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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
ITC
651
DELISTED
ITC HOLDINGS CORP
ITC
$9.62M 0.03%
307,467
+18,294
+6% +$556K
TIP icon
652
iShares TIPS Bond ETF
TIP
$14.5B
$9.61M 0.03%
85,320
+1,846
+2% +$206K
MNST icon
653
Monster Beverage
MNST
$93.1B
$9.6M 0.03%
1,102,362
+127,884
+13% +$1.26M
AMD icon
654
Advanced Micro Devices
AMD
$802B
$9.6M 0.03%
2,518,327
-67,458
-3% -$257K
AFG icon
655
American Financial Group
AFG
$12B
$9.59M 0.03%
177,332
-441
-0.2% -$23K
NPM
656
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$9.57M 0.03%
733,708
+114,846
+19% +$1.46M
GGB icon
657
Gerdau
GGB
$9.46B
$9.56M 0.03%
1,613,934
-16,202
-1% -$87.4K
HBI
658
DELISTED
Hanesbrands
HBI
$9.54M 0.03%
612,400
+44,648
+8% +$664K
RIG icon
659
Transocean
RIG
$5.9B
$9.52M 0.03%
213,911
-14,069
-6% -$665K
OA
660
DELISTED
Orbital ATK, Inc.
OA
$9.49M 0.03%
97,306
+38,319
+65% +$3.63M
NUS icon
661
Nu Skin
NUS
$249M
$9.48M 0.03%
99,068
+35,370
+56% +$3M
HUN icon
662
Huntsman Corp
HUN
$2.09B
$9.45M 0.03%
458,704
+2,480
+0.5% +$45.2K
BRCD
663
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$9.45M 0.03%
1,174,073
+63,585
+6% +$455K
GGAL icon
664
Galicia Financial Group
GGAL
$7.99B
$9.44M 0.03%
992,471
-159,857
-14% -$1.08M
TMUS icon
665
T-Mobile US
TMUS
$192B
$9.43M 0.03%
363,079
-12,257
-3% -$300K
CSL icon
666
Carlisle Companies
CSL
$13.8B
$9.4M 0.03%
133,723
-3,750
-3% -$253K
EXPD icon
667
Expeditors International
EXPD
$22.4B
$9.38M 0.03%
212,838
-3,172
-1% -$132K
DDS icon
668
Dillards
DDS
$8.98B
$9.37M 0.03%
119,703
-23,193
-16% -$1.88M
AWK icon
669
American Water Works
AWK
$26.4B
$9.36M 0.03%
226,653
+5,229
+2% +$216K
RSG icon
670
Republic Services
RSG
$66.8B
$9.32M 0.03%
279,416
-14,212
-5% -$483K
FMC icon
671
FMC
FMC
$1.4B
$9.31M 0.03%
149,721
-887
-0.6% -$50.9K
MOS icon
672
The Mosaic Company
MOS
$7.08B
$9.29M 0.03%
216,056
-74,888
-26% -$3.49M
SIG icon
673
Signet Jewelers
SIG
$3.73B
$9.29M 0.03%
129,643
-2,814
-2% -$199K
LLTC
674
DELISTED
Linear Technology Corp
LLTC
$9.28M 0.03%
234,035
+6,768
+3% +$267K
NVG icon
675
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.66B
$9.28M 0.03%
731,134
+423,818
+138% +$5.29M
25 26
27
28 29

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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.