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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
IPG
476
DELISTED
Interpublic Group of Companies
IPG
$16.8M 0.04%
949,020
+59,232
+7% +$998K
WBD icon
477
Warner Bros
WBD
$64.6B
$16.7M 0.04%
361,652
-2,121
-0.6% -$91.8K
XEL icon
478
Xcel Energy
XEL
$51B
$16.7M 0.04%
597,423
-13,013
-2% -$368K
CFR icon
479
Cullen/Frost Bankers
CFR
$10.3B
$16.6M 0.04%
223,336
+3,229
+1% +$231K
UTHR icon
480
United Therapeutics
UTHR
$26.3B
$16.6M 0.04%
146,474
+4,550
+3% +$410K
RENX
481
DELISTED
RELX N.V.
RENX
$16.5M 0.04%
1,190,585
-21,417
-2% -$287K
BBVA icon
482
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$16.5M 0.04%
1,399,627
+107,886
+8% +$1.2M
EMBJ
483
Embraer S.A. ADS
EMBJ
$11.6B
$16.4M 0.04%
510,774
+10,392
+2% +$330K
HMC icon
484
Honda
HMC
$36.5B
$16.4M 0.04%
397,459
+25,536
+7% +$1.03M
FE icon
485
FirstEnergy
FE
$28.9B
$16.3M 0.04%
495,456
-33,605
-6% -$1.18M
ETY icon
486
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.27B
$16.2M 0.04%
1,481,722
-13,254
-0.9% -$141K
THC icon
487
Tenet Healthcare
THC
$20.1B
$16.2M 0.04%
383,721
+16,797
+5% +$731K
REGN icon
488
Regeneron Pharmaceuticals
REGN
$68.8B
$16.2M 0.04%
58,691
+1,638
+3% +$471K
HCBK
489
DELISTED
HUDSON CITY BANCORP INC
HCBK
$16.1M 0.04%
1,709,347
-208,663
-11% -$1.91M
TDC icon
490
Teradata
TDC
$2.68B
$16M 0.04%
351,813
-134,670
-28% -$6.1M
AVB icon
491
AvalonBay Communities
AVB
$27.1B
$15.9M 0.04%
134,893
-10,709
-7% -$1.32M
SYT
492
DELISTED
Syngenta Ag
SYT
$15.8M 0.04%
198,279
+10,651
+6% +$842K
CTXS
493
DELISTED
Citrix Systems Inc
CTXS
$15.8M 0.04%
313,944
-126,419
-29% -$6.02M
MCHP icon
494
Microchip Technology
MCHP
$42.8B
$15.8M 0.04%
706,574
-18,838
-3% -$395K
ENIA
495
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$15.8M 0.04%
1,954,096
-49,029
-2% -$419K
NE
496
DELISTED
Noble Corporation
NE
$15.8M 0.04%
481,357
+95,737
+25% +$3.18M
EVV
497
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$15.7M 0.04%
1,027,195
+112,936
+12% +$1.7M
RGA icon
498
Reinsurance Group of America
RGA
$15.7B
$15.7M 0.04%
202,938
+25,985
+15% +$1.89M
URI icon
499
United Rentals
URI
$71.1B
$15.7M 0.04%
200,815
+3,225
+2% +$216K
LYG icon
500
Lloyds Banking Group
LYG
$87.4B
$15.6M 0.04%
2,935,296
+232,696
+9% +$1.17M
18 19
20
21 22

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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.