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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
GYRO icon
3451
Gyrodyne
GYRO
$12.5M
– –
-406
Closed -$338K
IAG icon
3452
IAMGOLD
IAG
$8.55B
– –
-10,034
Closed -$48K
INDA icon
3453
iShares MSCI India ETF
INDA
$6.76B
– –
-10,696
Closed -$238K
INKM icon
3454
State Street Income Allocation ETF
INKM
$72.1M
– –
-6,948
Closed -$211K
JLS icon
3455
Nuveen Mortgage and Income Fund
JLS
$95.1M
– –
-12,888
Closed -$306K
MUX icon
3456
McEwen Inc
MUX
$1.04B
– –
-2,710
Closed -$65K
NL icon
3457
NLI Holdings
NL
$284M
– –
-10,042
Closed -$114K
PDI icon
3458
PIMCO Dynamic Income Fund
PDI
$7.34B
– –
-24,073
Closed -$691K
PZG icon
3459
Paramount Gold Nevada
PZG
$96.9M
– –
-32,393
Closed -$42K
RCKY icon
3460
Rocky Brands
RCKY
$310M
– –
-15,795
Closed -$275K
SBCF icon
3461
Seacoast Banking Corp of Florida
SBCF
$3.24B
– –
-2,186
Closed -$24K
SKY icon
3462
Champion Homes
SKY
$4.51B
– –
-13,603
Closed -$67K
SPLV icon
3463
Invesco S&P 500 Low Volatility ETF
SPLV
$7.21B
– –
-753,377
Closed -$23.1M
SPNS
3464
DELISTED
Sapiens International
SPNS
– –
-10,778
Closed -$65K
SRLN icon
3465
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
– –
-111,917
Closed -$5.58M
SRPT icon
3466
Sarepta Therapeutics
SRPT
$1.73B
– –
-5,823
Closed -$275K
STKL
3467
DELISTED
SunOpta
STKL
– –
-58,618
Closed -$570K
TTGT icon
3468
TechTarget
TTGT
$282M
– –
-20,800
Closed -$104K
UTSI icon
3469
UTStarcom
UTSI
$22.8M
– –
-2,907
Closed -$32K
VHI icon
3470
Valhi
VHI
$382M
– –
-1,055
Closed -$253K
VSEC icon
3471
VSE Corp
VSEC
$5.57B
– –
-12,288
Closed -$288K
WIA
3472
Western Asset Inflation-Linked Income Fund
WIA
$185M
– –
-16,482
Closed -$192K
WIP icon
3473
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$467M
– –
-124,000
Closed -$7.11M
FFNW
3474
DELISTED
First Financial Northwest, Inc
FFNW
– –
-13,939
Closed -$145K
GOL
3475
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-25,608
Closed -$250K
137 138
139
140 141

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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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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.