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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
ARCO icon
551
Arcos Dorados Holdings
ARCO
$1.73B
$13.8M 0.03%
1,169,726
-546
-0% -$6.28K
ETJ
552
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$13.8M 0.03%
1,220,746
+44,653
+4% +$498K
MWV
553
DELISTED
MEADWESTVACO CORP
MWV
$13.8M 0.03%
372,406
-3,722
-1% -$134K
POM
554
DELISTED
PEPCO HOLDINGS, INC.
POM
$13.7M 0.03%
718,290
+35,280
+5% +$669K
ARW icon
555
Arrow Electronics
ARW
$10.9B
$13.7M 0.03%
252,803
+21,438
+9% +$1.09M
ANZ
556
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$13.7M 0.03%
475,068
+42,135
+10% +$1.22M
BRCM
557
DELISTED
BROADCOM CORP CL-A
BRCM
$13.7M 0.03%
461,999
+6,167
+1% +$168K
XLNX
558
DELISTED
Xilinx Inc
XLNX
$13.7M 0.03%
298,091
+3,414
+1% +$154K
MBT
559
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$13.7M 0.03%
632,030
-6,959
-1% -$153K
AVY icon
560
Avery Dennison
AVY
$12.3B
$13.6M 0.03%
270,687
-7,000
-3% -$330K
AME icon
561
Ametek
AME
$55.5B
$13.3M 0.03%
251,785
-389
-0.2% -$18.8K
MUFG icon
562
Mitsubishi UFJ Financial
MUFG
$258B
$13.3M 0.03%
1,984,248
+157,830
+9% +$1.01M
IEX icon
563
IDEX
IEX
$16.5B
$13.2M 0.03%
179,314
-3,727
-2% -$259K
ABB
564
DELISTED
ABB Ltd
ABB
$13.2M 0.03%
497,825
+192,313
+63% +$4.79M
G icon
565
Genpact
G
$5.3B
$13.2M 0.03%
718,547
+21,213
+3% +$396K
CPB icon
566
Campbell Soup
CPB
$6.51B
$13.2M 0.03%
303,982
-39,329
-11% -$1.63M
HRB icon
567
H&R Block
HRB
$5.18B
$13.1M 0.03%
451,820
-8,786
-2% -$250K
KMX icon
568
CarMax
KMX
$8.27B
$13.1M 0.03%
278,905
+644
+0.2% +$31.6K
PUK icon
569
Prudential
PUK
$36.5B
$13.1M 0.03%
299,779
+3,031
+1% +$120K
ADT
570
DELISTED
ADT Corp
ADT
$13.1M 0.03%
322,770
+98,547
+44% +$4.05M
VRTX icon
571
Vertex Pharmaceuticals
VRTX
$121B
$13M 0.03%
174,974
-3,627
-2% -$253K
RIG icon
572
Transocean
RIG
$5.92B
$13M 0.03%
262,818
+48,907
+23% +$2.39M
WU icon
573
Western Union
WU
$2.57B
$13M 0.03%
752,267
+56,954
+8% +$998K
SBH icon
574
Sally Beauty Holdings
SBH
$1.4B
$12.9M 0.03%
427,934
-12,020
-3% -$329K
SNPS icon
575
Synopsys
SNPS
$71.5B
$12.9M 0.03%
318,785
+15,374
+5% +$575K
21 22
23
24 25

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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.