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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
AAPL icon
1
Apple
AAPL
$4.73T
$764M 1.85%
38,145,100
+790,020
+2% +$14.9M
XOM icon
2
ExxonMobil
XOM
$656B
$702M 1.7%
6,940,542
+251,422
+4% +$23.2M
MSFT icon
3
Microsoft
MSFT
$2.82T
$471M 1.14%
12,586,268
+313,080
+3% +$11.4M
GOOG icon
4
Alphabet (Google) Class C
GOOG
$3.87T
$466M 1.13%
16,685,066
+356,812
+2% +$9.02M
CVX icon
5
Chevron
CVX
$393B
$463M 1.12%
3,705,467
+131,864
+4% +$15.9M
VOO icon
6
Vanguard S&P 500 ETF
VOO
$966B
$427M 1.03%
2,523,316
+561,146
+29% +$91M
JNJ icon
7
Johnson & Johnson
JNJ
$624B
$404M 0.98%
4,410,116
+130,052
+3% +$12M
GE icon
8
GE Aerospace
GE
$361B
$386M 0.94%
2,874,361
+9,404
+0.3% +$1.18M
JPM icon
9
JPMorgan Chase
JPM
$924B
$364M 0.88%
6,220,093
+54,803
+0.9% +$3M
WFC icon
10
Wells Fargo
WFC
$260B
$340M 0.82%
7,484,004
+176,041
+2% +$7.6M
PFE icon
11
Pfizer
PFE
$143B
$339M 0.82%
11,658,459
+294,390
+3% +$8.57M
PG icon
12
Procter & Gamble
PG
$342B
$322M 0.78%
3,957,437
+33,846
+0.9% +$2.76M
T icon
13
AT&T
T
$159B
$319M 0.77%
12,013,323
+223,623
+2% +$5.88M
IBM icon
14
IBM
IBM
$194B
$291M 0.7%
1,621,928
-98,291
-6% -$17M
BAC icon
15
Bank of America
BAC
$426B
$287M 0.7%
18,424,627
+1,764,443
+11% +$26.2M
QCOM icon
16
Qualcomm
QCOM
$179B
$275M 0.67%
3,701,196
+87,554
+2% +$6.18M
C icon
17
Citigroup
C
$220B
$239M 0.58%
4,579,158
+32,368
+0.7% +$1.64M
KO icon
18
Coca-Cola
KO
$351B
$231M 0.56%
5,588,848
+48,627
+0.9% +$1.92M
ORCL icon
19
Oracle
ORCL
$347B
$229M 0.56%
5,996,038
-247,342
-4% -$8.5M
MRK icon
20
Merck
MRK
$323B
$228M 0.55%
4,764,417
+114,304
+2% +$5.22M
INTC icon
21
Intel
INTC
$508B
$222M 0.54%
8,566,371
+489,817
+6% +$11.8M
VZ icon
22
Verizon
VZ
$185B
$222M 0.54%
4,521,710
+112,010
+3% +$5.51M
COP icon
23
ConocoPhillips
COP
$149B
$220M 0.53%
3,108,032
+73,075
+2% +$5.25M
BRK.B icon
24
Berkshire Hathaway Class B
BRK.B
$1.06T
$218M 0.53%
1,841,284
+33,118
+2% +$3.83M
CMCSA icon
25
Comcast
CMCSA
$81.8B
$217M 0.53%
8,351,386
+85,738
+1% +$2.06M
1
2 3 4 5

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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.