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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
MDLZ icon
51
Mondelez International
MDLZ
$77.7B
$128M 0.31%
3,613,289
-51,613
-1% -$1.72M
IVV icon
52
iShares Core S&P 500 ETF
IVV
$876B
$127M 0.31%
686,508
-9,354
-1% -$1.67M
NKE icon
53
Nike
NKE
$61.9B
$126M 0.31%
3,203,820
+153,476
+5% +$5.88M
MO icon
54
Altria Group
MO
$122B
$125M 0.3%
3,267,836
+109,692
+3% +$4.05M
OXY icon
55
Occidental Petroleum
OXY
$57B
$125M 0.3%
1,369,865
+42,742
+3% +$3.9M
COST icon
56
Costco
COST
$415B
$121M 0.29%
1,013,364
+17,846
+2% +$2.13M
UNP icon
57
Union Pacific
UNP
$183B
$117M 0.28%
1,391,208
-158,854
-10% -$12.6M
GS icon
58
Goldman Sachs
GS
$313B
$116M 0.28%
655,446
-73,930
-10% -$12.2M
PSX icon
59
Phillips 66
PSX
$82.9B
$116M 0.28%
1,502,058
+135,831
+10% +$9.06M
ESRX
60
DELISTED
Express Scripts Holding Company
ESRX
$115M 0.28%
1,643,718
-41,454
-2% -$2.71M
HON icon
61
Honeywell
HON
$77.1B
$115M 0.28%
1,401,127
+50,777
+4% +$3.97M
BIIB icon
62
Biogen
BIIB
$29.9B
$114M 0.28%
407,222
-5,418
-1% -$1.4M
HPQ icon
63
HP
HPQ
$23.5B
$113M 0.27%
8,915,394
+938,964
+12% +$10.8M
TRV icon
64
Travelers Companies
TRV
$80.8B
$111M 0.27%
1,223,845
+52,065
+4% +$4.55M
TWX
65
DELISTED
Time Warner Inc
TWX
$109M 0.27%
1,636,216
+55,073
+3% +$3.56M
EFA icon
66
iShares MSCI EAFE ETF
EFA
$76.4B
$108M 0.26%
1,604,693
-416,958
-21% -$27.2M
ABBV icon
67
AbbVie
ABBV
$458B
$104M 0.25%
1,975,403
-11,256
-0.6% -$553K
EMC
68
DELISTED
EMC CORPORATION
EMC
$104M 0.25%
4,118,443
+317,871
+8% +$7.7M
TXN icon
69
Texas Instruments
TXN
$255B
$103M 0.25%
2,348,087
+133,959
+6% +$5.61M
VGK icon
70
Vanguard FTSE Europe ETF
VGK
$30B
$102M 0.25%
+1,777,419
New +$100M
ABT icon
71
Abbott
ABT
$180B
$101M 0.24%
2,636,064
-5,434
-0.2% -$200K
BIDU icon
72
Baidu
BIDU
$35.8B
$100M 0.24%
563,467
-95,537
-14% -$15.4M
BKNG icon
73
Booking.com
BKNG
$138B
$97.8M 0.24%
2,103,300
+24,200
+1% +$1.08M
MON
74
DELISTED
Monsanto Co
MON
$97M 0.24%
832,184
-8,809
-1% -$962K
SBUX icon
75
Starbucks
SBUX
$118B
$94.9M 0.23%
2,420,648
+19,436
+0.8% +$769K
1 2
3
4 5

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MCM
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PSUF
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IA
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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.