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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
BGT icon
2901
BlackRock Floating Rate Income Trust
BGT
$324M
$467K ﹤0.01%
33,468
+19,069
+132% +$268K
PRMW
2902
DELISTED
Primo Water Corporation
PRMW
$467K ﹤0.01%
57,895
+2,005
+4% +$16.3K
BLX icon
2903
Bladex Inc
BLX
$2.23B
$466K ﹤0.01%
16,645
-15,025
-47% -$397K
REN
2904
DELISTED
Resolute Energy Corporaton
REN
$466K ﹤0.01%
10,320
+2,974
+40% +$136K
AMRS
2905
DELISTED
Amyris Inc.
AMRS
$464K ﹤0.01%
5,844
-1,135
-16% -$48K
NATL
2906
DELISTED
National Interstate Corporation
NATL
$464K ﹤0.01%
20,178
+244
+1% +$6.56K
ANV
2907
DELISTED
Allied Nevada Gold Corp
ANV
$464K ﹤0.01%
130,611
+70,707
+118% +$265K
USB.PRM
2908
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$464K ﹤0.01%
17,656
-662
-4% -$17.6K
IIJI
2909
DELISTED
Internet Initiative Japan Inc
IIJI
$464K ﹤0.01%
34,700
+7,197
+26% +$101K
TAL icon
2910
TAL Education Group
TAL
$5.86B
$463K ﹤0.01%
126,216
+27,114
+27% +$83.5K
TRNO icon
2911
Terreno Realty
TRNO
$7.72B
$463K ﹤0.01%
26,169
-3,665
-12% -$64.4K
EVHC
2912
DELISTED
Envision Healthcare Holdings Inc
EVHC
$463K ﹤0.01%
+4,355
New +$392K
THR
2913
DELISTED
Thermon Group Holdings
THR
$462K ﹤0.01%
16,898
+174
+1% +$4.53K
PRH
2914
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$461K ﹤0.01%
22,105
-883
-4% -$19.1K
ARTNA icon
2915
Artesian Resources
ARTNA
$355M
$458K ﹤0.01%
19,964
+2,604
+15% +$58.8K
COWN
2916
DELISTED
Cowen Inc. Class A Common Stock
COWN
$458K ﹤0.01%
29,302
-3,749
-11% -$57.4K
ABR icon
2917
Arbor Realty Trust
ABR
$977M
$455K ﹤0.01%
68,277
+20,139
+42% +$134K
VNOD.CL
2918
DELISTED
VORNADO REALTY LP 7.875% PUB INCOME NTS DUE 10/01/2039
VNOD.CL
$455K ﹤0.01%
17,505
-755
-4% -$19.8K
INSM icon
2919
Insmed
INSM
$22.7B
$454K ﹤0.01%
26,728
+7,556
+39% +$116K
TNAV
2920
DELISTED
Telenav Inc.
TNAV
$453K ﹤0.01%
68,795
+7,831
+13% +$52.4K
RSE
2921
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$453K ﹤0.01%
20,398
-3,265
-14% -$69.6K
HIO
2922
Western Asset High Income Opportunity Fund
HIO
$334M
$451K ﹤0.01%
76,017
-741
-1% -$4.44K
MER.PRM
2923
DELISTED
MERRILL LYNCH CAP TRII GUARANTEED TRUST PFD SECS 6.450%
MER.PRM
$451K ﹤0.01%
18,314
-761
-4% -$18.9K
IKGH
2924
DELISTED
Iao Kun Group Holding Company Limited
IKGH
$450K ﹤0.01%
+146,418
New +$481K
MESG
2925
DELISTED
XURA INC COM (DE)
MESG
$449K ﹤0.01%
11,568
-108
-0.9% -$3.64K
115 116
117
118 119

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NIPH
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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.