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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
LTM
826
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$7.25M 0.02%
457,731
+67,998
+17% +$1.09M
VC icon
827
Visteon
VC
$2.82B
$7.25M 0.02%
88,582
+9,225
+12% +$712K
ONIT
828
Onity Group
ONIT
$336M
$7.23M 0.02%
8,697
-859
-9% -$707K
NRF
829
DELISTED
NorthStar Realty Finance Corp.
NRF
$7.23M 0.02%
273,909
+7,207
+3% +$146K
CHRW icon
830
C.H. Robinson
CHRW
$20.6B
$7.23M 0.02%
123,836
+2,890
+2% +$170K
BPOP icon
831
Popular Inc
BPOP
$10.9B
$7.21M 0.02%
250,797
+10,060
+4% +$272K
ETG
832
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$7.19M 0.02%
424,313
-23,286
-5% -$376K
PWR icon
833
Quanta Services
PWR
$93.1B
$7.16M 0.02%
226,837
-2,733
-1% -$80.3K
EVT icon
834
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.08B
$7.15M 0.02%
375,761
-4,701
-1% -$87K
MINT icon
835
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$7.13M 0.02%
70,337
+23,500
+50% +$2.38M
CY
836
DELISTED
Cypress Semiconductor
CY
$7.12M 0.02%
677,603
+690
+0.1% +$6.54K
MINI
837
DELISTED
Mobile Mini Inc
MINI
$7.11M 0.02%
172,528
+10,009
+6% +$373K
DNB
838
DELISTED
Dun & Bradstreet
DNB
$7.09M 0.02%
57,741
+4,390
+8% +$492K
LPNT
839
DELISTED
LifePoint Health, Inc.
LPNT
$7.09M 0.02%
134,100
+7,225
+6% +$363K
DASTY
840
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$7.05M 0.02%
56,731
-1,770
-3% -$220K
DT
841
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$7.04M 0.02%
407,778
+70,803
+21% +$1.22M
RELX icon
842
RELX
RELX
$62.3B
$7.03M 0.02%
468,208
+21,056
+5% +$297K
XEC
843
DELISTED
CIMAREX ENERGY CO
XEC
$6.99M 0.02%
66,588
+7,454
+13% +$755K
GHC icon
844
Graham Holdings Company
GHC
$5.08B
$6.94M 0.02%
17,323
+637
+4% +$247K
SON icon
845
Sonoco
SON
$5.8B
$6.93M 0.02%
166,215
+10,612
+7% +$427K
GPN icon
846
Global Payments
GPN
$23B
$6.92M 0.02%
213,064
+61,778
+41% +$1.87M
CNX icon
847
CNX Resources
CNX
$4.77B
$6.92M 0.02%
218,288
+41,935
+24% +$1.28M
THG icon
848
Hanover Insurance
THG
$7.68B
$6.91M 0.02%
115,641
+8,646
+8% +$510K
SPXC icon
849
SPX Corp
SPXC
$11B
$6.9M 0.02%
274,948
+854
+0.3% +$19.6K
NFX
850
DELISTED
Newfield Exploration
NFX
$6.89M 0.02%
279,834
-13,280
-5% -$373K
32 33
34
35 36

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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.