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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
CPN
626
DELISTED
Calpine Corporation
CPN
$10.5M 0.03%
540,293
-6,436
-1% -$128K
ALK icon
627
Alaska Air
ALK
$5.15B
$10.5M 0.03%
334,956
-94,156
-22% -$2.81M
FDO
628
DELISTED
FAMILY DOLLAR STORES
FDO
$10.5M 0.03%
145,512
-11,292
-7% -$793K
BMA icon
629
Banco Macro
BMA
$5.7B
$10.5M 0.03%
435,808
-106,177
-20% -$1.91M
AOL
630
DELISTED
AOL INC COMMON STOCK
AOL
$10.5M 0.03%
302,270
-986
-0.3% -$35.1K
AGG icon
631
iShares Core US Aggregate Bond ETF
AGG
$138B
$10.4M 0.03%
97,478
+8,631
+10% +$920K
KLAC icon
632
KLA
KLAC
$275B
$10.4M 0.03%
1,706,670
-26,380
-2% -$155K
MOLX
633
DELISTED
MOLEX INC
MOLX
$10.3M 0.03%
267,860
+24
+0% +$771
ITT icon
634
ITT
ITT
$17.5B
$10.3M 0.03%
285,913
-18,472
-6% -$616K
TKP
635
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$10.2M 0.03%
347,776
+81,512
+31% +$2.4M
AIV
636
Aimco
AIV
$380M
$10.2M 0.03%
2,747,648
+88,791
+3% +$345K
HAS icon
637
Hasbro
HAS
$12.6B
$10.2M 0.03%
215,660
+6,352
+3% +$297K
DB icon
638
Deutsche Bank
DB
$66.3B
$10.1M 0.03%
259,103
+6,159
+2% +$237K
PCL
639
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$10M 0.03%
214,428
+10,554
+5% +$494K
SIAL
640
DELISTED
SIGMA - ALDRICH CORP
SIAL
$9.95M 0.03%
116,650
+1,060
+0.9% +$89.2K
SLG icon
641
SL Green Realty
SLG
$3.88B
$9.94M 0.03%
115,519
+7,243
+7% +$631K
EMD
642
Western Asset Emerging Markets Debt Fund
EMD
$609M
$9.92M 0.03%
552,766
+130,897
+31% +$2.3M
ETFC
643
DELISTED
E*Trade Financial Corporation
ETFC
$9.9M 0.03%
599,915
+2,739
+0.5% +$40.9K
BSBR icon
644
Santander
BSBR
$39.7B
$9.8M 0.03%
1,472,820
-54,461
-4% -$318K
NVDA icon
645
NVIDIA
NVDA
$5.01T
$9.8M 0.03%
25,190,640
+292,440
+1% +$109K
ACG
646
DELISTED
AllianceBernstein Income Fund Inc
ACG
$9.73M 0.03%
1,382,227
+8,916
+0.6% +$63.1K
PPLI
647
People Inc
PPLI
$3.1B
$9.7M 0.03%
993,235
-38,687
-4% -$354K
DINO icon
648
HF Sinclair
DINO
$15.9B
$9.7M 0.03%
230,432
-20,937
-8% -$910K
SAN icon
649
Banco Santander
SAN
$194B
$9.65M 0.03%
1,300,868
+157,513
+14% +$1.05M
RNP icon
650
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$9.64M 0.03%
621,477
-10,523
-2% -$171K
24 25
26
27 28

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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.