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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
BRS
1026
DELISTED
Bristow Group, Inc.
BRS
$4.94M 0.01%
65,853
-12,837
-16% -$1M
CNA icon
1027
CNA Financial
CNA
$14.9B
$4.93M 0.01%
114,969
-12,251
-10% -$496K
MCY icon
1028
Mercury Insurance
MCY
$6.08B
$4.93M 0.01%
99,164
+20,612
+26% +$997K
CPAY icon
1029
Corpay
CPAY
$25.3B
$4.93M 0.01%
42,047
-1,276
-3% -$147K
BDN
1030
Brandywine Realty Trust
BDN
$521M
$4.93M 0.01%
349,576
+26,524
+8% +$359K
PCEF icon
1031
Invesco CEF Income Composite ETF
PCEF
$797M
$4.92M 0.01%
+202,325
New +$4.86M
RJF icon
1032
Raymond James Financial
RJF
$34.2B
$4.9M 0.01%
140,931
+4,420
+3% +$137K
EMB icon
1033
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15.1B
$4.9M 0.01%
45,281
+27,202
+150% +$2.97M
SCM
1034
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$4.9M 0.01%
92,612
+5,814
+7% +$307K
ALOG
1035
DELISTED
Analogic Corp
ALOG
$4.89M 0.01%
55,236
+15,027
+37% +$1.37M
KBH icon
1036
KB Home
KBH
$3.58B
$4.89M 0.01%
267,282
+17,299
+7% +$297K
RRGB icon
1037
Red Robin
RRGB
$137M
$4.88M 0.01%
66,347
+8,706
+15% +$659K
NVRI icon
1038
Enviri
NVRI
$623M
$4.87M 0.01%
173,624
+37,048
+27% +$995K
CGX
1039
DELISTED
CONSOLIDATED GRAPHICS INC
CGX
$4.87M 0.01%
72,153
+8,418
+13% +$527K
AKS
1040
DELISTED
AK Steel Holding Corp
AKS
$4.86M 0.01%
592,469
-51,509
-8% -$272K
THO icon
1041
Thor Industries
THO
$4.19B
$4.85M 0.01%
87,884
-4,414
-5% -$244K
SPN
1042
DELISTED
Superior Energy Services, Inc.
SPN
$4.85M 0.01%
18,229
-1,146
-6% -$300K
FCE.A
1043
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$4.84M 0.01%
253,685
-7,902
-3% -$154K
SYA
1044
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$4.84M 0.01%
255,171
+19,919
+8% +$370K
HOLX
1045
DELISTED
Hologic
HOLX
$4.83M 0.01%
215,974
-19,906
-8% -$439K
PNRA
1046
DELISTED
Panera Bread Co
PNRA
$4.82M 0.01%
27,293
-19,979
-42% -$3.35M
EMLC icon
1047
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.78B
$4.81M 0.01%
102,203
+63,677
+165% +$3.08M
TTI icon
1048
TETRA Technologies
TTI
$1.07B
$4.81M 0.01%
389,359
+91,380
+31% +$1.14M
ATO icon
1049
Atmos Energy
ATO
$30.4B
$4.81M 0.01%
105,825
+611
+0.6% +$27K
WEX icon
1050
WEX
WEX
$6.12B
$4.81M 0.01%
48,536
-8,351
-15% -$784K
40 41
42
43 44

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MCM
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PSUF
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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.