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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
SNY icon
176
Sanofi
SNY
$104B
$48.6M 0.12%
906,156
+10,255
+1% +$529K
HIG icon
177
Hartford Financial Services
HIG
$38.5B
$48.5M 0.12%
1,339,074
+121,425
+10% +$4.18M
GD icon
178
General Dynamics
GD
$105B
$48.3M 0.12%
505,678
+12,255
+2% +$1.09M
AMAT icon
179
Applied Materials
AMAT
$426B
$47.8M 0.12%
2,703,305
+479,843
+22% +$8.36M
KRFT
180
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$47.7M 0.12%
885,266
+41,396
+5% +$2.21M
ITUB icon
181
Itaú Unibanco
ITUB
$91.3B
$47.5M 0.12%
9,604,206
+416,972
+5% +$2.17M
JCI icon
182
Johnson Controls International
JCI
$87.5B
$47.2M 0.11%
878,778
+23,622
+3% +$1.16M
NSC icon
183
Norfolk Southern
NSC
$78.8B
$47.1M 0.11%
507,797
+17,312
+4% +$1.49M
DE icon
184
Deere & Co
DE
$170B
$46.9M 0.11%
513,707
+24,532
+5% +$2.08M
APA icon
185
APA Corp
APA
$12.8B
$46.7M 0.11%
543,693
+15,744
+3% +$1.4M
LYB icon
186
LyondellBasell Industries
LYB
$19.5B
$46.6M 0.11%
579,868
+46,393
+9% +$3.56M
SO icon
187
Southern Company
SO
$110B
$46.2M 0.11%
1,124,735
+37,746
+3% +$1.56M
GM icon
188
General Motors
GM
$74.7B
$45.8M 0.11%
1,120,980
+253,091
+29% +$9.56M
CPA icon
189
Copa Holdings
CPA
$5.56B
$45.4M 0.11%
283,593
+188,232
+197% +$28.5M
COV
190
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$45.4M 0.11%
666,094
+31,455
+5% +$2.05M
PRGO icon
191
Perrigo
PRGO
$1.4B
$45M 0.11%
292,997
+32,325
+12% +$4.66M
EIX icon
192
Edison International
EIX
$30.7B
$44.9M 0.11%
969,763
+150,862
+18% +$7.13M
KEY icon
193
KeyCorp
KEY
$24.3B
$43.4M 0.11%
3,230,967
-339,609
-10% -$4.3M
IWO icon
194
iShares Russell 2000 Growth ETF
IWO
$14.5B
$43.2M 0.1%
318,642
+2,056
+0.6% +$266K
EDU icon
195
New Oriental
EDU
$7.84B
$43M 0.1%
1,366,283
-318,792
-19% -$8.87M
RAI
196
DELISTED
Reynolds American Inc
RAI
$42.9M 0.1%
1,716,944
+116,604
+7% +$2.94M
INTU icon
197
Intuit
INTU
$81.1B
$42.7M 0.1%
558,877
+35,095
+7% +$2.52M
AEP icon
198
American Electric Power
AEP
$73.7B
$42.4M 0.1%
906,091
+17,565
+2% +$811K
FLR icon
199
Fluor
FLR
$7.29B
$42M 0.1%
523,432
-27,843
-5% -$2.13M
VEON icon
200
VEON
VEON
$3.53B
$42M 0.1%
129,843
+2,212
+2% +$707K
6 7
8
9 10

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MCM
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PSUF
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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.