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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
VLTR
3551
DELISTED
VOLTERRA SEMCONDUCTOR CORP
VLTR
– –
-40,829
Closed -$939K
WCRX
3552
DELISTED
WARNER CHILCOTT PLC ORD SHS CL A (IRL)
WCRX
– –
-502,059
Closed -$11.5M
CLP
3553
DELISTED
COLONIAL PROPERTIES TRUST
CLP
– –
-103,050
Closed -$2.32M
BCS.RT
3554
DELISTED
BARCLAYS PLC RTS EXP 10/2/2013 (GBR)
BCS.RT
– –
-185,361
Closed -$995K
MAXY
3555
DELISTED
MAXYGEN INC
MAXY
$0 ﹤0.01%
66,065
-12
-0% –
SCMR
3556
DELISTED
SYCAMORE NETWORKS INC NEW
SCMR
– –
-109,024
Closed -$52K
MOLXA
3557
DELISTED
MOLEX INC CL-A
MOLXA
– –
-20,198
Closed -$773K
MDTH
3558
DELISTED
MEDCATH CORPORATION
MDTH
$0 ﹤0.01%
42,406
+6,975
+20% –
EUBK
3559
DELISTED
EUROBANCSHARES, INC.
EUBK
$0 ﹤0.01%
12,843
– –
AMFI
3560
DELISTED
AMCORE FINANCIAL INC
AMFI
$0 ﹤0.01%
65,641
– –
CBBO
3561
DELISTED
COLUMBIA BANCORP (OR)
CBBO
$0 ﹤0.01%
26,200
– –
MESA
3562
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
1,031,237
– –
ADVNB
3563
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
15,196
– –
UCBH
3564
DELISTED
UCBH HOLDINGS INC
UCBH
$0 ﹤0.01%
271,697
– –
CNCO
3565
DELISTED
Cencosud S.A.
CNCO
– –
-11,791
Closed -$158K
HTCH
3566
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
– –
-13,957
Closed -$49K
AMTG
3567
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
– –
-14,658
Closed -$214K
MPG
3568
DELISTED
MPG OFFICE TRUST, INC COM
MPG
– –
-113,133
Closed -$354K
STL
3569
DELISTED
STERLING BANCORP
STL
– –
-89,848
Closed -$1.23M
RPRX
3570
DELISTED
Repros Therapeutics Inc.
RPRX
– –
-8,042
Closed -$216K
FRP
3571
DELISTED
FAIRPOINT COMMUNICATIONS INC.
FRP
$0 ﹤0.01%
123,024
+23
+0% –
139 140 141 142
143

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
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.