M
AMZN icon
28
Amazon
AMZN
$2.5T
$210M 0.51%
10,541,560
+566,640
+6% +$10.2M
GILD icon
29
Gilead Sciences
GILD
$161B
$202M 0.49%
2,688,528
+61,195
+2% +$4.26M
IWD icon
30
iShares Russell 1000 Value ETF
IWD
$82B
$201M 0.49%
2,131,504
+450,061
+27% +$40.8M
PEP icon
31
PepsiCo
PEP
$186B
$200M 0.48%
2,406,607
+4,617
+0.2% +$383K
DIS icon
32
Walt Disney
DIS
$165B
$198M 0.48%
2,589,603
-9,743
-0.4% -$675K
CVS icon
33
CVS Health
CVS
$137B
$195M 0.47%
2,722,089
-18,287
-0.7% -$1.17M
V icon
34
Visa
V
$677B
$194M 0.47%
3,482,392
+150,456
+5% +$7.59M
CSCO icon
35
Cisco
CSCO
$450B
$188M 0.46%
8,401,830
-606,262
-7% -$13.4M
SLB icon
36
SLB Ltd
SLB
$77.8B
$176M 0.43%
1,951,029
-3,465
-0.2% -$313K
HD icon
37
Home Depot
HD
$332B
$168M 0.41%
2,036,990
+5,291
+0.3% +$412K
AMGN icon
38
Amgen
AMGN
$203B
$164M 0.4%
1,434,585
-7,460
-0.5% -$849K
MCD icon
39
McDonald's
MCD
$188B
$159M 0.38%
1,634,811
+16,991
+1% +$1.63M
SPY icon
40
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$158M 0.38%
857,794
-75,587
-8% -$13.4M
CELG
41
DELISTED
Celgene Corp
CELG
$158M 0.38%
1,872,036
+4,714
+0.3% +$373K
RTX icon
42
RTX Corp
RTX
$287B
$157M 0.38%
2,190,430
+68,680
+3% +$4.68M
AXP icon
43
American Express
AXP
$223B
$150M 0.36%
1,649,285
-12,828
-0.8% -$1.05M
BMY icon
44
Bristol-Myers Squibb
BMY
$127B
$150M 0.36%
2,813,386
+202,012
+8% +$10.3M
MA icon
45
Mastercard
MA
$477B
$148M 0.36%
1,771,870
+5,750
+0.3% +$427K
MMM icon
46
3M
MMM
$89B
$143M 0.35%
1,221,014
+41,863
+4% +$4.46M
AMX icon
47
America Movil
AMX
$78.1B
$138M 0.33%
5,911,061
+2,472
+0% +$53.9K
BA icon
48
Boeing
BA
$165B
$137M 0.33%
1,004,943
-4,111
-0.4% -$534K
UNH icon
49
UnitedHealth
UNH
$382B
$130M 0.31%
1,721,403
-21,305
-1% -$1.53M
EBAY icon
50
eBay
EBAY
$48.6B
$129M 0.31%
5,595,212
+1,002,337
+22% +$22.2M
1
2
3 4 5

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MCM
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PSUF
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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.