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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
NVR icon
1176
NVR
NVR
$16.9B
$3.73M 0.01%
4,063
-542
-12% -$490K
TTI icon
1177
TETRA Technologies
TTI
$1.14B
$3.73M 0.01%
297,979
+67,486
+29% +$771K
VOLV
1178
DELISTED
VOLVO A B ADR-B
VOLV
$3.73M 0.01%
250,833
+14,437
+6% +$214K
PPT
1179
Franklin Premier Income Trust
PPT
$323M
$3.72M 0.01%
708,057
+6,436
+0.9% +$33.9K
WTRG icon
1180
Essential Utilities
WTRG
$11.2B
$3.72M 0.01%
150,577
-951
-0.6% -$24.3K
COLM icon
1181
Columbia Sportswear
COLM
$3.25B
$3.72M 0.01%
123,636
-49,308
-29% -$1.5M
PKX icon
1182
POSCO
PKX
$16.1B
$3.72M 0.01%
50,532
+5,795
+13% +$421K
IGR
1183
CBRE Global Real Estate Income Fund
IGR
$712M
$3.71M 0.01%
458,823
+98,183
+27% +$821K
CMC icon
1184
Commercial Metals
CMC
$7.53B
$3.7M 0.01%
218,486
-4,011
-2% -$62.9K
MDAS
1185
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$3.69M 0.01%
145,282
+58,669
+68% +$1.31M
SAIA icon
1186
Saia
SAIA
$11.2B
$3.69M 0.01%
118,379
+13,601
+13% +$423K
AVA icon
1187
Avista
AVA
$3.43B
$3.69M 0.01%
139,682
+4,392
+3% +$120K
HYV
1188
DELISTED
BALCKROCK CORP HG YLD FD V INC
HYV
$3.69M 0.01%
304,327
+72,097
+31% +$859K
EEFT icon
1189
Euronet Worldwide
EEFT
$3.01B
$3.68M 0.01%
92,364
+10,553
+13% +$381K
BOE icon
1190
BlackRock Enhanced Global Dividend Trust
BOE
$661M
$3.68M 0.01%
262,778
+73,888
+39% +$1.02M
ACAS
1191
DELISTED
American Capital Ltd
ACAS
$3.66M 0.01%
266,498
-66,408
-20% -$874K
TXNM
1192
TXNM Energy Inc
TXNM
$6.44B
$3.65M 0.01%
161,411
-30,911
-16% -$703K
AU icon
1193
AngloGold Ashanti
AU
$40.7B
$3.65M 0.01%
274,856
+164
+0.1% +$2.2K
MCR
1194
DELISTED
MFS Charter Income Trust
MCR
$3.64M 0.01%
407,196
+32,852
+9% +$291K
SR icon
1195
Spire
SR
$4.87B
$3.63M 0.01%
80,749
+2,038
+3% +$92.1K
AEO icon
1196
American Eagle Outfitters
AEO
$2.98B
$3.62M 0.01%
258,791
-12,184
-4% -$204K
EGP icon
1197
EastGroup Properties
EGP
$11.3B
$3.62M 0.01%
61,058
+1,050
+2% +$62.2K
DEG
1198
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$3.61M 0.01%
228,976
+6,596
+3% +$107K
MD icon
1199
Pediatrix Medical
MD
$2.15B
$3.6M 0.01%
71,802
+1,164
+2% +$56.8K
TFSL icon
1200
TFS Financial
TFSL
$5.07B
$3.6M 0.01%
300,761
+12,519
+4% +$144K
46 47
48
49 50

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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.