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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
EMD
1026
DELISTED
Western Asset Emerging Markets
EMD
$4.61M 0.01%
367,662
+102,332
+39% +$1.28M
USMV icon
1027
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
$4.61M 0.01%
+138,654
New +$4.63M
AMSG
1028
DELISTED
Amsurg Corp
AMSG
$4.6M 0.01%
115,759
+13,551
+13% +$526K
AAUK
1029
DELISTED
ANGLO AMER PLC NEW ADR UK
AAUK
$4.6M 0.01%
374,268
+114,549
+44% +$1.41M
FRC
1030
DELISTED
First Republic Bank
FRC
$4.57M 0.01%
98,095
+937
+1% +$41.1K
TDW icon
1031
Tidewater
TDW
$3.91B
$4.55M 0.01%
2,377
+794
+50% +$1.48M
PDCE
1032
DELISTED
PDC Energy, Inc.
PDCE
$4.54M 0.01%
76,312
+3,473
+5% +$196K
CUK
1033
DELISTED
Carnival PLC
CUK
$4.54M 0.01%
133,786
+11,118
+9% +$419K
POR icon
1034
Portland General Electric
POR
$5.93B
$4.54M 0.01%
160,668
-7,917
-5% -$236K
URBN icon
1035
Urban Outfitters
URBN
$6.22B
$4.53M 0.01%
123,293
+1,390
+1% +$57.1K
TTC icon
1036
Toro Company
TTC
$9.01B
$4.53M 0.01%
166,612
-11,174
-6% -$284K
WRB icon
1037
W.R. Berkley
WRB
$28.1B
$4.52M 0.01%
355,732
-43,099
-11% -$541K
REG icon
1038
Regency Centers
REG
$15.1B
$4.51M 0.01%
93,361
+4,637
+5% +$234K
ESI
1039
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$4.51M 0.01%
145,355
-5,082
-3% -$143K
KBH icon
1040
KB Home
KBH
$3.53B
$4.5M 0.01%
249,983
+48,474
+24% +$848K
AWP
1041
abrdn Global Premier Properties Fund
AWP
$378M
$4.49M 0.01%
207,708
-8,290
-4% -$180K
ATO icon
1042
Atmos Energy
ATO
$29.7B
$4.48M 0.01%
105,214
-3,502
-3% -$148K
RPM icon
1043
RPM International
RPM
$13.8B
$4.46M 0.01%
123,281
+7,601
+7% +$265K
NLY icon
1044
Annaly Capital Management
NLY
$16.9B
$4.46M 0.01%
96,176
-44,320
-32% -$2.09M
TX icon
1045
Ternium
TX
$9.37B
$4.45M 0.01%
185,268
– –
TD icon
1046
Toronto Dominion Bank
TD
$198B
$4.45M 0.01%
98,896
+17,104
+21% +$727K
FNFG
1047
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$4.45M 0.01%
428,895
-14,468
-3% -$150K
O icon
1048
Realty Income
O
$61.1B
$4.45M 0.01%
115,447
+11,716
+11% +$475K
BMO icon
1049
Bank of Montreal
BMO
$125B
$4.45M 0.01%
66,530
-2,491
-4% -$156K
SBGI icon
1050
Sinclair Inc
SBGI
$974M
$4.43M 0.01%
132,222
-15,066
-10% -$425K
40 41
42
43 44

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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.