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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
ICE icon
151
Intercontinental Exchange
ICE
$82.4B
$56.3M 0.14%
1,250,935
+281,690
+29% +$11.6M
NEE icon
152
NextEra Energy
NEE
$187B
$55.7M 0.14%
2,603,296
+72,900
+3% +$1.54M
COR icon
153
Cencora
COR
$60.3B
$55.7M 0.14%
792,159
+14,729
+2% +$989K
CCI icon
154
Crown Castle
CCI
$32.7B
$55.7M 0.14%
758,455
+23,823
+3% +$1.76M
LO
155
DELISTED
LORILLARD INC COM STK
LO
$55.5M 0.13%
1,094,233
+124,729
+13% +$6.21M
AMP icon
156
Ameriprise Financial
AMP
$46.8B
$55.2M 0.13%
480,092
-7,914
-2% -$817K
APC
157
DELISTED
Anadarko Petroleum
APC
$54.9M 0.13%
692,662
+6,860
+1% +$615K
HES
158
DELISTED
Hess
HES
$54.5M 0.13%
656,065
+58,790
+10% +$4.77M
WFM
159
DELISTED
Whole Foods Market Inc
WFM
$54.3M 0.13%
939,569
+2,158
+0.2% +$128K
CMI icon
160
Cummins
CMI
$91.7B
$53.1M 0.13%
376,898
+4,765
+1% +$633K
VOD icon
161
Vodafone
VOD
$34.9B
$52.9M 0.13%
1,321,379
+7,764
+0.6% +$292K
D icon
162
Dominion Energy
D
$62.5B
$52.9M 0.13%
817,738
+3,973
+0.5% +$256K
AET
163
DELISTED
Aetna Inc
AET
$52.8M 0.13%
770,105
+26,834
+4% +$1.75M
PPG icon
164
PPG Industries
PPG
$25.9B
$52.2M 0.13%
550,394
+51,294
+10% +$4.62M
NBIS
165
Nebius Group N.V.
NBIS
$47.7B
$51.8M 0.13%
1,201,342
+2,307
+0.2% +$89.7K
LNC icon
166
Lincoln National
LNC
$7.91B
$51M 0.12%
987,948
+44,395
+5% +$2.13M
CB icon
167
Chubb
CB
$140B
$50.8M 0.12%
490,997
+10,651
+2% +$1.05M
CB
168
DELISTED
CHUBB CORPORATION
CB
$50.7M 0.12%
524,356
+1,614
+0.3% +$151K
PCP
169
DELISTED
PRECISION CASTPARTS CORP
PCP
$50.4M 0.12%
187,104
-4,920
-3% -$1.24M
BLK icon
170
Blackrock
BLK
$164B
$50.1M 0.12%
158,238
+6,335
+4% +$1.89M
YHOO
171
DELISTED
Yahoo Inc
YHOO
$49.6M 0.12%
1,225,611
-6,883
-0.6% -$247K
FITB
172
Fifth Third Bancorp
FITB
$52B
$49.5M 0.12%
2,355,188
+103,816
+5% +$2.03M
RF icon
173
Regions Financial
RF
$26.3B
$49.4M 0.12%
4,999,788
+8,265
+0.2% +$79.6K
CRM icon
174
Salesforce
CRM
$134B
$49.2M 0.12%
892,001
+268
+0% +$14.3K
STI
175
DELISTED
SunTrust Banks, Inc.
STI
$48.8M 0.12%
1,325,283
+38,178
+3% +$1.33M
5 6
7
8 9

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MCM
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PSUF
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IA
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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.