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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
APD icon
201
Air Products & Chemicals
APD
$66.3B
$41.9M 0.1%
405,404
+34,036
+9% +$3.43M
ETN icon
202
Eaton
ETN
$157B
$41.7M 0.1%
547,915
+5,024
+0.9% +$357K
HSBC icon
203
HSBC
HSBC
$355B
$41.7M 0.1%
877,734
+36,409
+4% +$1.72M
WM icon
204
Waste Management
WM
$95.9B
$41.6M 0.1%
926,688
+19,877
+2% +$868K
MU icon
205
Micron Technology
MU
$1.04T
$41.3M 0.1%
1,897,860
+291,249
+18% +$5.66M
SYY icon
206
Sysco
SYY
$39.7B
$41.2M 0.1%
1,140,326
+58,747
+5% +$1.99M
NBL
207
DELISTED
Noble Energy, Inc.
NBL
$41M 0.1%
601,536
-2,504
-0.4% -$177K
GIS icon
208
General Mills
GIS
$19.2B
$40.9M 0.1%
819,209
+35,629
+5% +$1.77M
BBY icon
209
Best Buy
BBY
$18B
$40.9M 0.1%
1,024,459
+67,709
+7% +$2.78M
OMC icon
210
Omnicom Group
OMC
$22.7B
$40.7M 0.1%
547,868
+8,583
+2% +$590K
WHR icon
211
Whirlpool
WHR
$2.42B
$40.7M 0.1%
259,666
+4,880
+2% +$716K
CSX icon
212
CSX Corp
CSX
$98.6B
$40.7M 0.1%
4,245,516
+132,696
+3% +$1.19M
BBD icon
213
Banco Bradesco
BBD
$38.1B
$40.3M 0.1%
8,206,527
-290,825
-3% -$1.55M
TFC icon
214
Truist Financial
TFC
$63.2B
$40M 0.1%
1,072,131
-17,728
-2% -$613K
WMB icon
215
Williams Companies
WMB
$90.5B
$39.9M 0.1%
1,033,670
+35,883
+4% +$1.29M
SRCL
216
DELISTED
Stericycle Inc
SRCL
$39.7M 0.1%
341,397
+4,028
+1% +$470K
CAH icon
217
Cardinal Health
CAH
$53.4B
$39.2M 0.1%
587,012
+34,185
+6% +$2.09M
ITW icon
218
Illinois Tool Works
ITW
$81.4B
$39M 0.09%
463,790
+4,056
+0.9% +$320K
HUM icon
219
Humana
HUM
$46.7B
$38.9M 0.09%
376,488
+34,243
+10% +$3.35M
GLW icon
220
Corning
GLW
$126B
$38.8M 0.09%
2,179,989
+238,601
+12% +$3.93M
TM icon
221
Toyota
TM
$210B
$38.8M 0.09%
318,137
+34,666
+12% +$4.36M
QVCGA
222
DELISTED
QVC Group Inc Series A
QVCGA
$38.4M 0.09%
31,858
+3,296
+12% +$3.67M
MJN
223
DELISTED
Mead Johnson Nutrition Company
MJN
$37.6M 0.09%
448,527
+1,739
+0.4% +$142K
TSN icon
224
Tyson Foods
TSN
$20.2B
$37.4M 0.09%
1,118,839
+29,296
+3% +$893K
DAL icon
225
Delta Air Lines
DAL
$55.9B
$37.4M 0.09%
1,359,718
+97,919
+8% +$2.63M
7 8
9
10 11

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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.