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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
DNDN
3076
DELISTED
DENDREON CORPORATION
DNDN
$311K ﹤0.01%
104,143
-17,564
-14% -$49.4K
MCHX icon
3077
Marchex
MCHX
$79.3M
$309K ﹤0.01%
35,667
+14,449
+68% +$125K
BTE icon
3078
Baytex Energy
BTE
$2.94B
$307K ﹤0.01%
7,836
+2,806
+56% +$113K
ISF.CL
3079
DELISTED
ING Groep NV
ISF.CL
$307K ﹤0.01%
12,943
-473
-4% -$11.1K
III icon
3080
Information Services Group
III
$192M
$306K ﹤0.01%
+72,230
New +$296K
RLOC
3081
DELISTED
REACHLOCAL INC COM STK (DE)
RLOC
$306K ﹤0.01%
24,109
-21
-0.1% -$261
CEL
3082
DELISTED
Cellcom Israel, Ltd.
CEL
$305K ﹤0.01%
21,944
-8,066
-27% -$102K
PGNX
3083
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$305K ﹤0.01%
+57,219
New +$252K
CWCO icon
3084
Consolidated Water Co
CWCO
$472M
$303K ﹤0.01%
21,519
-2,695
-11% -$38K
FET icon
3085
Forum Energy Technologies
FET
$640M
$303K ﹤0.01%
535
+42
+9% +$23.8K
TBF icon
3086
ProShares Short 20+ Year Treasury ETF
TBF
$86.3M
$301K ﹤0.01%
+9,164
New +$296K
CRTX
3087
DELISTED
CORNERSTONE THERAPEUTICS INC
CRTX
$301K ﹤0.01%
31,753
+10,645
+50% +$101K
MCHB
3088
Mechanics Bancorp
MCHB
$3.46B
$299K ﹤0.01%
14,937
-8,769
-37% -$174K
HKTV
3089
DELISTED
HONG KONG TELEVISION NETWORK LTD
HKTV
$299K ﹤0.01%
+33,182
New +$203K
ESGR
3090
DELISTED
Enstar Group
ESGR
$298K ﹤0.01%
2,146
-997
-32% -$137K
OMAB icon
3091
Grupo Aeroportuario Centro Norte
OMAB
$5.06B
$298K ﹤0.01%
11,151
+241
+2% +$6.56K
CTQ.CL
3092
DELISTED
QWEST CORP 7.375% NOTES DUE 2051 (CO)
CTQ.CL
$298K ﹤0.01%
12,886
-466
-3% -$11.5K
GFI icon
3093
Gold Fields
GFI
$29.4B
$297K ﹤0.01%
92,814
+10,965
+13% +$44.8K
TGH
3094
DELISTED
Textainer Group Holdings limited
TGH
$296K ﹤0.01%
7,362
-10,297
-58% -$394K
TAHO
3095
DELISTED
Tahoe Resources Inc
TAHO
$296K ﹤0.01%
17,771
+4,844
+37% +$85.1K
TCF.PRB.CL
3096
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$295K ﹤0.01%
11,967
+2,814
+31% +$70.1K
ALLT icon
3097
Allot
ALLT
$373M
$294K ﹤0.01%
19,425
+1,876
+11% +$25.5K
FSD
3098
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$294K ﹤0.01%
17,099
-26,714
-61% -$464K
NOG icon
3099
Northern Oil and Gas
NOG
$2.21B
$293K ﹤0.01%
1,944
+752
+63% +$119K
FAM
3100
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$293K ﹤0.01%
+20,885
New +$296K
122 123
124
125 126

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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.