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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
AME icon
576
Ametek
AME
$55.5B
$11.6M 0.03%
252,174
-7,637
-3% -$344K
CHTR icon
577
Charter Communications
CHTR
$14.7B
$11.6M 0.03%
86,104
-37,687
-30% -$4.78M
PKG icon
578
Packaging Corp of America
PKG
$22.7B
$11.6M 0.03%
203,172
+2,247
+1% +$122K
DO
579
DELISTED
Diamond Offshore Drilling
DO
$11.6M 0.03%
185,971
+58,321
+46% +$3.9M
TKR icon
580
Timken Company
TKR
$9.82B
$11.6M 0.03%
267,879
+20,509
+8% +$879K
HP icon
581
Helmerich & Payne
HP
$3.53B
$11.6M 0.03%
167,563
-1,448
-0.9% -$95.6K
EQT icon
582
EQT Corp
EQT
$33.2B
$11.5M 0.03%
238,771
+2,560
+1% +$119K
TEG
583
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$11.5M 0.03%
206,307
+1,988
+1% +$117K
URI icon
584
United Rentals
URI
$71.1B
$11.5M 0.03%
197,590
+36,499
+23% +$2.02M
WCRX
585
DELISTED
WARNER CHILCOTT PLC ORD SHS CL A (IRL)
WCRX
$11.5M 0.03%
502,059
-52,500
-9% -$1.11M
SBH icon
586
Sally Beauty Holdings
SBH
$1.4B
$11.5M 0.03%
439,954
-2,249
-0.5% -$63K
SNPS icon
587
Synopsys
SNPS
$71.5B
$11.4M 0.03%
303,411
-3,620
-1% -$134K
JPS
588
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$11.4M 0.03%
1,398,497
+27,367
+2% +$226K
CFFN icon
589
Capitol Federal Financial
CFFN
$1.08B
$11.4M 0.03%
913,217
+24,374
+3% +$305K
S
590
DELISTED
Sprint Corporation
S
$11.3M 0.03%
+1,822,859
New +$12M
WIN
591
DELISTED
Windstream Holdings Inc
WIN
$11.3M 0.03%
180,397
+379
+0.2% +$24.4K
VYX icon
592
NCR Voyix
VYX
$1.06B
$11.3M 0.03%
463,715
+68,156
+17% +$1.52M
AKAM icon
593
Akamai
AKAM
$16.8B
$11.3M 0.03%
217,705
+263
+0.1% +$12.4K
ARW icon
594
Arrow Electronics
ARW
$10.9B
$11.2M 0.03%
231,365
+3,715
+2% +$170K
KT icon
595
KT
KT
$8.84B
$11.2M 0.03%
669,418
-20,506
-3% -$330K
ACGL icon
596
Arch Capital
ACGL
$36.1B
$11.2M 0.03%
621,582
+21,570
+4% +$386K
LRCX icon
597
Lam Research
LRCX
$382B
$11.2M 0.03%
2,188,740
+9,140
+0.4% +$44.7K
UTHR icon
598
United Therapeutics
UTHR
$26.3B
$11.2M 0.03%
141,924
+24,329
+21% +$1.78M
NIO
599
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$11.2M 0.03%
857,779
+127,542
+17% +$1.66M
ARG
600
DELISTED
Airgas Inc
ARG
$11.1M 0.03%
104,835
+4,842
+5% +$497K
22 23
24
25 26

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MCM
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PSUF
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BAM
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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.