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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
FRC
1001
DELISTED
First Republic Bank
FRC
$5.09M 0.01%
97,287
-808
-0.8% -$40.5K
JACK icon
1002
Jack in the Box
JACK
$299M
$5.09M 0.01%
101,777
+5,073
+5% +$224K
ARCC icon
1003
Ares Capital
ARCC
$13.6B
$5.09M 0.01%
286,214
-4,681
-2% -$82.5K
CBT icon
1004
Cabot Corp
CBT
$4.61B
$5.06M 0.01%
98,504
+1,099
+1% +$52K
EMD
1005
DELISTED
Western Asset Emerging Markets
EMD
$5.06M 0.01%
427,273
+59,611
+16% +$723K
B
1006
DELISTED
Barnes Group Inc.
B
$5.06M 0.01%
131,984
-63
-0% -$2.3K
DDD icon
1007
3D Systems Corp
DDD
$430M
$5.05M 0.01%
54,369
-2,610
-5% -$183K
AEG icon
1008
Aegon
AEG
$13.5B
$5.05M 0.01%
784,785
+36,182
+5% +$206K
LECO icon
1009
Lincoln Electric
LECO
$14.1B
$5.04M 0.01%
70,633
-1,568
-2% -$110K
AGNC icon
1010
AGNC Investment
AGNC
$12.4B
$5.04M 0.01%
261,104
+11,858
+5% +$252K
COLM icon
1011
Columbia Sportswear
COLM
$3.25B
$5.04M 0.01%
127,908
+4,272
+3% +$144K
AMSG
1012
DELISTED
Amsurg Corp
AMSG
$5.02M 0.01%
109,346
-6,413
-6% -$283K
CASY icon
1013
Casey's General Stores
CASY
$31.6B
$5.02M 0.01%
71,466
+2,579
+4% +$189K
CNC icon
1014
Centene
CNC
$31.6B
$5.02M 0.01%
340,604
+208
+0.1% +$3.11K
ESS icon
1015
Essex Property Trust
ESS
$18.7B
$5.02M 0.01%
34,975
+301
+0.9% +$46.3K
GDOT icon
1016
Green Dot
GDOT
$746M
$5.02M 0.01%
199,467
-21,483
-10% -$500K
NWE icon
1017
NorthWestern Energy
NWE
$4.44B
$4.99M 0.01%
115,287
+6,945
+6% +$310K
ZTR
1018
Virtus Total Return Fund
ZTR
$340M
$4.99M 0.01%
358,282
-9,493
-3% -$128K
SWKS icon
1019
Skyworks Solutions
SWKS
$9.54B
$4.99M 0.01%
174,561
+7,562
+5% +$198K
FTT
1020
DELISTED
FEDERATED ENHANCED TREAS INCM FD COM BEN INTEREST
FTT
$4.98M 0.01%
389,285
+83,292
+27% +$1.07M
MAGN
1021
Magnera Corp
MAGN
$490M
$4.97M 0.01%
13,845
+498
+4% +$176K
RAS
1022
DELISTED
RAIT Financial Trust
RAS
$4.97M 0.01%
554,596
+56,715
+11% +$443K
FRGI
1023
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$4.97M 0.01%
95,187
+35,122
+58% +$1.57M
MMT
1024
Aberdeen Multi-Market Income Fund
MMT
$238M
$4.97M 0.01%
750,297
+25,513
+4% +$166K
EGN
1025
DELISTED
Energen
EGN
$4.96M 0.01%
70,033
+5,212
+8% +$392K
39 40
41
42 43

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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.