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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
LUV icon
476
Southwest Airlines
LUV
$22.1B
$15.1M 0.04%
1,040,363
-1,910
-0.2% -$26K
THC icon
477
Tenet Healthcare
THC
$20.1B
$15.1M 0.04%
366,924
-5,386
-1% -$225K
VCSH icon
478
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$15.1M 0.04%
189,759
-50,000
-21% -$3.97M
ETY icon
479
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.27B
$15.1M 0.04%
1,494,976
-72,057
-5% -$750K
BEAV
480
DELISTED
B/E Aerospace Inc
BEAV
$15M 0.04%
280,525
+3,418
+1% +$174K
MAN icon
481
ManpowerGroup
MAN
$2.39B
$15M 0.04%
206,013
+12,110
+6% +$811K
WBK
482
DELISTED
Westpac Banking Corporation
WBK
$14.9M 0.04%
486,515
+54,960
+13% +$1.57M
DOX icon
483
Amdocs
DOX
$5.53B
$14.9M 0.04%
407,113
+88,661
+28% +$3.35M
FOSL icon
484
Fossil Group
FOSL
$239M
$14.9M 0.04%
128,012
-257
-0.2% -$29.4K
NWSA icon
485
News Corp Class A
NWSA
$14.5B
$14.8M 0.04%
920,335
-1,757,758
-66% -$28.1M
CNP icon
486
CenterPoint Energy
CNP
$29.1B
$14.8M 0.04%
615,728
+2,305
+0.4% +$54.9K
EA icon
487
Electronic Arts
EA
$52.4B
$14.7M 0.04%
573,675
+36,144
+7% +$939K
NTRS icon
488
Northern Trust
NTRS
$22.2B
$14.6M 0.04%
268,884
-11,962
-4% -$687K
MCHP icon
489
Microchip Technology
MCHP
$42.8B
$14.6M 0.04%
725,412
-22,050
-3% -$437K
ALTR
490
DELISTED
Altera Corp
ALTR
$14.6M 0.04%
391,803
+28,714
+8% +$1.03M
J icon
491
Jacobs Solutions
J
$15.9B
$14.5M 0.04%
301,278
-16,317
-5% -$793K
MWV
492
DELISTED
MEADWESTVACO CORP
MWV
$14.4M 0.04%
376,128
+34,462
+10% +$1.27M
BFH icon
493
Bread Financial
BFH
$4.21B
$14.4M 0.04%
85,194
+8,140
+11% +$1.29M
MAS icon
494
Masco
MAS
$16B
$14.3M 0.04%
767,345
-53,911
-7% -$960K
EVV
495
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$14.3M 0.04%
914,259
+240,562
+36% +$3.64M
MBT
496
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$14.2M 0.04%
638,989
+14,357
+2% +$296K
HMC icon
497
Honda
HMC
$36.5B
$14.2M 0.04%
371,923
+15,557
+4% +$594K
NTES icon
498
NetEase
NTES
$76.5B
$14.1M 0.04%
973,400
-100,020
-9% -$1.37M
AXA
499
DELISTED
AXA ADS (1 ORD SHS)
AXA
$14.1M 0.04%
609,250
+140,756
+30% +$3.25M
OSK icon
500
Oshkosh
OSK
$9.67B
$14.1M 0.04%
287,162
+5,090
+2% +$226K
18 19
20
21 22

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MCM
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PSUF
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BAM
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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.