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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
EVER
1876
DELISTED
Everbank Financial Corp
EVER
$1.94M ﹤0.01%
105,504
+23,197
+28% +$372K
CTRN icon
1877
Citi Trends
CTRN
$555M
$1.93M ﹤0.01%
113,767
+23,169
+26% +$376K
SAVE
1878
DELISTED
Spirit Airlines, Inc.
SAVE
$1.93M ﹤0.01%
42,532
+769
+2% +$32.7K
CPK icon
1879
Chesapeake Utilities
CPK
$3.28B
$1.92M ﹤0.01%
48,051
+5,377
+13% +$200K
MANT
1880
DELISTED
Mantech International Corp
MANT
$1.92M ﹤0.01%
64,070
+7,438
+13% +$213K
PLCE icon
1881
Children's Place
PLCE
$53.8M
$1.92M ﹤0.01%
33,636
-3,182
-9% -$172K
TESO
1882
DELISTED
Tesco Corp
TESO
$1.92M ﹤0.01%
96,846
+927
+1% +$16.7K
HSEB.CL
1883
DELISTED
HSBC Holdings plc
HSEB.CL
$1.91M ﹤0.01%
70,975
-2,805
-4% -$75.8K
ASCMA
1884
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.91M ﹤0.01%
22,339
+3,160
+16% +$266K
WPP
1885
DELISTED
WAUSAU PAPER CORP.
WPP
$1.91M ﹤0.01%
150,609
+2,586
+2% +$31.8K
PIPR icon
1886
Piper Sandler
PIPR
$4.99B
$1.91M ﹤0.01%
192,980
+976
+0.5% +$8.9K
WAC
1887
DELISTED
Walter Investment Mgt Corp
WAC
$1.91M ﹤0.01%
53,876
-1,949
-3% -$73.4K
MFL
1888
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$1.9M ﹤0.01%
151,959
-9,074
-6% -$115K
SLCA
1889
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.9M ﹤0.01%
55,734
+43,530
+357% +$1.43M
IRC
1890
DELISTED
INLAND REAL ESTATE CORP
IRC
$1.9M ﹤0.01%
180,723
+34,694
+24% +$364K
KAI icon
1891
Kadant
KAI
$3.58B
$1.9M ﹤0.01%
46,883
+508
+1% +$19.1K
BIT icon
1892
BlackRock Multi-Sector Income Trust
BIT
$692M
$1.9M ﹤0.01%
111,006
+24,662
+29% +$413K
MGAM
1893
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
$1.9M ﹤0.01%
60,468
-10,585
-15% -$329K
CTBI icon
1894
Community Trust Bancorp
CTBI
$1.42B
$1.89M ﹤0.01%
46,123
-64
-0.1% -$2.51K
ENS icon
1895
EnerSys
ENS
$6.43B
$1.89M ﹤0.01%
27,026
-953
-3% -$63.9K
HUBG icon
1896
HUB Group
HUBG
$2.92B
$1.89M ﹤0.01%
95,008
-31,150
-25% -$583K
CMO
1897
DELISTED
Capstead Mortgage Corp.
CMO
$1.89M ﹤0.01%
156,584
+52,837
+51% +$631K
DCOM
1898
DELISTED
Dime Community Bancshares
DCOM
$1.89M ﹤0.01%
111,382
+330
+0.3% +$5.47K
WGO icon
1899
Winnebago Industries
WGO
$900M
$1.88M ﹤0.01%
68,593
-7,018
-9% -$204K
CALM icon
1900
Cal-Maine
CALM
$4.43B
$1.88M ﹤0.01%
62,426
+868
+1% +$23.1K
74 75
76
77 78

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NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
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
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.