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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
OIIM
3476
DELISTED
02Micro International
OIIM
– –
-19,041
Closed -$59K
HIL
3477
DELISTED
Hill International, Inc. Common Stock
HIL
– –
-55,191
Closed -$182K
JTD
3478
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
– –
-13,377
Closed -$196K
APEX
3479
DELISTED
Apex Global Brands Inc. Common Stock
APEX
– –
-335
Closed -$131K
GMO
3480
DELISTED
General Moly, Inc.
GMO
– –
-19,350
Closed -$32K
BREW
3481
DELISTED
Craft Brew Alliance, Inc.
BREW
– –
-10,553
Closed -$142K
ASFI
3482
DELISTED
Asta Funding Inc
ASFI
– –
-11,326
Closed -$101K
SHLO
3483
DELISTED
Shiloh Industries Inc
SHLO
– –
-23,118
Closed -$303K
RRTS
3484
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
– –
-695
Closed -$491K
ELLI
3485
DELISTED
Ellie Mae Inc
ELLI
– –
-22,407
Closed -$717K
TSRO
3486
DELISTED
TESARO, Inc.
TSRO
– –
-6,329
Closed -$245K
PRKR
3487
DELISTED
Parkervision Inc
PRKR
– –
-2,812
Closed -$94K
DTK.CL
3488
DELISTED
Deutsche Bank Contingent Cap Tst
DTK.CL
– –
-31,141
Closed -$808K
CFNB
3489
DELISTED
California First National Banc
CFNB
– –
-12,144
Closed -$207K
GSOL
3490
DELISTED
Global Sources Ltd
GSOL
– –
-22,883
Closed -$170K
NCIT
3491
DELISTED
NCI, Inc.
NCIT
– –
-11,057
Closed -$62K
ELOS
3492
DELISTED
Syneron Medical Ltd
ELOS
– –
-49,341
Closed -$425K
MBVT
3493
DELISTED
Merchants Bancshares Inc
MBVT
– –
-7,031
Closed -$203K
AFOP
3494
DELISTED
Alliance Fiber Optic Prod Inc
AFOP
– –
-26,693
Closed -$546K
RLD
3495
DELISTED
REALD INC COM STK
RLD
– –
-12,440
Closed -$87K
LOJN
3496
DELISTED
LO JACK CORP
LOJN
– –
-20,693
Closed -$66K
NES
3497
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
– –
-5,424
Closed -$124K
BAMM
3498
DELISTED
BOOKS-A-MILLION INC
BAMM
– –
-11,451
Closed -$28K
EPAX
3499
DELISTED
Ambassadors Group Inc
EPAX
– –
-31,814
Closed -$110K
VRS
3500
DELISTED
VERSO CORP COM STK (DE)
VRS
– –
-51,584
Closed -$39K
138 139
140
141 142

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MCM
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PSUF
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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.