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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
TEX icon
776
Terex
TEX
$7.89B
$8.1M 0.02%
192,943
+9,960
+5% +$361K
ERIC icon
777
Ericsson
ERIC
$31.8B
$8.04M 0.02%
657,014
+21,438
+3% +$266K
TDG icon
778
TransDigm Group
TDG
$71.9B
$7.99M 0.02%
49,638
+2,387
+5% +$356K
ORI icon
779
Old Republic International
ORI
$10.5B
$7.99M 0.02%
462,343
-13,729
-3% -$225K
SMG icon
780
ScottsMiracle-Gro
SMG
$4.06B
$7.96M 0.02%
127,849
+37,566
+42% +$2.2M
EOI
781
Eaton Vance Enhanced Equity Income Fund
EOI
$806M
$7.95M 0.02%
611,367
-17,368
-3% -$218K
SBS icon
782
Sabesp
SBS
$19.9B
$7.92M 0.02%
3,602,434
+212,299
+6% +$437K
FL
783
DELISTED
Foot Locker
FL
$7.91M 0.02%
190,931
+1,070
+0.6% +$39.2K
CLGX
784
DELISTED
Corelogic, Inc.
CLGX
$7.91M 0.02%
222,552
+7,775
+4% +$253K
CHL
785
DELISTED
China Mobile Limited
CHL
$7.89M 0.02%
150,867
+36,135
+31% +$1.92M
HNT
786
DELISTED
HEALTH NET INC
HNT
$7.88M 0.02%
265,561
+26,943
+11% +$806K
MAA icon
787
Mid-America Apartment Communities
MAA
$15.5B
$7.86M 0.02%
129,403
+39,226
+43% +$2.45M
EC icon
788
Ecopetrol
EC
$32.5B
$7.85M 0.02%
204,228
+9,784
+5% +$428K
GMCR
789
DELISTED
KEURIG GREEN MTN INC
GMCR
$7.79M 0.02%
103,099
-11,655
-10% -$793K
SAM icon
790
Boston Beer
SAM
$1.91B
$7.78M 0.02%
32,162
+14,614
+83% +$3.51M
DHI icon
791
D.R. Horton
DHI
$41.3B
$7.77M 0.02%
348,257
+14,914
+4% +$288K
AHO
792
DELISTED
KONINKLIJKE AHOLD NV SPONS ADR (EA RPSTG 1 ORD)
AHO
$7.75M 0.02%
430,026
-11,047
-3% -$199K
STLD icon
793
Steel Dynamics
STLD
$36.1B
$7.74M 0.02%
396,134
+14,694
+4% +$269K
SDX
794
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$7.74M 0.02%
76,300
+3,318
+5% +$337K
NDAQ icon
795
Nasdaq
NDAQ
$52.5B
$7.72M 0.02%
582,162
+16,125
+3% +$197K
CHKP icon
796
Check Point Software Technologies
CHKP
$13.6B
$7.72M 0.02%
119,695
+371
+0.3% +$22.3K
NM
797
DELISTED
Navios Maritime Holdings Inc.
NM
$7.72M 0.02%
69,179
+48,981
+243% +$3.96M
VAL
798
DELISTED
Valspar
VAL
$7.69M 0.02%
107,894
+27,985
+35% +$1.94M
NSANY
799
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$7.66M 0.02%
455,851
-66,205
-13% -$1.11M
GGG icon
800
Graco
GGG
$13B
$7.65M 0.02%
293,946
-26,295
-8% -$672K
30 31
32
33 34

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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.