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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
HSY icon
226
Hershey
HSY
$35.4B
$37.3M 0.09%
383,796
+24,204
+7% +$2.33M
MHFI
227
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$37.2M 0.09%
475,795
-5,466
-1% -$392K
AON icon
228
Aon
AON
$77.3B
$37.2M 0.09%
443,290
-22,558
-5% -$1.79M
PH icon
229
Parker-Hannifin
PH
$125B
$36.9M 0.09%
286,565
-14,050
-5% -$1.63M
TTE icon
230
TotalEnergies
TTE
$193B
$36.8M 0.09%
600,194
+7,407
+1% +$441K
AMT icon
231
American Tower
AMT
$77.7B
$36.7M 0.09%
459,269
+8,204
+2% +$637K
CHK
232
DELISTED
Chesapeake Energy Corporation
CHK
$36.1M 0.09%
7,034
-326
-4% -$1.66M
CME icon
233
CME Group
CME
$92.2B
$36M 0.09%
458,916
-23,169
-5% -$1.81M
CIB icon
234
Grupo Cibest SA
CIB
$20.4B
$35.9M 0.09%
732,975
-138
-0% -$7.34K
PNR icon
235
Pentair
PNR
$10.2B
$35.9M 0.09%
688,786
-20,992
-3% -$976K
BSX icon
236
Boston Scientific
BSX
$65.8B
$35.8M 0.09%
2,981,671
+478,875
+19% +$5.66M
PEG icon
237
Public Service Enterprise Group
PEG
$39.8B
$35.7M 0.09%
1,114,663
-60,675
-5% -$2.01M
JWN
238
DELISTED
Nordstrom
JWN
$35.6M 0.09%
576,270
-14,408
-2% -$867K
RDS.A
239
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$35.5M 0.09%
497,470
+43,839
+10% +$2.95M
AGN
240
DELISTED
Allergan plc
AGN
$35.4M 0.09%
210,866
+49,110
+30% +$7.68M
TROW icon
241
T. Rowe Price
TROW
$25B
$35.3M 0.09%
421,973
+40,199
+11% +$3.15M
TPR icon
242
Tapestry
TPR
$28.8B
$35.2M 0.09%
627,288
-57,407
-8% -$3.1M
MWE
243
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$35.1M 0.09%
531,412
-331
-0.1% -$23K
BP icon
244
BP
BP
$113B
$34.9M 0.08%
878,850
+187,431
+27% +$6.98M
KMI icon
245
Kinder Morgan
KMI
$73.1B
$34.9M 0.08%
970,642
-1,649
-0.2% -$57.8K
MUR icon
246
Murphy Oil
MUR
$5.58B
$34.9M 0.08%
537,781
+68,024
+14% +$4.27M
BEN icon
247
Franklin Resources
BEN
$16.9B
$34.7M 0.08%
601,806
-27,111
-4% -$1.46M
BHI
248
DELISTED
Baker Hughes
BHI
$34.7M 0.08%
627,279
+68,573
+12% +$3.76M
SYK icon
249
Stryker
SYK
$127B
$34.4M 0.08%
458,122
-6,173
-1% -$450K
BUD icon
250
AB InBev
BUD
$158B
$34.2M 0.08%
320,877
+25,030
+8% +$2.56M
8 9
10
11 12

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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.