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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
OWW
1126
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$3.96M 0.01%
411,764
+37,744
+10% +$372K
MTW icon
1127
Manitowoc
MTW
$523M
$3.96M 0.01%
223,693
-9,689
-4% -$176K
RCI icon
1128
Rogers Communications
RCI
$17.7B
$3.96M 0.01%
91,997
+6,174
+7% +$251K
MATV icon
1129
Mativ Holdings
MATV
$455M
$3.95M 0.01%
65,234
+530
+0.8% +$29.9K
ATW
1130
DELISTED
Atwood Oceanics
ATW
$3.95M 0.01%
71,728
-30,168
-30% -$1.7M
MGEE icon
1131
MGE Energy Inc
MGEE
$3.08B
$3.94M 0.01%
108,440
+4,800
+5% +$179K
FNGN
1132
DELISTED
Financial Engines, Inc.
FNGN
$3.94M 0.01%
66,366
+2,564
+4% +$136K
UPBD icon
1133
Upbound Group
UPBD
$1.2B
$3.92M 0.01%
102,954
-1,245
-1% -$48K
BN icon
1134
Brookfield
BN
$103B
$3.92M 0.01%
447,490
+25,073
+6% +$214K
CSGP icon
1135
CoStar Group
CSGP
$11.9B
$3.92M 0.01%
233,220
-46,840
-17% -$718K
DCM
1136
DELISTED
NTT DOCOMO, Inc.
DCM
$3.92M 0.01%
241,421
+41,249
+21% +$656K
EWT icon
1137
iShares MSCI Taiwan ETF
EWT
$9.99B
$3.91M 0.01%
140,564
-19,414
-12% -$531K
FTT
1138
DELISTED
FEDERATED ENHANCED TREAS INCM FD COM BEN INTEREST
FTT
$3.9M 0.01%
305,993
+150,133
+96% +$1.92M
IBKR icon
1139
Interactive Brokers
IBKR
$41.1B
$3.9M 0.01%
831,160
+26,968
+3% +$116K
TXRH icon
1140
Texas Roadhouse
TXRH
$13.2B
$3.9M 0.01%
148,242
+31,938
+27% +$803K
NDSN icon
1141
Nordson
NDSN
$16.6B
$3.89M 0.01%
52,873
-6,498
-11% -$467K
VNQI icon
1142
Vanguard Global ex-US Real Estate ETF
VNQI
$3.5B
$3.89M 0.01%
68,509
+11,889
+21% +$651K
EIG icon
1143
Employers Holdings
EIG
$906M
$3.88M 0.01%
130,498
+4,565
+4% +$125K
ZD icon
1144
Ziff Davis
ZD
$1.93B
$3.88M 0.01%
90,055
-5,059
-5% -$212K
ON icon
1145
ON Semiconductor
ON
$34.7B
$3.87M 0.01%
529,784
+7,755
+1% +$59.5K
JACK icon
1146
Jack in the Box
JACK
$299M
$3.87M 0.01%
96,704
-3,276
-3% -$132K
GPN icon
1147
Global Payments
GPN
$23B
$3.86M 0.01%
151,286
+8,338
+6% +$202K
WDR
1148
DELISTED
Waddell & Reed Financial, Inc.
WDR
$3.86M 0.01%
75,052
+2,672
+4% +$133K
MKTAY
1149
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$3.85M 0.01%
66,002
+2,974
+5% +$174K
GBCI icon
1150
Glacier Bancorp
GBCI
$6.38B
$3.85M 0.01%
155,791
-2,393
-2% -$57.4K
44 45
46
47 48

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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.