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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
SWN
526
DELISTED
Southwestern Energy Company
SWN
$13.1M 0.04%
359,829
+91,075
+34% +$3.46M
RRC icon
527
Range Resources
RRC
$9.11B
$13M 0.04%
171,571
+3,378
+2% +$264K
LYG icon
528
Lloyds Banking Group
LYG
$87.4B
$13M 0.04%
2,702,600
+421,000
+18% +$1.9M
OII icon
529
Oceaneering
OII
$5.25B
$13M 0.04%
159,896
-15,125
-9% -$1.22M
WU icon
530
Western Union
WU
$2.57B
$13M 0.04%
695,313
+135,510
+24% +$2.43M
MR
531
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$13M 0.04%
333,242
+774
+0.2% +$31.2K
CBRE icon
532
CBRE Group
CBRE
$40.8B
$12.9M 0.03%
556,387
+104,429
+23% +$2.42M
HDB icon
533
HDFC Bank
HDB
$119B
$12.8M 0.03%
1,666,560
-55,224
-3% -$454K
ASML icon
534
ASML
ASML
$675B
$12.8M 0.03%
129,816
+4,639
+4% +$418K
RDS.B
535
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$12.8M 0.03%
186,170
+3,685
+2% +$252K
CEO
536
DELISTED
CNOOC Limited
CEO
$12.8M 0.03%
63,510
+10,474
+20% +$1.99M
IAU icon
537
iShares Gold Trust
IAU
$63B
$12.8M 0.03%
496,776
+9,262
+2% +$239K
TFCF
538
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$12.8M 0.03%
+382,017
New +$12M
NE
539
DELISTED
Noble Corporation
NE
$12.7M 0.03%
385,620
+20,286
+6% +$689K
ANDV
540
DELISTED
Andeavor
ANDV
$12.7M 0.03%
289,316
-71,085
-20% -$3.54M
ETJ
541
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$12.7M 0.03%
1,176,093
-55,829
-5% -$612K
BEAM
542
DELISTED
BEAM INC COM STK (DE)
BEAM
$12.7M 0.03%
195,903
-2,875
-1% -$185K
NVE
543
DELISTED
NV ENERGY, INC
NVE
$12.6M 0.03%
534,506
-26,727
-5% -$631K
KDP icon
544
Keurig Dr Pepper
KDP
$40.4B
$12.6M 0.03%
281,344
+13,398
+5% +$617K
POM
545
DELISTED
PEPCO HOLDINGS, INC.
POM
$12.6M 0.03%
683,010
-6,867
-1% -$133K
NEM icon
546
Newmont
NEM
$98.2B
$12.6M 0.03%
448,453
-96,304
-18% -$2.85M
DG icon
547
Dollar General
DG
$25.9B
$12.6M 0.03%
222,883
+25,622
+13% +$1.41M
BMRN icon
548
BioMarin Pharmaceuticals
BMRN
$11.5B
$12.6M 0.03%
173,979
+419
+0.2% +$27.8K
TXT icon
549
Textron
TXT
$16.6B
$12.4M 0.03%
449,350
-37,581
-8% -$1.05M
RIO icon
550
Rio Tinto
RIO
$148B
$12.4M 0.03%
254,091
+24,341
+11% +$1.14M
20 21
22
23 24

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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.