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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
CONE
3026
DELISTED
CyrusOne Inc Common Stock
CONE
$349K ﹤0.01%
15,634
+35
+0.2% +$712
WEYS icon
3027
Weyco Group
WEYS
$368M
$348K ﹤0.01%
11,823
-660
-5% -$18.8K
BFYT
3028
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$348K ﹤0.01%
34,445
+724
+2% +$8.43K
OAK
3029
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$347K ﹤0.01%
5,892
-1,112
-16% -$61.8K
DLN icon
3030
WisdomTree US LargeCap Dividend Fund
DLN
$6.25B
$346K ﹤0.01%
10,404
+1,108
+12% +$35.6K
GIMO
3031
DELISTED
Gigamon Inc.
GIMO
$346K ﹤0.01%
+12,319
New +$381K
OTE
3032
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$345K ﹤0.01%
53,049
+6,452
+14% +$42K
ABMD
3033
DELISTED
Abiomed Inc
ABMD
$343K ﹤0.01%
+12,815
New +$317K
CTW.CL
3034
DELISTED
Qwest Corporation
CTW.CL
$343K ﹤0.01%
14,659
+1,402
+11% +$34.9K
MFLX
3035
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$343K ﹤0.01%
24,719
+35
+0.1% +$479
RBS.PRQ
3036
DELISTED
ROYAL BANK OF SCOTLAND GP PLC (THE) ADR REPSTG PFD SHS SER Q
RBS.PRQ
$341K ﹤0.01%
15,724
-584
-4% -$13K
CAF
3037
Morgan Stanley China A Share Fund
CAF
$337M
$340K ﹤0.01%
14,267
-630
-4% -$14.7K
FBP icon
3038
First Bancorp
FBP
$4.39B
$338K ﹤0.01%
54,658
-3,476
-6% -$19.9K
HURC icon
3039
Hurco Companies Inc
HURC
$133M
$338K ﹤0.01%
13,533
+322
+2% +$8.1K
PRE.PRF
3040
DELISTED
PartnerRe Ltd. 5.875% Series F Non-Cumulative Preferred Shares
PRE.PRF
$338K ﹤0.01%
16,701
-647
-4% -$13.5K
PZN
3041
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$336K ﹤0.01%
28,604
+1,202
+4% +$10.2K
MEN
3042
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$336K ﹤0.01%
32,350
+4,715
+17% +$48.4K
SWJ.CL
3043
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$336K ﹤0.01%
15,735
+5,048
+47% +$111K
DYN
3044
DELISTED
Dynegy, Inc.
DYN
$336K ﹤0.01%
15,625
-7,475
-32% -$152K
ARDNA
3045
DELISTED
ARDEN GROUP INC CL-A
ARDNA
$334K ﹤0.01%
2,641
-2,081
-44% -$263K
MER.PRK
3046
Bank of America Income Capital Obligation Notes due December 15 2066
MER.PRK
$1.06B
$333K ﹤0.01%
13,479
-510
-4% -$12.7K
VASC
3047
DELISTED
Vascular Solutions Inc
VASC
$333K ﹤0.01%
+14,390
New +$282K
UZA
3048
DELISTED
United States Cellular Corp. 6.95% Senior Notes due 2060
UZA
$333K ﹤0.01%
14,709
-2,610
-15% -$62.9K
PSHG icon
3049
Performance Shipping
PSHG
$22.3M
– –
0
– –
EAC
3050
DELISTED
Erickson Incorporated
EAC
$332K ﹤0.01%
+15,952
New +$305K
120 121
122
123 124

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MCM
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PSUF
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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.