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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
LLEN
3401
DELISTED
L & L ENERGY INC COM STK (NV)
LLEN
$54K ﹤0.01%
32,022
+7,603
+31% +$11.3K
CPIX icon
3402
Cumberland Pharmaceuticals
CPIX
$99M
$52K ﹤0.01%
+10,161
New +$49.6K
PRTK
3403
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$51K ﹤0.01%
1,257
+13
+1% +$552
HQCL
3404
DELISTED
Hanwha Q CELLS Co., Ltd.
HQCL
$51K ﹤0.01%
+1,841
New +$74.1K
LTS
3405
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$48K ﹤0.01%
+15,244
New +$38.4K
FXEN
3406
DELISTED
FX ENERGY INC
FXEN
$48K ﹤0.01%
13,005
-1,727
-12% -$5.89K
AXTI icon
3407
AXT Inc
AXTI
$3.09B
$46K ﹤0.01%
+17,700
New +$41.5K
TSYS
3408
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
$46K ﹤0.01%
19,795
-51,376
-72% -$120K
ENZ
3409
DELISTED
Enzo Biochem, Inc.
ENZ
$45K ﹤0.01%
15,277
-2,415
-14% -$5.99K
ALSK
3410
DELISTED
Alaska Communications Systems
ALSK
$45K ﹤0.01%
21,248
+8,035
+61% +$18.5K
FES
3411
DELISTED
Forbes Energy Services Ltd
FES
$45K ﹤0.01%
13,912
-4,111
-23% -$16.9K
PCO
3412
DELISTED
Pendrell Corporation - Class A
PCO
$45K ﹤0.01%
23
+5
+28% +$10.3K
CHC
3413
DELISTED
CHINA HYDROELECTRIC CORP SPONSORED ADR RPSTG 3 ORD SHS
CHC
$44K ﹤0.01%
+16,436
New +$41.7K
ONCT
3414
DELISTED
Oncternal Therapeutics, Inc. Common Stock
ONCT
$43K ﹤0.01%
+19
New +$43.5K
ARQL
3415
DELISTED
Arqule Inc
ARQL
$43K ﹤0.01%
19,986
-21,332
-52% -$48.1K
RTK
3416
DELISTED
Rentech, Inc.
RTK
$43K ﹤0.01%
2,448
-1,976
-45% -$36.2K
RVLT
3417
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
$42K ﹤0.01%
1,217
-230
-16% -$7.58K
CTIC
3418
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$42K ﹤0.01%
+2,216
New +$40.3K
STRI
3419
DELISTED
STR HLDGS INC COM STK NEW (DE)
STRI
$41K ﹤0.01%
8,805
-38,892
-82% -$227K
XCO.RT
3420
DELISTED
EXCO RESOURCES INC RTS EXP 1-9-2014 (TX)
XCO.RT
$39K ﹤0.01%
+246,049
New +$42K
SIGA icon
3421
SIGA Technologies
SIGA
$223M
$37K ﹤0.01%
+11,304
New +$38.1K
ACHN
3422
DELISTED
Achillion Pharmaceuticals
ACHN
$37K ﹤0.01%
+11,126
New +$32.3K
BXC icon
3423
BlueLinx
BXC
$455M
$34K ﹤0.01%
1,737
+579
+50% +$10.3K
CRNT icon
3424
Ceragon Networks
CRNT
$194M
$34K ﹤0.01%
11,563
-2,019
-15% -$6.43K
PSTV icon
3425
Plus Therapeutics
PSTV
$26.4M
– –
0
– –
135 136
137
138 139

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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.