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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
TWER
3426
DELISTED
Towerstream Corporation Common Stock
TWER
$31K ﹤0.01%
516
-327
-39% -$16.5K
FOLD
3427
DELISTED
Amicus Therapeutics
FOLD
$30K ﹤0.01%
+12,702
New +$27.9K
LXRX icon
3428
Lexicon Pharmaceuticals
LXRX
$1.02B
$30K ﹤0.01%
+2,359
New +$37.5K
ATEC icon
3429
Alphatec Holdings
ATEC
$1.27B
$25K ﹤0.01%
1,047
+117
+13% +$2.7K
GEG icon
3430
Great Elm Group
GEG
$68.4M
$21K ﹤0.01%
1,267
-16,541
-93% -$305K
RDNT icon
3431
RadNet
RDNT
$4.84B
$21K ﹤0.01%
+12,558
New +$26.8K
GSS
3432
DELISTED
Golden Star Resources Ltd.
GSS
$14K ﹤0.01%
6,568
-111
-2% -$258
RVM
3433
DELISTED
REVETT MINING COMPANY COMMON SHARES (DELAWARE)
RVM
$9K ﹤0.01%
12,377
+1,000
+9% +$742
GCVRZ
3434
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$5K ﹤0.01%
15,178
-860
-5% -$1.04K
CHB
3435
DELISTED
CHAMPION ENTERPRISES INC
CHB
$2K ﹤0.01%
194,245
– –
OCZ
3436
DELISTED
OCZ TECHNOLOGY GROUP INC COM STK NEW (DE)
OCZ
$1K ﹤0.01%
24,437
-7,855
-24% -$5.63K
AEHL icon
3437
Antelope Enterprise Holdings
AEHL
$9.75M
– –
0
– -$35K
CDXS icon
3438
Codexis
CDXS
$135M
– –
-15,862
Closed -$28K
CIX icon
3439
Comp X International
CIX
$329M
– –
-10,222
Closed -$133K
DMRC icon
3440
Digimarc Corp
DMRC
$133M
– –
-11,200
Closed -$226K
EWM icon
3441
iShares MSCI Malaysia ETF
EWM
$305M
– –
-3,229
Closed -$194K
EWW icon
3442
iShares MSCI Mexico ETF
EWW
$1.89B
– –
-4,101
Closed -$262K
EWZ icon
3443
iShares MSCI Brazil ETF
EWZ
$9.05B
– –
-57,080
Closed -$2.73M
FEZ icon
3444
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.28B
– –
-26,984
Closed -$1.04M
FXU icon
3445
First Trust Utilities AlphaDEX Fund
FXU
$840M
– –
-935,859
Closed -$18.6M
GAIA icon
3446
Gaia
GAIA
$47.3M
– –
-15,900
Closed -$80K
GAIN icon
3447
Gladstone Investment Corp
GAIN
$635M
– –
-39,975
Closed -$282K
GBF icon
3448
iShares Government/Credit Bond ETF
GBF
$133M
– –
-4,400
Closed -$480K
GDL
3449
GDL Fund
GDL
$92M
– –
-45,602
Closed -$514K
GEVO icon
3450
Gevo
GEVO
$397M
– –
-6
Closed -$68K
136 137
138
139 140

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MCM
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PSUF
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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.