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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
SOL
3376
DELISTED
Emeren Group
SOL
$80K ﹤0.01%
4,638
-10,876
-70% -$238K
IBCA
3377
DELISTED
INTERVEST BANCSHARES CORP COM
IBCA
$80K ﹤0.01%
10,713
-1,819
-15% -$13.3K
ZX
3378
DELISTED
China Zenix Auto Internatl Ltd
ZX
$80K ﹤0.01%
+30,749
New +$99.4K
ATNY
3379
DELISTED
API TECHNOLOGIES CORP. COMMON STOCK
ATNY
$79K ﹤0.01%
23,126
+366
+2% +$1.16K
BBW icon
3380
Build-A-Bear
BBW
$423M
$76K ﹤0.01%
10,055
-107
-1% -$866
XIN
3381
DELISTED
Xinyuan Real Estate
XIN
$73K ﹤0.01%
+1,358
New +$82K
STRR
3382
Star Equity Holdings
STRR
$40.1M
$72K ﹤0.01%
1,782
-2,565
-59% -$88.9K
BIOL
3383
DELISTED
Biolase, Inc.
BIOL
$72K ﹤0.01%
2
– –
CCM
3384
Concord Medical Services
CCM
$18.7M
$71K ﹤0.01%
+1,471
New +$69.1K
PLXT
3385
DELISTED
PLX TECHNOLOGY INC
PLXT
$71K ﹤0.01%
10,834
-10
-0.1% -$63
CRWN
3386
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$70K ﹤0.01%
19,928
+3,120
+19% +$10.2K
SGYP
3387
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$68K ﹤0.01%
12,304
-61,939
-83% -$267K
GAGA
3388
DELISTED
LE GAGA HOLDINGS LTD ADS
GAGA
$67K ﹤0.01%
+20,751
New +$72.9K
ENZN
3389
DELISTED
ENZON PHARMACEUTICALS INC
ENZN
$66K ﹤0.01%
56,597
-105,755
-65% -$163K
MDGL icon
3390
Madrigal Pharmaceuticals
MDGL
$12.6B
$65K ﹤0.01%
355
+54
+18% +$9.89K
UEC icon
3391
Uranium Energy
UEC
$4.71B
$62K ﹤0.01%
30,795
-4,297
-12% -$8.09K
RSYS
3392
DELISTED
Radisys Corp
RSYS
$62K ﹤0.01%
26,904
-12,379
-32% -$32.9K
XNPT
3393
DELISTED
XENOPORT, INC.
XNPT
$62K ﹤0.01%
+10,736
New +$58.1K
WH
3394
DELISTED
WSP HOLDINGS LTD ADR NEW
WH
$61K ﹤0.01%
22,367
+6,650
+42% +$16.4K
ZA
3395
DELISTED
ZUOAN FASHION LTD SPON ADR REPSTG 16 ORD SHS
ZA
$58K ﹤0.01%
8,523
+5,968
+234% +$51.2K
STSI
3396
DELISTED
STAR SCIENTIFIC INC
STSI
$58K ﹤0.01%
50,184
+38,709
+337% +$61.6K
ASMB icon
3397
Assembly Biosciences
ASMB
$506M
$55K ﹤0.01%
240
-15
-6% -$2.73K
EGIO
3398
DELISTED
Edgio, Inc. Common Stock
EGIO
$55K ﹤0.01%
689
+226
+49% +$17.6K
FAC
3399
DELISTED
First Acceptance Corp.
FAC
$55K ﹤0.01%
24,314
-16,100
-40% -$28.4K
CNTY icon
3400
Century Casinos
CNTY
$32.9M
$54K ﹤0.01%
+10,420
New +$56.6K
134 135
136
137 138

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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.