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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
UIS icon
1126
Unisys
UIS
$254M
$4.31M 0.01%
128,389
-3,063
-2% -$84.9K
SNX icon
1127
TD Synnex
SNX
$19.5B
$4.31M 0.01%
127,790
-6,002
-4% -$191K
BGB
1128
Blackstone Strategic Credit 2027 Term Fund
BGB
$499M
$4.3M 0.01%
241,757
+148,053
+158% +$2.65M
PVA
1129
DELISTED
PENN VIRGINIA CORP
PVA
$4.29M 0.01%
454,398
+7,563
+2% +$68.5K
RGC
1130
DELISTED
Regal Entertainment Group
RGC
$4.28M 0.01%
220,069
-50,035
-19% -$959K
HRC
1131
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$4.28M 0.01%
103,459
+24,088
+30% +$965K
PACW
1132
DELISTED
PacWest Bancorp
PACW
$4.27M 0.01%
101,184
+189
+0.2% +$7.41K
CST
1133
DELISTED
CST Brands, Inc.
CST
$4.26M 0.01%
116,138
+6,097
+6% +$200K
FNGN
1134
DELISTED
Financial Engines, Inc.
FNGN
$4.26M 0.01%
61,341
-5,025
-8% -$309K
DCM
1135
DELISTED
NTT DOCOMO, Inc.
DCM
$4.26M 0.01%
257,959
+16,538
+7% +$265K
BKH icon
1136
Black Hills Corp
BKH
$5.74B
$4.25M 0.01%
81,035
+417
+0.5% +$21.2K
KMPR icon
1137
Kemper
KMPR
$1.83B
$4.25M 0.01%
104,034
+1,821
+2% +$69.2K
SAFE
1138
Safehold
SAFE
$1.2B
$4.25M 0.01%
61,221
+8,882
+17% +$554K
CPWR
1139
DELISTED
COMPUWARE CORP
CPWR
$4.25M 0.01%
394,890
+40,393
+11% +$422K
MWIV
1140
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
$4.25M 0.01%
25,010
+9,483
+61% +$1.57M
DLX icon
1141
Deluxe
DLX
$1.26B
$4.25M 0.01%
81,405
+5,549
+7% +$265K
CNL
1142
DELISTED
CLECO CRP (HOLDING CO)
CNL
$4.25M 0.01%
91,072
+7,148
+9% +$329K
AGU
1143
DELISTED
Agrium
AGU
$4.24M 0.01%
46,360
-46,312
-50% -$4.09M
BMO icon
1144
Bank of Montreal
BMO
$126B
$4.23M 0.01%
63,476
-3,054
-5% -$208K
PPT
1145
Franklin Premier Income Trust
PPT
$323M
$4.23M 0.01%
777,031
+68,974
+10% +$371K
TXRH icon
1146
Texas Roadhouse
TXRH
$13.5B
$4.22M 0.01%
151,818
+3,576
+2% +$97.3K
JCP
1147
DELISTED
J.C. Penney Company, Inc.
JCP
$4.21M 0.01%
460,620
+146,696
+47% +$1.22M
VMC icon
1148
Vulcan Materials
VMC
$37.3B
$4.2M 0.01%
70,732
+8,032
+13% +$443K
IWV icon
1149
iShares Russell 3000 ETF
IWV
$19.5B
$4.2M 0.01%
+37,944
New +$4.03M
ARE icon
1150
Alexandria Real Estate Equities
ARE
$9.32B
$4.19M 0.01%
65,859
+15,148
+30% +$973K
44 45
46
47 48

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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.