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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
DAN icon
926
Dana Inc
DAN
$2.93B
$5.96M 0.01%
303,830
+16,179
+6% +$329K
SVC
927
Service Properties Trust
SVC
$1.08B
$5.9M 0.01%
43,988
+2,193
+5% +$305K
VSH icon
928
Vishay Intertechnology
VSH
$5.7B
$5.9M 0.01%
444,769
+49,480
+13% +$627K
MGM icon
929
MGM Resorts International
MGM
$11.8B
$5.89M 0.01%
250,530
-4,734
-2% -$96.5K
SPTN
930
DELISTED
SpartanNash
SPTN
$5.89M 0.01%
242,577
+121,119
+100% +$2.81M
HMN icon
931
Horace Mann Educators
HMN
$2.09B
$5.87M 0.01%
186,183
+1,598
+0.9% +$47.3K
DST
932
DELISTED
DST Systems Inc.
DST
$5.87M 0.01%
129,416
-6,632
-5% -$282K
BOH icon
933
Bank of Hawaii
BOH
$3.17B
$5.87M 0.01%
99,260
+2,302
+2% +$132K
NLY icon
934
Annaly Capital Management
NLY
$16.9B
$5.87M 0.01%
147,141
+50,965
+53% +$2.21M
JBL icon
935
Jabil
JBL
$32.6B
$5.79M 0.01%
332,003
+46,489
+16% +$943K
SFG
936
DELISTED
STANCORP FINL GRP
SFG
$5.78M 0.01%
87,302
-2,410
-3% -$149K
HUB.B
937
DELISTED
HUBBELL INC CL-B
HUB.B
$5.76M 0.01%
52,913
-5,097
-9% -$545K
PHH
938
DELISTED
PHH Corporation
PHH
$5.75M 0.01%
236,355
+3,019
+1% +$72.5K
ZTS icon
939
Zoetis
ZTS
$32.2B
$5.75M 0.01%
176,029
+25,412
+17% +$810K
BIG
940
DELISTED
Big Lots, Inc.
BIG
$5.75M 0.01%
178,089
+20,712
+13% +$736K
EHC icon
941
Encompass Health
EHC
$11.3B
$5.73M 0.01%
216,130
+21,675
+11% +$603K
ETO
942
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$493M
$5.71M 0.01%
233,214
-1,148
-0.5% -$27.3K
SHLD
943
DELISTED
Sears Holding Corporation
SHLD
$5.71M 0.01%
154,339
-24,149
-14% -$1.02M
HE icon
944
Hawaiian Electric Industries
HE
$2.28B
$5.71M 0.01%
219,134
-41,114
-16% -$1.06M
ITY
945
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
$5.71M 0.01%
73,428
+5,435
+8% +$423K
LAMR icon
946
Lamar Advertising Co
LAMR
$16.3B
$5.7M 0.01%
109,010
-7,805
-7% -$381K
CUK
947
DELISTED
Carnival PLC
CUK
$5.67M 0.01%
136,730
+2,944
+2% +$106K
AMTD
948
DELISTED
TD Ameritrade Holding Corp
AMTD
$5.66M 0.01%
184,826
-39,391
-18% -$1.12M
RKT
949
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$5.62M 0.01%
107,052
-26,428
-20% -$1.33M
SNI
950
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$5.57M 0.01%
64,464
-1,891
-3% -$148K
36 37
38
39 40

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AF
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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.