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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
NXQ
3301
DELISTED
NUVEEN ELECT TAX-FREE INC 2
NXQ
$163K ﹤0.01%
13,184
+803
+6% +$9.92K
KCG
3302
DELISTED
KCG Holdings, Inc.
KCG
$163K ﹤0.01%
13,643
-5,497
-29% -$55.8K
MNP
3303
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$162K ﹤0.01%
11,791
+541
+5% +$7.37K
JMP
3304
DELISTED
JMP Group LLC
JMP
$161K ﹤0.01%
21,754
+10,000
+85% +$67.2K
SPPI
3305
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$160K ﹤0.01%
18,027
-1,123
-6% -$10K
PCW
3306
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$160K ﹤0.01%
35,649
+9,124
+34% +$41K
FBIO icon
3307
Fortress Biotech
FBIO
$111M
$158K ﹤0.01%
4,006
+2,986
+293% +$115K
PKT
3308
DELISTED
PROCERA NETWORKS INC NEW COM STK (DE)
PKT
$156K ﹤0.01%
+10,391
New +$151K
HEOP
3309
DELISTED
Heritage Oaks Bancorp
HEOP
$156K ﹤0.01%
+20,830
New +$147K
MCBI
3310
DELISTED
METROCORP BANCSHARES INC
MCBI
$155K ﹤0.01%
+10,275
New +$147K
VATE icon
3311
INNOVATE Corp
VATE
$114M
$154K ﹤0.01%
5,394
+376
+7% +$12.8K
PCTI
3312
DELISTED
PCTEL, Inc. Common Stock
PCTI
$153K ﹤0.01%
15,942
-435
-3% -$4.11K
VIRX
3313
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$152K ﹤0.01%
153
+3
+2% +$3.1K
DMB
3314
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
$149K ﹤0.01%
+14,420
New +$149K
NBIX icon
3315
Neurocrine Biosciences
NBIX
$17.7B
$149K ﹤0.01%
15,968
-45
-0.3% -$439
SAAS
3316
DELISTED
inContact, Inc.
SAAS
$149K ﹤0.01%
19,046
+2,051
+12% +$15.6K
CIFC
3317
DELISTED
CIFC LLC Common Shares
CIFC
$149K ﹤0.01%
19,168
-2,564
-12% -$20.2K
REXR icon
3318
Rexford Industrial Realty
REXR
$8.7B
$148K ﹤0.01%
+11,246
New +$152K
HTBK
3319
DELISTED
Heritage Commerce
HTBK
$147K ﹤0.01%
17,780
+429
+2% +$3.34K
AVNR
3320
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
$145K ﹤0.01%
43,231
+415
+1% +$1.71K
KIOR
3321
DELISTED
KIOR, INC CLASS A COM STK
KIOR
$144K ﹤0.01%
85,633
+52,064
+155% +$113K
ENVI
3322
DELISTED
ENVIVIO INC COM STK (DE)
ENVI
$140K ﹤0.01%
41,184
-2,632
-6% -$7.93K
DHT icon
3323
DHT Holdings
DHT
$2.97B
$139K ﹤0.01%
20,335
+6,143
+43% +$33.7K
ARNA
3324
DELISTED
Arena Pharmaceuticals Inc
ARNA
$139K ﹤0.01%
2,379
+86
+4% +$4.49K
AKH
3325
DELISTED
AIR France-KLM
AKH
$139K ﹤0.01%
13,302
+529
+4% +$5.53K
131 132
133
134 135

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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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
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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.