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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
WDC icon
176
Western Digital
WDC
$179B
$43.1M 0.12%
899,218
+135,512
+18% +$6.69M
CIB icon
177
Grupo Cibest SA
CIB
$20.4B
$42.2M 0.11%
733,113
+3,128
+0.4% +$178K
EDU icon
178
New Oriental
EDU
$7.84B
$42M 0.11%
1,685,075
-66,017
-4% -$1.51M
STI
179
DELISTED
SunTrust Banks, Inc.
STI
$41.7M 0.11%
1,287,105
-42,345
-3% -$1.43M
PPG icon
180
PPG Industries
PPG
$25.9B
$41.7M 0.11%
499,100
+5,918
+1% +$473K
BLK icon
181
Blackrock
BLK
$164B
$41.1M 0.11%
151,903
+5,580
+4% +$1.52M
YHOO
182
DELISTED
Yahoo Inc
YHOO
$40.9M 0.11%
1,232,494
+89,884
+8% +$2.54M
KEY icon
183
KeyCorp
KEY
$24.3B
$40.7M 0.11%
3,570,576
-81,108
-2% -$969K
FITB
184
Fifth Third Bancorp
FITB
$52B
$40.6M 0.11%
2,251,372
-88,571
-4% -$1.67M
NBL
185
DELISTED
Noble Energy, Inc.
NBL
$40.5M 0.11%
604,040
+27,172
+5% +$1.74M
DELL
186
DELISTED
DELL INC
DELL
$40M 0.11%
2,909,446
-257,407
-8% -$3.49M
IWO icon
187
iShares Russell 2000 Growth ETF
IWO
$14.5B
$39.8M 0.11%
316,586
+312,626
+7,895% +$37.7M
DE icon
188
Deere & Co
DE
$170B
$39.8M 0.11%
489,175
-40,769
-8% -$3.39M
LNC icon
189
Lincoln National
LNC
$7.91B
$39.6M 0.11%
943,553
-44,783
-5% -$1.89M
HSBC icon
190
HSBC
HSBC
$355B
$39.3M 0.11%
841,325
+54,547
+7% +$2.59M
FLR icon
191
Fluor
FLR
$7.29B
$39.1M 0.11%
551,275
-25,097
-4% -$1.63M
LYB icon
192
LyondellBasell Industries
LYB
$19.5B
$39.1M 0.11%
533,475
+6,491
+1% +$452K
RAI
193
DELISTED
Reynolds American Inc
RAI
$39M 0.11%
1,600,340
-51,540
-3% -$1.28M
AMAT icon
194
Applied Materials
AMAT
$426B
$39M 0.11%
2,223,462
+128,769
+6% +$2.06M
SRCL
195
DELISTED
Stericycle Inc
SRCL
$38.9M 0.11%
337,369
+11,475
+4% +$1.32M
PEG icon
196
Public Service Enterprise Group
PEG
$39.8B
$38.7M 0.11%
1,175,338
+74,555
+7% +$2.47M
COV
197
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$38.7M 0.11%
634,639
-57,211
-8% -$3.49M
AEP icon
198
American Electric Power
AEP
$73.7B
$38.5M 0.1%
888,526
-43,789
-5% -$1.95M
RWR icon
199
State Street SPDR Dow Jones REIT ETF
RWR
$1.93B
$38.5M 0.1%
527,954
+11,358
+2% +$851K
MWE
200
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$38.4M 0.1%
531,743
+511,252
+2,495% +$35M
6 7
8
9 10

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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.