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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
LECO icon
1001
Lincoln Electric
LECO
$14.1B
$4.81M 0.01%
72,201
-1,890
-3% -$119K
LNG icon
1002
Cheniere Energy
LNG
$53.6B
$4.81M 0.01%
140,872
+19,204
+16% +$570K
GXP
1003
DELISTED
Great Plains Energy Incorporated
GXP
$4.81M 0.01%
216,636
-1,307
-0.6% -$30.1K
CLH icon
1004
Clean Harbors
CLH
$15.9B
$4.8M 0.01%
81,825
+45,515
+125% +$2.54M
MMT
1005
Aberdeen Multi-Market Income Fund
MMT
$238M
$4.79M 0.01%
724,784
+20,922
+3% +$135K
JGT
1006
DELISTED
NUVEEN DIVERSIFIED CURRENCY OPPORTUNIES FUND(USA)
JGT
$4.79M 0.01%
456,849
+17,473
+4% +$189K
DRC
1007
DELISTED
DRESSER-RAND GROUP INC
DRC
$4.78M 0.01%
76,586
-2,337
-3% -$146K
TFX icon
1008
Teleflex
TFX
$5.8B
$4.78M 0.01%
58,032
-13,255
-19% -$1.04M
CPAY icon
1009
Corpay
CPAY
$24.8B
$4.77M 0.01%
43,323
-9,345
-18% -$913K
SITC icon
1010
SITE Centers
SITC
$232M
$4.77M 0.01%
235,566
+1,868
+0.8% +$39.6K
LAD icon
1011
Lithia Motors
LAD
$7.88B
$4.76M 0.01%
65,221
-5,047
-7% -$330K
AMCR
1012
DELISTED
AMCOR LTD ADR
AMCR
$4.75M 0.01%
121,563
+12,605
+12% +$493K
MINT icon
1013
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$4.75M 0.01%
46,837
+18,596
+66% +$1.88M
CLF icon
1014
Cleveland-Cliffs
CLF
$6.99B
$4.74M 0.01%
231,302
+11,443
+5% +$235K
DCI icon
1015
Donaldson
DCI
$10.8B
$4.74M 0.01%
124,257
-6,900
-5% -$255K
NTT
1016
DELISTED
Nippon Telegraph & Telephone
NTT
$4.74M 0.01%
181,785
+16,679
+10% +$436K
IWM icon
1017
iShares Russell 2000 ETF
IWM
$80.3B
$4.7M 0.01%
44,060
-23,590
-35% -$2.44M
MAGN
1018
Magnera Corp
MAGN
$490M
$4.7M 0.01%
13,347
+1,606
+14% +$556K
CDNS icon
1019
Cadence Design Systems
CDNS
$93.4B
$4.69M 0.01%
347,387
+6,135
+2% +$88.1K
ZTS icon
1020
Zoetis
ZTS
$32.2B
$4.69M 0.01%
150,617
+57,894
+62% +$1.77M
CBOE icon
1021
Cboe Global Markets
CBOE
$30.2B
$4.68M 0.01%
103,464
+51,168
+98% +$2.43M
QGENF
1022
DELISTED
QIAGEN NV
QGENF
$4.68M 0.01%
218,703
+16,517
+8% +$353K
JAH
1023
DELISTED
JARDEN CORPORATION
JAH
$4.66M 0.01%
144,558
-50,166
-26% -$1.55M
LBTYK icon
1024
Liberty Global Class C
LBTYK
$3.27B
$4.62M 0.01%
151,402
-18,447
-11% -$554K
B
1025
DELISTED
Barnes Group Inc.
B
$4.61M 0.01%
132,047
+2,659
+2% +$87.2K
39 40
41
42 43

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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.