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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
RVBD
1201
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$3.59M 0.01%
245,799
-23,685
-9% -$379K
KALU icon
1202
Kaiser Aluminum
KALU
$2.65B
$3.58M 0.01%
50,303
+2,802
+6% +$189K
ALKS icon
1203
Alkermes
ALKS
$8.79B
$3.58M 0.01%
106,486
+1,111
+1% +$36.2K
AVNT icon
1204
Avient
AVNT
$3.34B
$3.58M 0.01%
116,519
-36,125
-24% -$1.02M
FNF icon
1205
Fidelity National Financial
FNF
$14B
$3.58M 0.01%
235,523
-46,968
-17% -$662K
CGX
1206
DELISTED
CONSOLIDATED GRAPHICS INC
CGX
$3.57M 0.01%
63,735
+13,992
+28% +$756K
EQC
1207
DELISTED
Equity Commonwealth
EQC
$3.57M 0.01%
162,793
+7,717
+5% +$184K
TEN
1208
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$3.56M 0.01%
70,577
+254
+0.4% +$12.4K
NNN icon
1209
NNN REIT
NNN
$9.36B
$3.55M 0.01%
111,519
+17,228
+18% +$574K
RDC
1210
DELISTED
Rowan Companies Plc
RDC
$3.55M 0.01%
96,591
+1,862
+2% +$66.9K
JBTM
1211
JBT Marel
JBTM
$7.37B
$3.54M 0.01%
142,392
+4,732
+3% +$110K
DAR icon
1212
Darling Ingredients
DAR
$9.62B
$3.53M 0.01%
166,731
+52,917
+46% +$1.08M
NUAN
1213
DELISTED
Nuance Communications, Inc.
NUAN
$3.53M 0.01%
218,042
+632
+0.3% +$10.5K
RAS
1214
DELISTED
RAIT Financial Trust
RAS
$3.52M 0.01%
497,881
+134,431
+37% +$953K
BNS icon
1215
Scotiabank
BNS
$106B
$3.52M 0.01%
66,139
+3,586
+6% +$187K
HYT icon
1216
BlackRock Corporate High Yield Fund
HYT
$1.35B
$3.52M 0.01%
299,350
+58,706
+24% +$683K
HOS
1217
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$3.52M 0.01%
61,254
-6,677
-10% -$377K
PDLI
1218
DELISTED
PDL BioPharma, Inc.
PDLI
$3.51M 0.01%
440,863
+67,205
+18% +$540K
LYV icon
1219
Live Nation Entertainment
LYV
$41.7B
$3.51M 0.01%
189,300
-4,770
-2% -$81.1K
KATE
1220
DELISTED
Kate Spade & Company
KATE
$3.5M 0.01%
139,327
-2,006
-1% -$48.9K
COHR
1221
DELISTED
Coherent Inc
COHR
$3.5M 0.01%
57,022
+2,768
+5% +$162K
NAD icon
1222
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$3.48M 0.01%
267,456
+57,674
+27% +$741K
RTI
1223
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$3.48M 0.01%
108,683
+1,346
+1% +$41.9K
MBI icon
1224
MBIA
MBI
$282M
$3.46M 0.01%
338,738
-152,574
-31% -$1.92M
PACW
1225
DELISTED
PacWest Bancorp
PACW
$3.46M 0.01%
100,995
+6,813
+7% +$231K
47 48
49
50 51

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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.