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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
ACTV
3526
DELISTED
Active Network Inc
ACTV
– –
-78,235
Closed -$1.12M
HYV
3527
DELISTED
BALCKROCK CORP HG YLD FD V INC
HYV
– –
-304,327
Closed -$3.69M
NYX
3528
DELISTED
NYSE EURONEXT INC
NYX
– –
-387,771
Closed -$16.3M
ABV.C
3529
DELISTED
COMPANHIA BEBIDA ADS EACH RPTNG 1 COM SH)
ABV.C
– –
-33,476
Closed -$1.3M
ABV
3530
DELISTED
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
– –
-731,106
Closed -$28M
LSE
3531
DELISTED
CAPLEASE, INC
LSE
– –
-172,878
Closed -$1.47M
OMX
3532
DELISTED
OFFICEMAX INCORPORATED
OMX
– –
-427,189
Closed -$5.46M
SKS
3533
DELISTED
SAKS INCORPORATED
SKS
– –
-202,677
Closed -$3.23M
DOLE
3534
DELISTED
DOLE FOOD CO INC NEW CMN STK (DE)
DOLE
– –
-185,771
Closed -$2.53M
DELL
3535
DELISTED
DELL INC
DELL
– –
-2,909,446
Closed -$40M
BZ
3536
DELISTED
BOISE INC COM STK (DE)
BZ
– –
-217,356
Closed -$2.74M
OPTR
3537
DELISTED
OPTIMER PHARMACEUTICALS, INC. COM STK
OPTR
– –
-17,071
Closed -$215K
WMS
3538
DELISTED
WMS INDS INC
WMS
– –
-84,738
Closed -$2.2M
KDN
3539
DELISTED
KAYDON CORP
KDN
– –
-105,742
Closed -$3.76M
TMS
3540
DELISTED
TMS INTERNATIONAL CORP CLASS A COM STK
TMS
– –
-53,452
Closed -$932K
BKR
3541
DELISTED
BAKER MICHAEL CORP
BKR
– –
-27,050
Closed -$1.09M
RUE
3542
DELISTED
RUE21 INC COM STK (DE)
RUE
– –
-28,770
Closed -$1.16M
FIRE
3543
DELISTED
SOURCEFIRE INC COM STK
FIRE
– –
-33,579
Closed -$2.55M
MFB
3544
DELISTED
MAIDENFORM BRANDS, INC
MFB
– –
-57,106
Closed -$1.34M
ASI
3545
DELISTED
AMERICAN SAFETY INSURANCE HOLDINGS, LTD
ASI
– –
-31,178
Closed -$942K
CCU.RT
3546
DELISTED
COMPANIA CERVECERIAS UNIDAS RTS EXP 10/4/13 PUR ADS (CHL)
CCU.RT
– –
-24,083
Closed -$11K
VHS
3547
DELISTED
VANGUARD HEALTH SYS INC COM STK (DE)
VHS
– –
-96,933
Closed -$2.04M
CXPO
3548
DELISTED
Crimson Exploration Inc. New Common Stock
CXPO
– –
-86,110
Closed -$259K
AERL
3549
DELISTED
ASIA ENTERTAINMENT & RES LTD ORD SHS(CYM)
AERL
– –
-108,100
Closed -$422K
ONXX
3550
DELISTED
ONYX PHARMACEUTICALS INC
ONXX
– –
-42,292
Closed -$5.27M
139 140 141
142
143

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MCM
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PSUF
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BAM
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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.