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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
RLY icon
426
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$17.7M 0.05%
613,870
+69,100
+13% +$1.97M
RAD
427
DELISTED
Rite Aid Corporation
RAD
$17.7M 0.05%
185,719
+32,026
+21% +$2.19M
WEC icon
428
WEC Energy
WEC
$37.7B
$17.7M 0.05%
437,406
-1,661
-0.4% -$69.2K
VAR
429
DELISTED
Varian Medical Systems, Inc.
VAR
$17.5M 0.05%
266,776
-6,977
-3% -$442K
UTF icon
430
Cohen & Steers Infrastructure Fund
UTF
$3.14B
$17.4M 0.05%
880,632
-67,865
-7% -$1.31M
ENIA
431
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$17.4M 0.05%
2,003,125
+124,719
+7% +$1.06M
HCBK
432
DELISTED
HUDSON CITY BANCORP INC
HCBK
$17.3M 0.05%
1,918,010
-33,966
-2% -$320K
TIF
433
DELISTED
Tiffany & Co.
TIF
$17.3M 0.05%
225,800
+10,145
+5% +$799K
EQR icon
434
Equity Residential
EQR
$25.4B
$17.3M 0.05%
322,594
-24,940
-7% -$1.37M
JNPR
435
DELISTED
Juniper Networks
JNPR
$17.3M 0.05%
869,415
+63,874
+8% +$1.32M
AKZOY
436
DELISTED
Akzo Nobel NV
AKZOY
$17M 0.05%
777,655
+165,034
+27% +$3.61M
EXG icon
437
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$17M 0.05%
1,815,247
-87,782
-5% -$836K
VNO icon
438
Vornado Realty Trust
VNO
$7.47B
$16.9M 0.05%
275,002
+14,822
+6% +$918K
MAR icon
439
Marriott International
MAR
$98.7B
$16.9M 0.05%
402,063
-398
-0.1% -$16.5K
XEL icon
440
Xcel Energy
XEL
$51B
$16.9M 0.05%
610,436
-1,637
-0.3% -$46.8K
FRX
441
DELISTED
FOREST LABORATORIES INC
FRX
$16.7M 0.05%
389,938
-6,926
-2% -$301K
DNY
442
DELISTED
DONNELLEY R R & SONS CO
DNY
$16.6M 0.05%
1,055,070
-33,300
-3% -$525K
OGE icon
443
OGE Energy
OGE
$10.3B
$16.6M 0.05%
459,663
+24,523
+6% +$886K
OCR
444
DELISTED
OMNICARE INC
OCR
$16.6M 0.05%
298,747
+55,663
+23% +$2.97M
VTR icon
445
Ventas
VTR
$48.9B
$16.5M 0.04%
235,535
-8,587
-4% -$637K
LNKD
446
DELISTED
LinkedIn Corporation
LNKD
$16.5M 0.04%
67,098
+21,273
+46% +$4.79M
FLS icon
447
Flowserve
FLS
$9.25B
$16.5M 0.04%
263,876
+10,125
+4% +$586K
VTRS icon
448
Viatris
VTRS
$20.1B
$16.4M 0.04%
430,444
-23,600
-5% -$831K
RL icon
449
Ralph Lauren
RL
$22.2B
$16.4M 0.04%
99,735
-12,240
-11% -$2.12M
BHP icon
450
BHP
BHP
$213B
$16.3M 0.04%
289,976
+30,283
+12% +$1.65M
16 17
18
19 20

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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.