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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
AEGR
2951
DELISTED
Aegerion Pharmaceuticals
AEGR
$422K ﹤0.01%
5,942
+1,409
+31% +$108K
ACTG icon
2952
Acacia Research
ACTG
$447M
$420K ﹤0.01%
28,857
+3,905
+16% +$61.7K
MM
2953
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$420K ﹤0.01%
57,797
+37,751
+188% +$255K
RENT
2954
DELISTED
RENTRAK CORP
RENT
$418K ﹤0.01%
+11,027
New +$405K
ARX
2955
DELISTED
Aeroflex Holding Corp (DE)
ARX
$418K ﹤0.01%
64,376
+4,764
+8% +$33.6K
AREX
2956
DELISTED
Approach Resources Inc.
AREX
$417K ﹤0.01%
21,610
-8,140
-27% -$200K
AEK.CL
2957
DELISTED
Aegon NV
AEK.CL
$417K ﹤0.01%
14,776
-601
-4% -$16.4K
OSUR icon
2958
OraSure Technologies
OSUR
$273M
$414K ﹤0.01%
65,816
-1,492
-2% -$9.37K
KOPN icon
2959
Kopin
KOPN
$687M
$412K ﹤0.01%
97,582
+1,533
+2% +$5.89K
LION
2960
DELISTED
Fidelity Southern Corporation
LION
$411K ﹤0.01%
+24,827
New +$392K
OABC
2961
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
$409K ﹤0.01%
19,136
+6,425
+51% +$142K
CFC.PRA
2962
DELISTED
COUNTRYWIDE CAP IV 6.75% TR PFD SEC
CFC.PRA
$409K ﹤0.01%
16,430
-716
-4% -$18K
MPAA icon
2963
Motorcar Parts of America
MPAA
$264M
$407K ﹤0.01%
+21,096
New +$333K
NOR
2964
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$405K ﹤0.01%
17,581
-5,989
-25% -$112K
GLRE icon
2965
Greenlight Captial
GLRE
$570M
$403K ﹤0.01%
11,947
+298
+3% +$9.32K
SGK
2966
DELISTED
SCHAWK INC CL-A
SGK
$403K ﹤0.01%
27,114
-39
-0.1% -$596
EOD
2967
Allspring Global Dividend Opportunity Fund
EOD
$276M
$402K ﹤0.01%
+55,479
New +$410K
DALN
2968
DELISTED
DallasNews
DALN
$401K ﹤0.01%
13,422
+543
+4% +$16.8K
PBF icon
2969
PBF Energy
PBF
$7.43B
$401K ﹤0.01%
+12,758
New +$348K
ITMN
2970
DELISTED
INTERMUNE INC
ITMN
$401K ﹤0.01%
27,240
-835
-3% -$11.5K
APAM icon
2971
Artisan Partners
APAM
$2.86B
$398K ﹤0.01%
6,103
-22
-0.4% -$1.31K
BAK icon
2972
Braskem
BAK
$972M
$398K ﹤0.01%
22,307
-4,415
-17% -$76.9K
JIVE
2973
DELISTED
Jive Software, Inc.
JIVE
$397K ﹤0.01%
35,255
+3,532
+11% +$39.8K
ACRE
2974
Ares Commercial Real Estate
ACRE
$257M
$396K ﹤0.01%
30,224
+11,655
+63% +$150K
EMLP icon
2975
First Trust North American Energy Infrastructure Fund
EMLP
$4.12B
$394K ﹤0.01%
+16,790
New +$389K
117 118
119
120 121

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AF
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MCM
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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.