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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
MITSY
751
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$7.96M 0.02%
27,323
+3,172
+13% +$925K
CAR icon
752
Avis
CAR
$5.59B
$7.91M 0.02%
274,467
-9,441
-3% -$282K
GGG icon
753
Graco
GGG
$12.9B
$7.91M 0.02%
320,241
-6,216
-2% -$146K
CS
754
DELISTED
Credit Suisse Group
CS
$7.84M 0.02%
256,746
-21,661
-8% -$644K
BALL icon
755
Ball Corp
BALL
$17.2B
$7.82M 0.02%
348,394
+738
+0.2% +$16.6K
CNO icon
756
CNO Financial Group
CNO
$5B
$7.81M 0.02%
542,190
-65,463
-11% -$933K
DASTY
757
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$7.79M 0.02%
58,501
+3,718
+7% +$495K
AGU
758
DELISTED
Agrium
AGU
$7.79M 0.02%
92,672
+3,730
+4% +$327K
DNR
759
DELISTED
Denbury Resources, Inc.
DNR
$7.78M 0.02%
422,588
+23,002
+6% +$405K
BNL
760
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$7.77M 0.02%
71,339
+2,564
+4% +$279K
REP
761
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$7.76M 0.02%
313,943
+14,527
+5% +$359K
FLG
762
Flagstar Bank National Association
FLG
$5.76B
$7.66M 0.02%
168,951
-1,723
-1% -$77.4K
BR icon
763
Broadridge
BR
$17.7B
$7.66M 0.02%
241,160
+55,571
+30% +$1.65M
TECD
764
DELISTED
Tech Data Corp
TECD
$7.65M 0.02%
153,296
+929
+0.6% +$46.8K
ILMN icon
765
Illumina
ILMN
$28.7B
$7.64M 0.02%
97,223
+1,814
+2% +$139K
JKHY icon
766
Jack Henry & Associates
JKHY
$11B
$7.64M 0.02%
147,958
+2,360
+2% +$118K
SFLY
767
DELISTED
Shutterfly, Inc.
SFLY
$7.63M 0.02%
136,571
-1,089
-0.8% -$60.5K
AHO
768
DELISTED
KONINKLIJKE AHOLD NV SPONS ADR (EA RPSTG 1 ORD)
AHO
$7.62M 0.02%
441,073
+16,915
+4% +$292K
VRSK icon
769
Verisk Analytics
VRSK
$27.2B
$7.61M 0.02%
117,143
+5,676
+5% +$358K
DPZ icon
770
Domino's
DPZ
$11.5B
$7.59M 0.02%
111,714
-6,524
-6% -$412K
EOI
771
Eaton Vance Enhanced Equity Income Fund
EOI
$805M
$7.58M 0.02%
628,735
+35,864
+6% +$433K
PETM
772
DELISTED
PETSMART INC
PETM
$7.58M 0.02%
99,441
-3,941
-4% -$285K
HLF icon
773
Herbalife
HLF
$1.26B
$7.57M 0.02%
216,854
-7,846
-3% -$243K
HNT
774
DELISTED
HEALTH NET INC
HNT
$7.56M 0.02%
238,618
+25,001
+12% +$789K
VR
775
DELISTED
Validus Hold Ltd
VR
$7.56M 0.02%
204,460
+22,082
+12% +$781K
29 30
31
32 33

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PSUF
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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.