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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
NOV icon
126
NOV
NOV
$7.45B
$64.6M 0.16%
900,230
+55,541
+7% +$4.04M
SCCO icon
127
Southern Copper
SCCO
$141B
$63.8M 0.15%
2,398,936
+106,988
+5% +$2.69M
KMP
128
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
$63.5M 0.15%
787,644
-4,591
-0.6% -$370K
BNY
129
Bank of New York Mellon
BNY
$108B
$63.3M 0.15%
1,812,999
+41,001
+2% +$1.34M
STT icon
130
State Street
STT
$50.9B
$63.3M 0.15%
862,734
+5,181
+0.6% +$363K
ALL icon
131
Allstate
ALL
$66.9B
$62.8M 0.15%
1,152,340
+45,888
+4% +$2.45M
BAX icon
132
Baxter International
BAX
$11.6B
$62.8M 0.15%
1,661,282
+50,096
+3% +$1.82M
SPG icon
133
Simon Property Group
SPG
$74.5B
$62.6M 0.15%
437,113
+34,841
+9% +$5.02M
NVS icon
134
Novartis
NVS
$295B
$62.5M 0.15%
868,182
+70,440
+9% +$4.9M
PAA icon
135
Plains All American Pipeline
PAA
$17.4B
$61.6M 0.15%
1,189,190
-10,399
-0.9% -$531K
AGN
136
DELISTED
Allergan Inc
AGN
$61.4M 0.15%
552,326
-1,668
-0.3% -$159K
ECL icon
137
Ecolab
ECL
$75.6B
$61.3M 0.15%
588,111
-9,453
-2% -$983K
SCHW
138
Charles Schwab
SCHW
$177B
$60.8M 0.15%
2,338,141
-20,110
-0.9% -$480K
YUM icon
139
Yum! Brands
YUM
$41B
$60.1M 0.15%
1,105,250
+81,303
+8% +$4.18M
EL icon
140
Estee Lauder
EL
$29B
$60.1M 0.15%
797,532
-20,247
-2% -$1.47M
PX
141
DELISTED
Praxair Inc
PX
$59.7M 0.14%
459,199
+20,336
+5% +$2.54M
WDC icon
142
Western Digital
WDC
$179B
$59.7M 0.14%
941,338
+42,120
+5% +$2.35M
ADM icon
143
Archer Daniels Midland
ADM
$41.4B
$59.7M 0.14%
1,375,066
+151,784
+12% +$6.14M
MMP
144
DELISTED
Magellan Midstream Partners, L.P.
MMP
$59.5M 0.14%
939,890
-12,591
-1% -$752K
ETP
145
DELISTED
Energy Transfer Partners L.p.
ETP
$59.4M 0.14%
1,037,507
-1,740
-0.2% -$92.3K
VIAB
146
DELISTED
Viacom Inc. Class B
VIAB
$59M 0.14%
674,959
-2,578
-0.4% -$213K
CI icon
147
Cigna
CI
$76.6B
$57.8M 0.14%
660,318
+63,830
+11% +$5.22M
FCX icon
148
Freeport-McMoran
FCX
$90B
$57.6M 0.14%
1,525,746
+131,009
+9% +$4.64M
AFL icon
149
Aflac
AFL
$63.9B
$57.1M 0.14%
1,710,140
-22,584
-1% -$741K
M icon
150
Macy's
M
$6.15B
$56.5M 0.14%
1,057,942
-5,667
-0.5% -$275K
4 5
6
7 8

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.