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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
BLDR icon
2701
Builders FirstSource
BLDR
$7.86B
$639K ﹤0.01%
89,563
-35,673
-28% -$242K
CSFL
2702
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$639K ﹤0.01%
62,965
– –
EXAM
2703
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$639K ﹤0.01%
21,396
+536
+3% +$14.9K
CRRC
2704
DELISTED
COURIER CORP
CRRC
$639K ﹤0.01%
35,333
+96
+0.3% +$1.64K
BYM
2705
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$637K ﹤0.01%
50,236
+5,202
+12% +$66.8K
PSUN
2706
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$636K ﹤0.01%
190,504
+113,052
+146% +$331K
TRK
2707
DELISTED
Speedway Motorsports, Inc.
TRK
$635K ﹤0.01%
31,975
-131
-0.4% -$2.5K
JOE icon
2708
St. Joe Company
JOE
$3.6B
$633K ﹤0.01%
32,963
-980
-3% -$18.2K
FRAN
2709
DELISTED
Francesca's Holdings Corporation
FRAN
$633K ﹤0.01%
2,866
+1,322
+86% +$288K
DCO icon
2710
Ducommun
DCO
$2.71B
$632K ﹤0.01%
21,185
+7,457
+54% +$203K
OPCH icon
2711
Option Care Health
OPCH
$3.58B
$632K ﹤0.01%
21,346
+2,369
+12% +$67K
DCP
2712
DELISTED
DCP Midstream, LP
DCP
$631K ﹤0.01%
12,541
+1,003
+9% +$48.2K
CYD icon
2713
China Yuchai International
CYD
$1.73B
$630K ﹤0.01%
30,170
+1,134
+4% +$26.2K
DEL
2714
DELISTED
Deltic Timber
DEL
$630K ﹤0.01%
9,276
+1,490
+19% +$94.8K
LXFR icon
2715
Luxfer Holdings
LXFR
$457M
$628K ﹤0.01%
30,084
+2,513
+9% +$46.6K
AKO.A icon
2716
Embotelladora Andina Series A
AKO.A
$3.63B
$626K ﹤0.01%
29,770
-1,297
-4% -$30.7K
MPO
2717
DELISTED
MIDSTATES PETE CO INC COM NEW
MPO
$626K ﹤0.01%
9,453
+5,512
+140% +$320K
OSPN icon
2718
OneSpan
OSPN
$575M
$625K ﹤0.01%
80,847
+13,396
+20% +$102K
RELL icon
2719
Richardson Electronics
RELL
$276M
$625K ﹤0.01%
54,998
-2,778
-5% -$31.3K
AUO
2720
DELISTED
AU Optronics Corp
AUO
$625K ﹤0.01%
200,244
+1,355
+0.7% +$4.25K
CSOD
2721
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$623K ﹤0.01%
11,687
-8,845
-43% -$439K
TBNK
2722
DELISTED
Territorial Bancorp Inc.
TBNK
$622K ﹤0.01%
26,794
-14
-0.1% -$320
PSA.PRO
2723
DELISTED
PUBLIC STORAGE DEP SHS (USA)
PSA.PRO
$621K ﹤0.01%
24,781
+2,790
+13% +$71.1K
BXE
2724
DELISTED
Bellatrix Exploration Ltd.
BXE
$620K ﹤0.01%
16,908
+1,205
+8% +$44.1K
VLGEA icon
2725
Village Super Market
VLGEA
$650M
$619K ﹤0.01%
19,958
+962
+5% +$33.3K
107 108
109
110 111

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.