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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
BSMX
1551
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$2.76M 0.01%
202,176
+109,553
+118% +$1.51M
SBRA icon
1552
Sabra Healthcare REIT
SBRA
$5.61B
$2.75M 0.01%
105,123
+9,027
+9% +$233K
AXIA
1553
AXIA Energia
AXIA
$23.2B
$2.75M 0.01%
1,339,308
+60,541
+5% +$135K
ERIE icon
1554
Erie Indemnity
ERIE
$12.7B
$2.74M 0.01%
37,525
-4,153
-10% -$296K
SSL icon
1555
Sasol
SSL
$7.03B
$2.74M 0.01%
55,463
-8,325
-13% -$412K
CVBF icon
1556
CVB Financial
CVBF
$4.02B
$2.74M 0.01%
160,620
-29,515
-16% -$449K
TGI
1557
DELISTED
Triumph Group
TGI
$2.74M 0.01%
36,014
+1,217
+3% +$88.3K
EXP icon
1558
Eagle Materials
EXP
$6.86B
$2.73M 0.01%
35,271
-10,325
-23% -$777K
ORAN
1559
DELISTED
Orange
ORAN
$2.73M 0.01%
221,130
-13,320
-6% -$172K
NWBI icon
1560
Northwest Bancshares
NWBI
$2.33B
$2.73M 0.01%
184,630
-2,015
-1% -$28.7K
UUP icon
1561
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
$2.73M 0.01%
126,753
+40,488
+47% +$875K
DSL
1562
DoubleLine Income Solutions Fund
DSL
$1.23B
$2.73M 0.01%
+129,224
New +$2.67M
HHS icon
1563
Harte-Hanks
HHS
$16.3M
$2.72M 0.01%
34,828
-56
-0.2% -$4.57K
PVTB
1564
DELISTED
PrivateBancorp Inc
PVTB
$2.72M 0.01%
94,142
-21,807
-19% -$562K
FULT icon
1565
Fulton Financial
FULT
$4.73B
$2.72M 0.01%
208,007
-34,791
-14% -$434K
NPKI
1566
NPK International
NPKI
$1.09B
$2.72M 0.01%
221,373
-12,221
-5% -$153K
CRH icon
1567
CRH
CRH
$69.1B
$2.72M 0.01%
106,473
+35,430
+50% +$877K
PNFP icon
1568
Pinnacle Financial Partners Inc
PNFP
$15.9B
$2.72M 0.01%
83,559
+211
+0.3% +$6.65K
DEI icon
1569
Douglas Emmett
DEI
$2.01B
$2.71M 0.01%
116,544
+5,323
+5% +$127K
JOSB
1570
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
$2.71M 0.01%
49,487
+824
+2% +$42.2K
WRI
1571
DELISTED
Weingarten Realty Investors
WRI
$2.71M 0.01%
98,787
-4,856
-5% -$143K
EVC icon
1572
Entravision Communication
EVC
$1.01B
$2.71M 0.01%
444,434
+179,976
+68% +$1.12M
ZINC
1573
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$2.7M 0.01%
166,520
+5,708
+4% +$79.2K
MTG icon
1574
MGIC Investment
MTG
$6.47B
$2.7M 0.01%
319,575
-115,213
-26% -$919K
TRST
1575
Trustco Bank Corp NY
TRST
$984M
$2.69M 0.01%
74,922
-2,128
-3% -$72.8K
61 62
63
64 65

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NIPH
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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
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.