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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
DO
726
DELISTED
Diamond Offshore Drilling
DO
$8.9M 0.02%
156,344
-29,627
-16% -$1.79M
ILMN icon
727
Illumina
ILMN
$28.7B
$8.88M 0.02%
82,501
-14,722
-15% -$1.35M
BALL icon
728
Ball Corp
BALL
$17.2B
$8.86M 0.02%
343,180
-5,214
-1% -$127K
SPWR
729
DELISTED
SunPower Corporation Common Stock
SPWR
$8.84M 0.02%
452,965
+45,928
+11% +$918K
BSBR icon
730
Santander
BSBR
$40.7B
$8.84M 0.02%
1,512,472
+39,652
+3% +$250K
CS
731
DELISTED
Credit Suisse Group
CS
$8.77M 0.02%
282,470
+25,724
+10% +$780K
BMA icon
732
Banco Macro
BMA
$5.89B
$8.76M 0.02%
360,913
-74,895
-17% -$2.01M
JOY
733
DELISTED
Joy Global Inc
JOY
$8.76M 0.02%
149,742
+46,712
+45% +$2.57M
EWY icon
734
iShares MSCI South Korea ETF
EWY
$22.5B
$8.75M 0.02%
135,330
-681
-0.5% -$43.2K
IGIB icon
735
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$8.74M 0.02%
162,052
+6,494
+4% +$352K
WTM icon
736
White Mountains Insurance
WTM
$5.43B
$8.73M 0.02%
14,484
-1,114
-7% -$657K
KT icon
737
KT
KT
$8.92B
$8.71M 0.02%
586,052
-83,366
-12% -$1.31M
TKR icon
738
Timken Company
TKR
$9.81B
$8.7M 0.02%
220,666
-47,213
-18% -$1.84M
EVG
739
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$8.69M 0.02%
569,322
+7,772
+1% +$119K
PHM icon
740
Pultegroup
PHM
$24.9B
$8.66M 0.02%
425,035
+28,724
+7% +$509K
JKHY icon
741
Jack Henry & Associates
JKHY
$10.9B
$8.64M 0.02%
145,974
-1,984
-1% -$111K
MHK icon
742
Mohawk Industries
MHK
$7.05B
$8.64M 0.02%
58,037
+11,888
+26% +$1.62M
USCI icon
743
US Commodity Index
USCI
$365M
$8.64M 0.02%
+154,655
New +$8.65M
PVH icon
744
PVH
PVH
$3.87B
$8.63M 0.02%
63,472
-6,300
-9% -$802K
HYT icon
745
BlackRock Corporate High Yield Fund
HYT
$1.35B
$8.61M 0.02%
707,801
+408,451
+136% +$4.86M
LDOS icon
746
Leidos
LDOS
$14.5B
$8.61M 0.02%
185,286
-58,084
-24% -$2.68M
SNA icon
747
Snap-on
SNA
$21.1B
$8.57M 0.02%
78,268
-2,070
-3% -$215K
CNO icon
748
CNO Financial Group
CNO
$4.96B
$8.56M 0.02%
484,100
-58,090
-11% -$931K
TECD
749
DELISTED
Tech Data Corp
TECD
$8.53M 0.02%
165,205
+11,909
+8% +$609K
LEN icon
750
Lennar Class A
LEN
$20.5B
$8.49M 0.02%
225,580
+4,869
+2% +$164K
28 29
30
31 32

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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.