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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
RLH
3276
DELISTED
Red Lions Hotel Corporation
RLH
$190K ﹤0.01%
31,413
+928
+3% +$5.33K
SPP
3277
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$190K ﹤0.01%
62,398
+13,368
+27% +$40.7K
UMH
3278
UMH Properties
UMH
$1.32B
$189K ﹤0.01%
20,040
+243
+1% +$2.37K
AMPE
3279
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$188K ﹤0.01%
88
-11
-11% -$26K
BV
3280
DELISTED
Bazaarvoice, Inc.
BV
$187K ﹤0.01%
23,577
-15,242
-39% -$133K
SMI
3281
DELISTED
Semiconductor Manufacturing Intl
SMI
$187K ﹤0.01%
47,864
+13,844
+41% +$52.3K
FHY
3282
DELISTED
First Trust Strategic High
FHY
$185K ﹤0.01%
+11,556
New +$182K
QADA
3283
DELISTED
QAD Inc.
QADA
$185K ﹤0.01%
10,497
+33
+0.3% +$500
BKCC
3284
DELISTED
BlackRock Capital Investment Corporation
BKCC
$181K ﹤0.01%
19,402
-5,948
-23% -$56.6K
HDNG
3285
DELISTED
Hardinge Inc
HDNG
$180K ﹤0.01%
12,471
-355
-3% -$5.26K
PCMI
3286
DELISTED
PCM, Inc
PCMI
$176K ﹤0.01%
17,148
-6,754
-28% -$68K
XBKS
3287
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$176K ﹤0.01%
10,064
-807
-7% -$12.2K
NUW icon
3288
Nuveen AMT-Free Municipal Value Fund
NUW
$251M
$174K ﹤0.01%
11,460
-445
-4% -$6.67K
HNR
3289
DELISTED
Harvest Natural Resources
HNR
$174K ﹤0.01%
9,622
+816
+9% +$14.6K
UNIS
3290
DELISTED
Unilife Corporation
UNIS
$173K ﹤0.01%
3,922
-77
-2% -$2.82K
RBCN
3291
DELISTED
Rubicon Technology, Inc.
RBCN
$169K ﹤0.01%
1,702
-54
-3% -$5.24K
NPTN
3292
DELISTED
NEOPHOTONICS CORP
NPTN
$169K ﹤0.01%
23,950
-3,869
-14% -$25.8K
CECO icon
3293
Ceco Environmental
CECO
$4.42B
$168K ﹤0.01%
10,417
-10,756
-51% -$174K
TKA
3294
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
$168K ﹤0.01%
+11,081
New +$168K
PFX icon
3295
PhenixFIN
PFX
$167K ﹤0.01%
603
+51
+9% +$14.3K
GSE
3296
DELISTED
GSE HLDG INC COM STK (DE)
GSE
$167K ﹤0.01%
80,786
+40,523
+101% +$98K
BANC icon
3297
Banc of California
BANC
$3.28B
$166K ﹤0.01%
+12,345
New +$165K
HXM
3298
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
$166K ﹤0.01%
142,266
-3,079
-2% -$4.38K
PRS
3299
DELISTED
PRIMUS GUARANTY LTD
PRS
$165K ﹤0.01%
20,447
-7
-0% -$56
AMSC icon
3300
American Superconductor
AMSC
$1.48B
$164K ﹤0.01%
10,007
-469
-4% -$8.73K
130 131
132
133 134

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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.