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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
BKLN icon
1726
Invesco Senior Loan ETF
BKLN
$6.97B
$2.29M 0.01%
92,099
+24,799
+37% +$615K
SMRT
1727
DELISTED
Stein Mart Inc
SMRT
$2.29M 0.01%
170,222
+3,735
+2% +$54K
NSIT icon
1728
Insight Enterprises
NSIT
$3.91B
$2.29M 0.01%
100,761
-491
-0.5% -$10.8K
AMKR icon
1729
Amkor Technology
AMKR
$11.2B
$2.28M 0.01%
372,376
+2,084
+0.6% +$11.1K
CHRD icon
1730
Chord Energy
CHRD
$7.61B
$2.28M 0.01%
48,612
+10,288
+27% +$511K
IDT icon
1731
IDT Corp
IDT
$1.68B
$2.28M 0.01%
180,901
+12,733
+8% +$180K
MNK
1732
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$2.28M 0.01%
43,661
-249
-0.6% -$11.9K
CII icon
1733
BlackRock Enhanced Captial and Income Fund
CII
$970M
$2.27M 0.01%
166,202
-3,994
-2% -$53.8K
FFIC
1734
DELISTED
Flushing Financial
FFIC
$2.27M 0.01%
109,539
+482
+0.4% +$9.67K
AEIS icon
1735
Advanced Energy
AEIS
$10.4B
$2.26M 0.01%
98,993
+479
+0.5% +$10.3K
SBW
1736
DELISTED
Western Asset Worldwide Income
SBW
$2.26M 0.01%
185,478
+31,342
+20% +$384K
BOBE
1737
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.26M 0.01%
44,647
+6,236
+16% +$341K
VLY icon
1738
Valley National Bancorp
VLY
$7.94B
$2.26M 0.01%
222,994
-6,965
-3% -$69.9K
BGS icon
1739
B&G Foods
BGS
$303M
$2.25M 0.01%
66,488
-329
-0.5% -$11.3K
CTB
1740
DELISTED
Cooper Tire & Rubber Co.
CTB
$2.25M 0.01%
93,798
-454
-0.5% -$11.2K
ENB icon
1741
Enbridge
ENB
$120B
$2.25M 0.01%
51,543
+242
+0.5% +$10.2K
MTRX icon
1742
Matrix Service
MTRX
$319M
$2.25M 0.01%
91,979
+15,531
+20% +$331K
CATO icon
1743
Cato Corp
CATO
$66.5M
$2.25M 0.01%
70,618
-323
-0.5% -$9.94K
HOS
1744
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$2.25M 0.01%
45,619
-15,635
-26% -$830K
CKP
1745
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$2.24M 0.01%
142,318
-42,606
-23% -$668K
EHI
1746
Western Asset Global High Income Fund
EHI
$175M
$2.24M 0.01%
183,058
+828
+0.5% +$10.2K
SCO
1747
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$2.24M 0.01%
619,045
+178,700
+41% +$647K
SFNC icon
1748
Simmons First National
SFNC
$3.38B
$2.24M 0.01%
120,526
-654
-0.5% -$11K
RT
1749
DELISTED
Ruby Tuesday Georgia
RT
$2.24M 0.01%
322,965
+42,375
+15% +$280K
HA
1750
DELISTED
Hawaiian Holdings, Inc.
HA
$2.24M 0.01%
232,140
-16,015
-6% -$135K
68 69
70
71 72

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MCM
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PSUF
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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.