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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
NMR icon
976
Nomura Holdings
NMR
$28.6B
$4.95M 0.01%
633,248
+39,347
+7% +$304K
CNX icon
977
CNX Resources
CNX
$4.77B
$4.95M 0.01%
176,353
-5,469
-3% -$143K
INVX
978
Innovex International
INVX
$1.85B
$4.94M 0.01%
43,075
-1,371
-3% -$140K
SFG
979
DELISTED
STANCORP FINL GRP
SFG
$4.94M 0.01%
89,712
-1,135
-1% -$60.8K
DT
980
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$4.92M 0.01%
336,975
+31,203
+10% +$456K
CAJ
981
DELISTED
Canon, Inc.
CAJ
$4.9M 0.01%
153,005
-20,097
-12% -$646K
BTU
982
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$4.89M 0.01%
18,900
+980
+5% +$251K
ZQK
983
DELISTED
QUICKSILVER,INC.
ZQK
$4.89M 0.01%
695,566
+205,791
+42% +$1.29M
RCL icon
984
Royal Caribbean
RCL
$81.8B
$4.89M 0.01%
127,704
-5,919
-4% -$222K
HOLX
985
DELISTED
Hologic
HOLX
$4.87M 0.01%
235,880
-12,837
-5% -$273K
NWE icon
986
NorthWestern Energy
NWE
$4.44B
$4.87M 0.01%
108,342
+2,122
+2% +$88.8K
NRF
987
DELISTED
NorthStar Realty Finance Corp.
NRF
$4.86M 0.01%
266,702
+89,274
+50% +$1.63M
WR
988
DELISTED
Westar Energy Inc
WR
$4.86M 0.01%
158,550
-6,226
-4% -$199K
CNA icon
989
CNA Financial
CNA
$14.7B
$4.86M 0.01%
127,220
+12,349
+11% +$440K
BGC
990
DELISTED
General Cable Corporation
BGC
$4.86M 0.01%
152,985
+792
+0.5% +$24.8K
KB icon
991
KB Financial Group
KB
$41.5B
$4.86M 0.01%
138,627
-7,150
-5% -$232K
CHT icon
992
Chunghwa Telecom
CHT
$33.4B
$4.85M 0.01%
153,689
-55
-0% -$1.75K
SPN
993
DELISTED
Superior Energy Services, Inc.
SPN
$4.85M 0.01%
19,375
-1,826
-9% -$476K
ENH
994
DELISTED
Endurance Specialty Holdings Ltd
ENH
$4.84M 0.01%
90,192
+9,651
+12% +$501K
STPZ icon
995
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$505M
$4.84M 0.01%
91,275
+40,480
+80% +$2.14M
FRT icon
996
Federal Realty Investment Trust
FRT
$11B
$4.84M 0.01%
47,687
-20,074
-30% -$2.06M
ATI icon
997
ATI
ATI
$26.3B
$4.82M 0.01%
157,881
-15,106
-9% -$423K
ZTR
998
Virtus Total Return Fund
ZTR
$340M
$4.82M 0.01%
367,775
-18,551
-5% -$242K
TRN icon
999
Trinity Industries
TRN
$2.95B
$4.82M 0.01%
294,985
+59,611
+25% +$880K
PCY icon
1000
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
$4.81M 0.01%
176,092
+46,311
+36% +$1.26M
38 39
40
41 42

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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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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.