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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
USB icon
76
US Bancorp
USB
$99.6B
$93.3M 0.23%
2,310,529
-19,817
-0.9% -$760K
WBA
77
DELISTED
Walgreens Boots Alliance
WBA
$93.1M 0.23%
1,620,799
+106,740
+7% +$6.21M
MET icon
78
MetLife
MET
$61B
$92.4M 0.22%
1,923,493
+151,491
+9% +$6.79M
CL icon
79
Colgate-Palmolive
CL
$72.6B
$91.7M 0.22%
1,405,731
+44,471
+3% +$2.85M
UPS icon
80
United Parcel Service
UPS
$97.6B
$90.6M 0.22%
862,610
+3,330
+0.4% +$328K
LOW icon
81
Lowe's Companies
LOW
$116B
$90.4M 0.22%
1,824,782
-8,032
-0.4% -$390K
DD icon
82
DuPont de Nemours
DD
$18.6B
$90M 0.22%
800,475
+33,263
+4% +$3.41M
NOC icon
83
Northrop Grumman
NOC
$77B
$88.6M 0.21%
773,105
+19,123
+3% +$2.05M
AIG icon
84
American International
AIG
$41.9B
$88.3M 0.21%
1,729,468
+218,306
+14% +$10.9M
MDT icon
85
Medtronic
MDT
$107B
$87.5M 0.21%
1,524,647
+91,832
+6% +$5.21M
TFCFA
86
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$85.9M 0.21%
2,443,457
-46,305
-2% -$1.56M
BAP icon
87
Credicorp
BAP
$30.9B
$84.2M 0.2%
658,924
+79,068
+14% +$10.1M
EMR icon
88
Emerson Electric
EMR
$82.9B
$83.6M 0.2%
1,191,267
+35,892
+3% +$2.4M
ELV icon
89
Elevance Health
ELV
$81.9B
$82.9M 0.2%
897,305
+87,898
+11% +$7.81M
CAT icon
90
Caterpillar
CAT
$409B
$82.5M 0.2%
908,599
+32,289
+4% +$2.76M
EOG icon
91
EOG Resources
EOG
$78B
$82.2M 0.2%
979,182
-58,280
-6% -$4.99M
HAL icon
92
Halliburton
HAL
$27.9B
$81.2M 0.2%
1,599,189
+102,628
+7% +$5.3M
DHR icon
93
Danaher
DHR
$135B
$80.9M 0.2%
1,558,209
+17,078
+1% +$840K
DD
94
DELISTED
Du Pont De Nemours E I
DD
$80.4M 0.19%
1,302,899
+27,574
+2% +$1.59M
META icon
95
Meta Platforms (Facebook)
META
$1.51T
$79.9M 0.19%
1,461,903
+408,126
+39% +$20.5M
PARA
96
DELISTED
Paramount Global Class B
PARA
$79.9M 0.19%
1,253,015
-37,686
-3% -$2.22M
TJX icon
97
TJX Companies
TJX
$170B
$79.7M 0.19%
2,501,816
+472,756
+23% +$14.3M
CX icon
98
Cemex
CX
$17.4B
$78.9M 0.19%
7,804,073
-65,467
-0.8% -$615K
TGT icon
99
Target
TGT
$62.1B
$78.1M 0.19%
1,234,435
-273,585
-18% -$17.5M
MCK icon
100
McKesson
MCK
$98.5B
$78M 0.19%
483,018
+45,468
+10% +$6.98M
2 3
4
5 6

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MCM
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PSUF
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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.