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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
TKP
676
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$10.1M 0.02%
417,960
+70,184
+20% +$1.7M
RS icon
677
Reliance Steel & Aluminium
RS
$20.6B
$10.1M 0.02%
132,713
+16,940
+15% +$1.25M
NVDA icon
678
NVIDIA
NVDA
$4.76T
$10M 0.02%
24,965,400
-225,240
-0.9% -$87.2K
SEIC icon
679
SEI Investments
SEIC
$12.2B
$9.96M 0.02%
286,941
-7,420
-3% -$247K
DINO icon
680
HF Sinclair
DINO
$16.4B
$9.95M 0.02%
200,249
-30,183
-13% -$1.38M
NOK icon
681
Nokia
NOK
$51.8B
$9.94M 0.02%
1,225,163
-47,338
-4% -$356K
SQM icon
682
Sociedad Química y Minera de Chile
SQM
$19.6B
$9.87M 0.02%
391,564
-3,616
-0.9% -$93.4K
ATVI
683
DELISTED
Activision Blizzard
ATVI
$9.85M 0.02%
552,178
+136,000
+33% +$2.34M
RHT
684
DELISTED
Red Hat Inc
RHT
$9.85M 0.02%
175,677
-9,555
-5% -$443K
SLG icon
685
SL Green Realty
SLG
$3.83B
$9.82M 0.02%
109,847
-5,672
-5% -$506K
AOD
686
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$9.82M 0.02%
1,171,542
+105,002
+10% +$864K
ALTR
687
DELISTED
Altera Corp
ALTR
$9.79M 0.02%
301,131
-90,672
-23% -$3.04M
BCR
688
DELISTED
CR Bard Inc.
BCR
$9.74M 0.02%
72,724
+18
+0% +$2.37K
ACG
689
DELISTED
AllianceBernstein Income Fund Inc
ACG
$9.73M 0.02%
1,364,360
-17,867
-1% -$126K
AWH
690
DELISTED
Allied World Assurance Co Hld Lt
AWH
$9.71M 0.02%
258,279
-10,149
-4% -$366K
EPC icon
691
Edgewell Personal Care
EPC
$1.28B
$9.67M 0.02%
120,522
-1,473
-1% -$112K
AIV
692
Aimco
AIV
$377M
$9.66M 0.02%
2,798,484
+50,836
+2% +$182K
CBOE icon
693
Cboe Global Markets
CBOE
$30.2B
$9.65M 0.02%
185,790
+82,326
+80% +$4.15M
HCF
694
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
$9.62M 0.02%
1,020,810
-79,627
-7% -$750K
NEM icon
695
Newmont
NEM
$98.5B
$9.59M 0.02%
416,493
-31,960
-7% -$821K
VYX icon
696
NCR Voyix
VYX
$1.13B
$9.56M 0.02%
457,407
-6,308
-1% -$140K
E icon
697
ENI
E
$73.5B
$9.49M 0.02%
195,815
+12,160
+7% +$582K
RNP icon
698
Cohen & Steers REIT and Preferred and Income Fund
RNP
$996M
$9.49M 0.02%
604,582
-16,895
-3% -$268K
GGB icon
699
Gerdau
GGB
$9.48B
$9.43M 0.02%
1,514,860
-99,074
-6% -$618K
EXPD icon
700
Expeditors International
EXPD
$22.4B
$9.41M 0.02%
212,557
-281
-0.1% -$12.3K
26 27
28
29 30

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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.