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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
TGS icon
2801
Transportadora de Gas del Sur
TGS
$4.49B
$548K ﹤0.01%
262,301
-2,121
-0.8% -$4.77K
WLB
2802
DELISTED
Westmoreland Coal Company
WLB
$547K ﹤0.01%
28,341
+6,197
+28% +$90.2K
END
2803
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
$546K ﹤0.01%
104,014
– –
NKG
2804
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
$544K ﹤0.01%
46,808
-2,259
-5% -$26.6K
JRO
2805
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$544K ﹤0.01%
44,630
-1,460
-3% -$17.6K
XPO icon
2806
XPO
XPO
$24.1B
$543K ﹤0.01%
+59,728
New +$460K
AEPI
2807
DELISTED
AEP Industries Inc
AEPI
$543K ﹤0.01%
10,287
+152
+1% +$8.56K
CLDX icon
2808
Celldex Therapeutics
CLDX
$2.77B
$541K ﹤0.01%
1,489
+593
+66% +$228K
PNNT
2809
Pennant Park Investment Corp
PNNT
$219M
$541K ﹤0.01%
46,662
+4,649
+11% +$53.3K
CWB icon
2810
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.47B
$536K ﹤0.01%
11,479
+1,155
+11% +$53.3K
WES
2811
DELISTED
Western Gas Partners Lp
WES
$536K ﹤0.01%
8,684
+859
+11% +$51.9K
BWX icon
2812
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$535K ﹤0.01%
18,532
-1,720
-8% -$50.2K
SLRC icon
2813
SLR Investment Corp
SLRC
$714M
$535K ﹤0.01%
23,710
-11,389
-32% -$257K
JPM.PRA.CL
2814
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$535K ﹤0.01%
26,366
-632
-2% -$13.2K
KMR
2815
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
$535K ﹤0.01%
1,141,398
+1,135,843
+20,447% +$79.2M
C.PRN icon
2816
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
C.PRN
$2.56B
$534K ﹤0.01%
19,609
-760
-4% -$20.8K
INVA icon
2817
Innoviva
INVA
$1.6B
$533K ﹤0.01%
18,537
-2,651
-13% -$77.5K
ACLS icon
2818
Axcelis
ACLS
$3.5B
$532K ﹤0.01%
54,468
+37,140
+214% +$337K
CVCO icon
2819
Cavco Industries
CVCO
$4.51B
$532K ﹤0.01%
7,738
+60
+0.8% +$3.65K
TNK icon
2820
Teekay Tankers
TNK
$2.66B
$532K ﹤0.01%
16,914
+12,944
+326% +$305K
BML.PRI.CL
2821
DELISTED
Bank Of America Corporation
BML.PRI.CL
$532K ﹤0.01%
22,877
-919
-4% -$21.8K
STAG icon
2822
STAG Industrial
STAG
$7.81B
$531K ﹤0.01%
26,063
+1,126
+5% +$23.5K
INTX
2823
DELISTED
Intersections, Inc.
INTX
$531K ﹤0.01%
68,210
+14,338
+27% +$119K
OPLK
2824
DELISTED
OPLINK COMMUNICATIONS INC
OPLK
$529K ﹤0.01%
28,462
+989
+4% +$17.3K
ELGX
2825
DELISTED
Endologix Inc
ELGX
$527K ﹤0.01%
3,023
+223
+8% +$38.3K
111 112
113
114 115

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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
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.