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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
IGIB icon
726
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.3B
$8.39M 0.02%
155,558
-68,314
-31% -$3.67M
BCR
727
DELISTED
CR Bard Inc.
BCR
$8.38M 0.02%
72,706
+205
+0.3% +$23.5K
EWY icon
728
iShares MSCI South Korea ETF
EWY
$22.7B
$8.37M 0.02%
136,011
+8,929
+7% +$511K
MAC icon
729
Macerich
MAC
$7.32B
$8.29M 0.02%
146,786
+1,501
+1% +$90.1K
NOK icon
730
Nokia
NOK
$50.8B
$8.28M 0.02%
1,272,501
+519,762
+69% +$2.45M
PVH icon
731
PVH
PVH
$3.71B
$8.28M 0.02%
69,772
-1,303
-2% -$167K
LNT icon
732
Alliant Energy
LNT
$19.4B
$8.27M 0.02%
333,790
-3,732
-1% -$95.4K
EPC icon
733
Edgewell Personal Care
EPC
$1.27B
$8.24M 0.02%
121,995
+8,796
+8% +$650K
FFIV icon
734
F5
FFIV
$22.1B
$8.24M 0.02%
96,023
+48,440
+102% +$4.12M
VNQ icon
735
Vanguard Real Estate ETF
VNQ
$39.9B
$8.23M 0.02%
124,474
+44,775
+56% +$3.04M
TECH icon
736
Bio-Techne
TECH
$11.2B
$8.21M 0.02%
410,084
+32,532
+9% +$617K
DISH
737
DELISTED
DISH Network Corp.
DISH
$8.19M 0.02%
182,024
-6,413
-3% -$288K
LVLT
738
DELISTED
Level 3 Communications Inc
LVLT
$8.16M 0.02%
305,830
+74
+0% +$1.71K
R icon
739
Ryder
R
$10.3B
$8.15M 0.02%
136,471
+6,662
+5% +$400K
MGA icon
740
Magna International
MGA
$17.9B
$8.14M 0.02%
197,194
+4,338
+2% +$170K
CMCSK
741
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$8.12M 0.02%
187,406
-211
-0.1% -$9.15K
TEF
742
DELISTED
Telefonica
TEF
$8.09M 0.02%
711,988
+50,189
+8% +$519K
TRIP icon
743
TripAdvisor
TRIP
$1.59B
$8.08M 0.02%
106,579
+7,764
+8% +$550K
KBR icon
744
KBR
KBR
$4.68B
$8.03M 0.02%
245,921
-4,931
-2% -$156K
NFX
745
DELISTED
Newfield Exploration
NFX
$8.02M 0.02%
293,114
+43,837
+18% +$1.1M
DXJ icon
746
WisdomTree Japan Hedged Equity Fund
DXJ
$7.21B
$8.02M 0.02%
167,284
+56,417
+51% +$2.65M
SHLD
747
DELISTED
Sears Holding Corporation
SHLD
$8.01M 0.02%
178,488
-3,704
-2% -$131K
SNA icon
748
Snap-on
SNA
$20.9B
$7.99M 0.02%
80,338
-1,579
-2% -$151K
ONIT
749
Onity Group
ONIT
$333M
$7.99M 0.02%
9,556
-38
-0.4% -$28.7K
CYN
750
DELISTED
CITY NATIONAL CORPORATION
CYN
$7.99M 0.02%
119,926
-5,815
-5% -$393K
28 29
30
31 32

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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.