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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
ARE icon
1276
Alexandria Real Estate Equities
ARE
$8.96B
$3.24M 0.01%
50,711
-1,844
-4% -$122K
CSE
1277
DELISTED
CAPITALSOURCE INC
CSE
$3.24M 0.01%
272,455
+25,468
+10% +$288K
SWFT
1278
DELISTED
Swift Transportation Company
SWFT
$3.23M 0.01%
160,252
+5,250
+3% +$95.5K
MKTX icon
1279
MarketAxess Holdings
MKTX
$4.19B
$3.23M 0.01%
53,899
+1,749
+3% +$93.5K
BLC
1280
DELISTED
BELO CORP SER A
BLC
$3.23M 0.01%
235,850
+15,558
+7% +$220K
SKS
1281
DELISTED
SAKS INCORPORATED
SKS
$3.23M 0.01%
202,677
-49,590
-20% -$772K
AIR icon
1282
AAR Corp
AIR
$5.46B
$3.23M 0.01%
118,086
+2,010
+2% +$51.4K
CRS icon
1283
Carpenter Technology
CRS
$28.8B
$3.23M 0.01%
55,516
+3,227
+6% +$172K
CEC
1284
DELISTED
CEC ENTERTAINMENT INC
CEC
$3.22M 0.01%
70,194
+6,107
+10% +$263K
IHS
1285
DELISTED
IHS INC CL-A COM STK
IHS
$3.22M 0.01%
28,177
+3,036
+12% +$334K
AMCX icon
1286
AMC Global Media
AMCX
$445M
$3.22M 0.01%
46,955
+7,854
+20% +$520K
GHL
1287
DELISTED
Greenhill & Co., Inc.
GHL
$3.21M 0.01%
64,410
-2,947
-4% -$145K
WCN
1288
Waste Connections
WCN
$42.7B
$3.21M 0.01%
106,055
+1,836
+2% +$53.1K
NJR icon
1289
New Jersey Resources
NJR
$6.01B
$3.2M 0.01%
145,304
+954
+0.7% +$20.9K
MSCI icon
1290
MSCI
MSCI
$41.5B
$3.19M 0.01%
79,366
+1,156
+1% +$43.2K
CPT icon
1291
Camden Property Trust
CPT
$11.2B
$3.19M 0.01%
51,963
-7,603
-13% -$511K
FR icon
1292
First Industrial Realty Trust
FR
$8.81B
$3.19M 0.01%
196,276
-61,186
-24% -$984K
EDE
1293
DELISTED
Empire District Electric
EDE
$3.18M 0.01%
146,810
+7,241
+5% +$162K
DWA
1294
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$3.18M 0.01%
111,606
+32,514
+41% +$888K
MWA icon
1295
Mueller Water Products
MWA
$3.94B
$3.17M 0.01%
397,014
+12,881
+3% +$99.3K
AFFX
1296
DELISTED
Affymetrix Inc
AFFX
$3.17M 0.01%
511,742
+142,915
+39% +$739K
BKU icon
1297
Bankunited
BKU
$3.36B
$3.17M 0.01%
101,494
+12,553
+14% +$373K
MTG icon
1298
MGIC Investment
MTG
$6.34B
$3.17M 0.01%
434,788
-113,737
-21% -$807K
DLX icon
1299
Deluxe
DLX
$1.22B
$3.16M 0.01%
75,856
-4,875
-6% -$196K
FUJI
1300
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$3.16M 0.01%
131,438
+11,234
+9% +$270K
50 51
52
53 54

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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.