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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
EFX icon
501
Equifax
EFX
$20.3B
$15.5M 0.04%
224,730
-3,865
-2% -$251K
BTZ icon
502
BlackRock Credit Allocation Income Trust
BTZ
$927M
$15.5M 0.04%
1,185,775
+23,561
+2% +$301K
FOSL icon
503
Fossil Group
FOSL
$239M
$15.5M 0.04%
129,057
+1,045
+0.8% +$129K
VAR
504
DELISTED
Varian Medical Systems, Inc.
VAR
$15.5M 0.04%
226,904
-39,872
-15% -$2.66M
DLTR icon
505
Dollar Tree
DLTR
$23.1B
$15.4M 0.04%
273,057
+37,835
+16% +$2.18M
DOC icon
506
Healthpeak Properties
DOC
$15.4B
$15.4M 0.04%
465,402
-33,492
-7% -$1.19M
DGX icon
507
Quest Diagnostics
DGX
$25.1B
$15.3M 0.04%
286,626
+143,841
+101% +$8.53M
WBK
508
DELISTED
Westpac Banking Corporation
WBK
$15.3M 0.04%
525,485
+38,970
+8% +$1.19M
MAS icon
509
Masco
MAS
$16B
$15.3M 0.04%
762,504
-4,841
-0.6% -$90K
VEA icon
510
Vanguard FTSE Developed Markets ETF
VEA
$226B
$15.2M 0.04%
365,580
+138,360
+61% +$5.61M
VCSH icon
511
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$15.2M 0.04%
189,300
-459
-0.2% -$36.7K
ING icon
512
ING
ING
$93.8B
$15.2M 0.04%
1,082,272
+480,883
+80% +$6.13M
TRW
513
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$15.1M 0.04%
202,950
+54,148
+36% +$4.07M
OSK icon
514
Oshkosh
OSK
$9.67B
$14.9M 0.04%
295,846
+8,684
+3% +$433K
DRYS
515
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
IX icon
516
ORIX
IX
$44B
$14.8M 0.04%
832,520
-119,245
-13% -$2.04M
SVU
517
DELISTED
SUPERVALU Inc.
SVU
$14.8M 0.04%
290,447
+27,169
+10% +$1.34M
WELL icon
518
Welltower
WELL
$178B
$14.8M 0.04%
276,054
-41,192
-13% -$2.45M
APTV icon
519
Aptiv
APTV
$12B
$14.7M 0.04%
245,263
+98,032
+67% +$5.67M
TFCF
520
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$14.7M 0.04%
425,024
+43,007
+11% +$1.43M
MRVL icon
521
Marvell Technology
MRVL
$174B
$14.7M 0.04%
1,021,303
-154,176
-13% -$1.99M
HDB icon
522
HDFC Bank
HDB
$119B
$14.6M 0.04%
1,696,632
+30,072
+2% +$256K
NLSN
523
DELISTED
Nielsen Holdings plc
NLSN
$14.6M 0.04%
317,858
+225,780
+245% +$9.22M
DG icon
524
Dollar General
DG
$25.9B
$14.5M 0.04%
241,003
+18,120
+8% +$1.06M
BXP icon
525
Boston Properties
BXP
$11B
$14.5M 0.04%
144,794
-53,291
-27% -$5.51M
19 20
21
22 23

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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.