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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
PRU icon
101
Prudential Financial
PRU
$41.7B
$77.9M 0.19%
844,409
+14,494
+2% +$1.24M
INFY icon
102
Infosys
INFY
$45B
$77.3M 0.19%
10,925,440
-10,024
-0.1% -$67.5K
ADBE icon
103
Adobe
ADBE
$89.5B
$76.6M 0.19%
1,279,720
+52,877
+4% +$2.92M
LLY icon
104
Eli Lilly
LLY
$1.07T
$76.4M 0.19%
1,497,879
-56,134
-4% -$2.81M
PNC icon
105
PNC Financial Services
PNC
$100B
$75.6M 0.18%
974,853
+1,966
+0.2% +$147K
KMB icon
106
Kimberly-Clark
KMB
$36.4B
$75.4M 0.18%
752,848
+46,394
+7% +$4.63M
LMT icon
107
Lockheed Martin
LMT
$134B
$73.9M 0.18%
496,965
+15,857
+3% +$2.15M
FDX icon
108
FedEx
FDX
$74.5B
$73.5M 0.18%
511,106
+8,011
+2% +$1.06M
F icon
109
Ford
F
$57.3B
$73.5M 0.18%
4,761,291
+483,171
+11% +$8.1M
MRO
110
DELISTED
Marathon Oil Corporation
MRO
$72M 0.17%
2,040,182
+115,052
+6% +$4.11M
EPD icon
111
Enterprise Products Partners
EPD
$83.8B
$71.5M 0.17%
2,156,466
-34,686
-2% -$1.08M
DUK icon
112
Duke Energy
DUK
$102B
$71.3M 0.17%
1,033,836
+4,507
+0.4% +$315K
COF icon
113
Capital One
COF
$124B
$71M 0.17%
927,177
-49,847
-5% -$3.55M
TWC
114
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$70.7M 0.17%
521,415
+28,381
+6% +$3.52M
CTSH icon
115
Cognizant
CTSH
$21.5B
$70M 0.17%
1,387,004
-4,552
-0.3% -$207K
MS icon
116
Morgan Stanley
MS
$337B
$70M 0.17%
2,232,035
-28,047
-1% -$834K
VLO icon
117
Valero Energy
VLO
$89.8B
$69.7M 0.17%
1,382,030
+96,803
+8% +$4.08M
ADP icon
118
Automatic Data Processing
ADP
$100B
$69.5M 0.17%
979,435
+29,604
+3% +$1.99M
DFS
119
DELISTED
Discover Financial Services
DFS
$69.3M 0.17%
1,238,741
+170
+0% +$8.91K
ACN icon
120
Accenture
ACN
$89.9B
$67.6M 0.16%
821,719
+9,378
+1% +$709K
RTN
121
DELISTED
Raytheon Company
RTN
$67.6M 0.16%
744,870
+31,403
+4% +$2.62M
DTV
122
DELISTED
DIRECTV COM STK (DE)
DTV
$67.1M 0.16%
971,463
+12,188
+1% +$780K
MPC icon
123
Marathon Petroleum
MPC
$90.3B
$66.1M 0.16%
1,442,212
-40,108
-3% -$1.54M
TMO icon
124
Thermo Fisher Scientific
TMO
$211B
$65.9M 0.16%
592,136
-1,033
-0.2% -$103K
KR icon
125
Kroger
KR
$34.8B
$65.6M 0.16%
3,319,292
+305,902
+10% +$6.33M
3 4
5
6 7

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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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ACI
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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.