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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
TYL icon
901
Tyler Technologies
TYL
$13B
$6.28M 0.02%
61,514
-9,021
-13% -$876K
AVK
902
Advent Convertible and Income Fund
AVK
$543M
$6.27M 0.02%
347,560
-6,376
-2% -$111K
TRI icon
903
Thomson Reuters
TRI
$42.7B
$6.26M 0.02%
142,542
-303
-0.2% -$12.9K
FOE
904
DELISTED
Ferro Corporation
FOE
$6.25M 0.02%
486,934
+2,607
+0.5% +$31.7K
SONC
905
DELISTED
Sonic Corp
SONC
$6.22M 0.02%
308,033
+17,695
+6% +$344K
SM icon
906
SM Energy
SM
$7.26B
$6.21M 0.02%
74,765
+40,151
+116% +$3.42M
JLL icon
907
Jones Lang LaSalle
JLL
$15.5B
$6.2M 0.02%
60,538
-4,443
-7% -$417K
KB icon
908
KB Financial Group
KB
$41.5B
$6.2M 0.02%
153,010
+14,383
+10% +$542K
IWB icon
909
iShares Russell 1000 ETF
IWB
$47.7B
$6.2M 0.02%
60,047
+44,644
+290% +$4.42M
NXPI icon
910
NXP Semiconductors
NXPI
$67.6B
$6.19M 0.02%
134,759
-16,444
-11% -$677K
X
911
DELISTED
US Steel
X
$6.16M 0.01%
208,903
+14,112
+7% +$364K
RDY icon
912
Dr. Reddy's Laboratories
RDY
$9.8B
$6.16M 0.01%
750,880
-8,000
-1% -$63.3K
NPI
913
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$6.16M 0.01%
499,596
+112,410
+29% +$1.39M
NEA icon
914
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.35B
$6.15M 0.01%
510,839
+14,190
+3% +$172K
WOLF icon
915
Wolfspeed
WOLF
$1.24B
$6.15M 0.01%
98,367
-4,864
-5% -$300K
LR
916
DELISTED
LAFARGE ADS (1/4 COM) NEW
LR
$6.15M 0.01%
328,523
+10,637
+3% +$199K
SCI icon
917
Service Corp International
SCI
$11.4B
$6.13M 0.01%
338,203
-15,167
-4% -$275K
BTU
918
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$6.13M 0.01%
20,913
+2,013
+11% +$568K
CLF icon
919
Cleveland-Cliffs
CLF
$6.99B
$6.11M 0.01%
232,953
+1,651
+0.7% +$40.7K
CE icon
920
Celanese
CE
$4.87B
$6.1M 0.01%
110,317
+3,708
+3% +$206K
PHG icon
921
Philips
PHG
$24.3B
$6.09M 0.01%
237,725
+13,867
+6% +$334K
FHI icon
922
Federated Hermes
FHI
$4.5B
$6.09M 0.01%
211,416
-9,324
-4% -$256K
CLC
923
DELISTED
Clarcor
CLC
$6.09M 0.01%
94,618
-1,740
-2% -$103K
BWXT icon
924
BWX Technologies
BWXT
$16.2B
$6.04M 0.01%
246,941
-5,021
-2% -$118K
DCI icon
925
Donaldson
DCI
$10.8B
$6M 0.01%
138,130
+13,873
+11% +$565K
35 36
37
38 39

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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.