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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
CALY
1826
Callaway Golf Company
CALY
$3.28B
$2.05M 0.01%
242,899
+6,471
+3% +$51.4K
EVR icon
1827
Evercore
EVR
$11.8B
$2.04M 0.01%
34,167
-9,356
-21% -$498K
P
1828
DELISTED
Pandora Media Inc
P
$2.04M ﹤0.01%
76,504
+19,471
+34% +$534K
DVR
1829
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
$2.04M ﹤0.01%
1,012,474
+108,892
+12% +$209K
MWW
1830
DELISTED
Monster Worldwide Inc
MWW
$2.03M ﹤0.01%
285,007
+24,802
+10% +$130K
CLUB
1831
DELISTED
Town Sports International Holdings, Inc.
CLUB
$2.03M ﹤0.01%
137,430
+27,344
+25% +$361K
RBBN icon
1832
Ribbon Communications
RBBN
$386M
$2.03M ﹤0.01%
128,659
+17,405
+16% +$269K
HAFC icon
1833
Hanmi Financial
HAFC
$935M
$2.02M ﹤0.01%
92,313
-1,452
-2% -$27.6K
GLQ
1834
Clough Global Equity Fund
GLQ
$151M
$2.02M ﹤0.01%
128,443
-16,470
-11% -$249K
GVA icon
1835
Granite Construction
GVA
$5.16B
$2.02M ﹤0.01%
57,695
-15,142
-21% -$476K
PKD
1836
DELISTED
Parker Drilling Company
PKD
$2.01M ﹤0.01%
16,511
-1,119
-6% -$124K
LYG.PRA
1837
DELISTED
LLOYDS BANKING GROUP PLC 7.75% INCM NTS (PINES)7/15/2050
LYG.PRA
$2.01M ﹤0.01%
75,333
-3,016
-4% -$80.8K
USG
1838
DELISTED
Usg
USG
$2M ﹤0.01%
70,662
-25,301
-26% -$686K
ASTE icon
1839
Astec Industries
ASTE
$1.17B
$2M ﹤0.01%
51,872
+1,681
+3% +$59.6K
NNC
1840
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$2M ﹤0.01%
168,623
+73,476
+77% +$884K
PHD
1841
DELISTED
Pioneer Floating Rate Fund
PHD
$2M ﹤0.01%
157,418
+48,542
+45% +$604K
CONN
1842
DELISTED
Conn's Inc.
CONN
$2M ﹤0.01%
25,424
-4,597
-15% -$295K
MASI
1843
DELISTED
Masimo
MASI
$2M ﹤0.01%
68,412
+3,412
+5% +$95.5K
EXTR icon
1844
Extreme Networks
EXTR
$3.8B
$2M ﹤0.01%
285,968
+56,931
+25% +$354K
GLO
1845
Clough Global Opportunities Fund
GLO
$244M
$1.99M ﹤0.01%
152,594
-4,473
-3% -$57.2K
SHY icon
1846
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$1.99M ﹤0.01%
23,607
+6,566
+39% +$555K
CUZ icon
1847
Cousins Properties
CUZ
$5.31B
$1.99M ﹤0.01%
68,473
+9,200
+16% +$277K
NCMI icon
1848
National CineMedia
NCMI
$378M
$1.99M ﹤0.01%
9,971
+146
+1% +$27.2K
EQY
1849
DELISTED
Equity One
EQY
$1.99M ﹤0.01%
88,507
+3,007
+4% +$68.5K
MCF
1850
DELISTED
Contango Oil & Gas Co.
MCF
$1.98M ﹤0.01%
41,984
+7,937
+23% +$349K
72 73
74
75 76

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AF
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MCM
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PSUF
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IA
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SCC
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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.