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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
AH
3151
DELISTED
Accretive Health
AH
$261K ﹤0.01%
28,467
-39,663
-58% -$341K
TPLM
3152
DELISTED
Triangle Petroleum Corporation
TPLM
$260K ﹤0.01%
31,190
-1,073
-3% -$10.9K
PHX
3153
DELISTED
PHX Minerals
PHX
$257K ﹤0.01%
+15,410
New +$245K
TITN icon
3154
Titan Machinery
TITN
$471M
$256K ﹤0.01%
14,349
-7,071
-33% -$119K
TCP
3155
DELISTED
TC Pipelines LP
TCP
$254K ﹤0.01%
5,240
+454
+9% +$21.8K
IFT
3156
DELISTED
IMPERIAL HLDGS INC COM STK (FL)
IFT
$254K ﹤0.01%
38,786
-15,566
-29% -$97.2K
GERN icon
3157
Geron
GERN
$949M
$253K ﹤0.01%
+56,560
New +$243K
WNC icon
3158
Wabash National
WNC
$527M
$253K ﹤0.01%
20,514
-244
-1% -$2.91K
TRC icon
3159
Tejon Ranch
TRC
$477M
$252K ﹤0.01%
7,072
-83
-1% -$2.75K
SPA
3160
DELISTED
Sparton
SPA
$252K ﹤0.01%
+9,018
New +$232K
TAC icon
3161
TransAlta
TAC
$4.23B
$251K ﹤0.01%
19,766
+2,450
+14% +$32.5K
SNBC
3162
DELISTED
Sun Bancorp Inc
SNBC
$251K ﹤0.01%
14,255
+910
+7% +$15.9K
KSPN
3163
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
$250K ﹤0.01%
2,829
+18
+0.6% +$1.56K
MWO.CL
3164
DELISTED
MORGAN STANLEY CAPITAL TRUST V
MWO.CL
$250K ﹤0.01%
11,154
-412
-4% -$9.54K
OFG icon
3165
OFG Bancorp
OFG
$2.22B
$249K ﹤0.01%
14,343
-12,544
-47% -$203K
INXN
3166
DELISTED
Interxion Holding N.V.
INXN
$248K ﹤0.01%
10,517
-4,852
-32% -$110K
NXTM
3167
DELISTED
NxStage Medical Inc.
NXTM
$248K ﹤0.01%
24,833
-7,227
-23% -$82K
TNGO
3168
DELISTED
Tangoe, Inc.
TNGO
$248K ﹤0.01%
13,775
-3,868
-22% -$73.4K
MRGE
3169
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$248K ﹤0.01%
106,947
+10,585
+11% +$25.8K
OREX
3170
DELISTED
Orexigen Therapeutics, Inc.
OREX
$248K ﹤0.01%
4,403
-84
-2% -$4.72K
OCLR
3171
DELISTED
Oclaro Inc.
OCLR
$247K ﹤0.01%
99,186
+2,586
+3% +$5.53K
DCOM icon
3172
Dime Commercial Bancshares
DCOM
$1.77B
$245K ﹤0.01%
+9,424
New +$223K
LGND icon
3173
Ligand Pharmaceuticals
LGND
$5.98B
$244K ﹤0.01%
7,427
-4,895
-40% -$159K
IDIX
3174
DELISTED
IDENIX PHARMACEUTICALS INC
IDIX
$244K ﹤0.01%
40,803
+3,856
+10% +$17.8K
PSA.PRR
3175
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$244K ﹤0.01%
10,438
-390
-4% -$9.31K
125 126
127
128 129

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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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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.