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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
PMC
1201
DELISTED
PharMerica Corporation
PMC
$3.93M 0.01%
182,596
+23,054
+14% +$419K
ICON
1202
DELISTED
Iconix Brand Group, Inc.
ICON
$3.91M 0.01%
9,856
-2,290
-19% -$843K
ENH
1203
DELISTED
Endurance Specialty Holdings Ltd
ENH
$3.91M 0.01%
66,643
-23,549
-26% -$1.31M
MCR
1204
DELISTED
MFS Charter Income Trust
MCR
$3.89M 0.01%
429,691
+22,495
+6% +$201K
BKT icon
1205
BlackRock Income Trust
BKT
$332M
$3.89M 0.01%
199,958
-78,690
-28% -$1.55M
UVE icon
1206
Universal Insurance Holdings
UVE
$1.23B
$3.88M 0.01%
267,945
+66,232
+33% +$636K
HPY
1207
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$3.88M 0.01%
77,825
+5,314
+7% +$230K
MEI icon
1208
Methode Electronics
MEI
$525M
$3.87M 0.01%
113,221
-32,273
-22% -$935K
OZK icon
1209
Bank OZK
OZK
$5.62B
$3.87M 0.01%
136,812
-4,786
-3% -$124K
SNP
1210
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$3.87M 0.01%
47,053
-1,714
-4% -$141K
GPOR
1211
DELISTED
Gulfport Energy Corp.
GPOR
$3.87M 0.01%
61,231
+13,524
+28% +$819K
EME icon
1212
Emcor
EME
$31.4B
$3.87M 0.01%
91,072
-4,455
-5% -$174K
RYAAY icon
1213
Ryanair
RYAAY
$31.1B
$3.86M 0.01%
200,314
-45,240
-18% -$885K
ISIL
1214
DELISTED
Intersil Corp
ISIL
$3.86M 0.01%
336,230
-4,857
-1% -$52.8K
WOR icon
1215
Worthington Enterprises
WOR
$2.82B
$3.85M 0.01%
148,431
+34,035
+30% +$845K
HLX icon
1216
Helix Energy Solutions
HLX
$1.35B
$3.85M 0.01%
165,914
+3,679
+2% +$85.8K
LYV icon
1217
Live Nation Entertainment
LYV
$42.1B
$3.84M 0.01%
194,451
+5,151
+3% +$96.5K
CCU icon
1218
Compañía de Cervecerías Unidas
CCU
$2.2B
$3.84M 0.01%
159,286
+17,688
+12% +$448K
CBU icon
1219
Community Bank
CBU
$3.4B
$3.84M 0.01%
96,760
+12,805
+15% +$473K
BOE icon
1220
BlackRock Enhanced Global Dividend Trust
BOE
$666M
$3.84M 0.01%
256,417
-6,361
-2% -$92.1K
FCFS icon
1221
FirstCash
FCFS
$9.06B
$3.83M 0.01%
61,912
+14,397
+30% +$871K
LNW
1222
DELISTED
Light & Wonder
LNW
$3.83M 0.01%
225,975
+33,832
+18% +$597K
STRZA
1223
DELISTED
Starz - Series A
STRZA
$3.83M 0.01%
130,859
+9,116
+7% +$261K
TIMB icon
1224
TIM SA
TIMB
$9.45B
$3.82M 0.01%
145,633
-709
-0.5% -$17.9K
CNQR
1225
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$3.81M 0.01%
36,957
-89,139
-71% -$9.01M
47 48
49
50 51

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MCM
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PSUF
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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.