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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
+6.79%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$36.8B
AUM Growth
+$2.54B
Cap. Flow
+$503M
Cap. Flow %
1.36%
Top 10 Hldgs %
10.97%
Holding
3,915
New
199
Increased
2,306
Reduced
1,272
Closed
92

Top Buys

Rank Stock Value
1
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
+$78.4M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$57.3M
3
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$38.5M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$37.7M
5
MWE
MARKWEST ENERGY PARTNERS, LP
MWE
+$35M

Top Sells

Rank Stock Value
1
FON
SPRINT CORP FON COM
FON
+$43.2M
2
IWN icon
iShares Russell 2000 Value ETF
IWN
+$37M
3
NWSA icon
News Corp Class A
NWSA
+$28.1M
4
EPB
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
+$21.9M
5
ORCL icon
Oracle
ORCL
+$14.8M

Sector Composition

Rank Sector Weight
1 Financials 14.31%
2 Technology 11.95%
3 Healthcare 11.06%
4 Energy 9.41%
5 Industrials 9.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FAST icon
301
Fastenal
FAST
$54B
$25.3M 0.07%
2,012,380
+79,248
+4% +$939K
NI icon
302
NiSource
NI
$22.4B
$25.3M 0.07%
2,083,429
-13,783
-0.7% -$163K
PFG icon
303
Principal Financial Group
PFG
$23.6B
$25.2M 0.07%
588,149
-19,341
-3% -$807K
DEO icon
304
Diageo
DEO
$46.2B
$25.2M 0.07%
197,959
+9,233
+5% +$1.16M
XRX icon
305
Xerox
XRX
$337M
$25.1M 0.07%
925,071
+56,767
+7% +$1.49M
ZBH icon
306
Zimmer Biomet
ZBH
$17.7B
$25M 0.07%
314,052
-5,220
-2% -$411K
IGSB icon
307
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$25M 0.07%
474,576
-93,270
-16% -$4.89M
ALXN
308
DELISTED
Alexion Pharmaceuticals
ALXN
$25M 0.07%
214,848
+14,212
+7% +$1.56M
CCL icon
309
Carnival Corporation Ltd
CCL
$36.1B
$24.9M 0.07%
762,755
+7,668
+1% +$278K
MAT icon
310
Mattel
MAT
$4.17B
$24.9M 0.07%
594,068
-9,347
-2% -$400K
CCEP icon
311
Coca-Cola Europacific Partners
CCEP
$46.5B
$24.8M 0.07%
616,923
-32,688
-5% -$1.24M
CTXS
312
DELISTED
Citrix Systems Inc
CTXS
$24.8M 0.07%
440,363
+24,998
+6% +$1.4M
DTE icon
313
DTE Energy
DTE
$31.1B
$24.7M 0.07%
440,488
-1,084
-0.2% -$62.8K
STX icon
314
Seagate
STX
$193B
$24.7M 0.07%
563,901
-88,803
-14% -$3.73M
GNW icon
315
Genworth Financial
GNW
$3.8B
$24.6M 0.07%
1,925,258
-120,879
-6% -$1.52M
AMG icon
316
Affiliated Managers Group
AMG
$9.46B
$24.5M 0.07%
133,912
-7,285
-5% -$1.29M
WY icon
317
Weyerhaeuser
WY
$17.3B
$24.3M 0.07%
849,114
+2,351
+0.3% +$66.6K
GME icon
318
GameStop
GME
$9.5B
$24.1M 0.07%
1,945,536
+8,376
+0.4% +$100K
LUMN icon
319
Lumen
LUMN
$6.53B
$24.1M 0.07%
767,827
-17,274
-2% -$588K
NUE icon
320
Nucor
NUE
$56.4B
$24M 0.07%
490,473
+12,016
+3% +$563K
TYC
321
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$24M 0.07%
656,239
+1,461
+0.2% +$52.9K
CAM
322
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$23.9M 0.07%
409,942
+7,845
+2% +$467K
GSK icon
323
GSK
GSK
$103B
$23.9M 0.06%
381,235
+18,771
+5% +$1.21M
CTCM
324
DELISTED
CTC MEDIA INC COM STK
CTCM
$23.9M 0.06%
2,273,651
+38,724
+2% +$439K
BP icon
325
BP
BP
$113B
$23.8M 0.06%
691,419
+14,326
+2% +$492K
11 12
13
14 15

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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 Q3 2013 Portfolio in Review

As of Q3 2013, Parametric Portfolio Associates held 3,915 positions worth $36.8B, up 7.4% from $34.3B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Parametric Portfolio Associates's Q3 2013 filing shows 199 new, 2,306 increased, 1,272 reduced and 92 closed positions. Its largest new stake was Twenty-First Century Fox, Inc. Class A: 2,489,762 shares worth $83.4M. The largest sale was SPRINT CORP FON COM, an estimated $43.2M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2013 buy was Twenty-First Century Fox, Inc. Class A: 2,489,762 shares worth $83.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2013, an estimated $57.3M increase.
  • Parametric Portfolio Associates's biggest Q3 2013 reduction was iShares Russell 2000 Value ETF, cutting an estimated $37M.
  • Parametric Portfolio Associates fully exited SPRINT CORP FON COM in Q3 2013, selling an estimated $43.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 11% of its $36.8B portfolio in Q3 2013.
  • Parametric Portfolio Associates opened 199 new positions and closed 92 in Q3 2013.
  • Parametric Portfolio Associates's portfolio value rose 7.4% quarter-over-quarter to $36.8B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2013, filed 18 Oct 2013.