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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
RVTY icon
776
Revvity
RVTY
$12.2B
$7.55M 0.02%
199,923
+1,529
+0.8% +$54.9K
GRMN
777
Garmin
GRMN
$46.4B
$7.51M 0.02%
166,098
+13,869
+9% +$551K
PNRA
778
DELISTED
Panera Bread Co
PNRA
$7.49M 0.02%
47,272
+971
+2% +$169K
SUNE
779
DELISTED
SUNEDISON, INC COM
SUNE
$7.49M 0.02%
939,776
-389,766
-29% -$3.23M
LEN icon
780
Lennar Class A
LEN
$20.6B
$7.44M 0.02%
220,711
-18,517
-8% -$601K
VIV icon
781
Telefônica Brasil
VIV
$22.6B
$7.38M 0.02%
328,735
+13,346
+4% +$287K
ORI icon
782
Old Republic International
ORI
$10.4B
$7.33M 0.02%
476,072
+34,720
+8% +$499K
VVC
783
DELISTED
Vectren Corporation
VVC
$7.31M 0.02%
219,168
+12,291
+6% +$423K
WTW icon
784
Willis Towers Watson
WTW
$28.4B
$7.29M 0.02%
63,540
-478
-0.7% -$54K
WPP icon
785
WPP
WPP
$4.23B
$7.29M 0.02%
70,816
+5,375
+8% +$506K
PDCO
786
DELISTED
Patterson Companies, Inc.
PDCO
$7.28M 0.02%
181,254
+15,457
+9% +$626K
HSH
787
DELISTED
HILLSHIRE BRANDS CO
HSH
$7.27M 0.02%
236,465
+5,538
+2% +$183K
LM
788
DELISTED
Legg Mason, Inc.
LM
$7.24M 0.02%
216,489
-9,789
-4% -$328K
MDU icon
789
MDU Resources
MDU
$4.42B
$7.24M 0.02%
680,554
+19,974
+3% +$211K
ENDP
790
DELISTED
Endo International plc
ENDP
$7.21M 0.02%
158,652
+24,241
+18% +$975K
CHRW icon
791
C.H. Robinson
CHRW
$20.9B
$7.21M 0.02%
120,946
+4,340
+4% +$255K
ABB
792
DELISTED
ABB Ltd
ABB
$7.21M 0.02%
305,512
+27,050
+10% +$610K
TSCO icon
793
Tractor Supply
TSCO
$16.5B
$7.2M 0.02%
535,685
+30,935
+6% +$381K
TSS
794
DELISTED
Total System Services, Inc.
TSS
$7.17M 0.02%
243,625
-5,768
-2% -$159K
CRESY
795
Cresud
CRESY
$799M
$7.14M 0.02%
929,122
-115,853
-11% -$822K
ANF icon
796
Abercrombie & Fitch
ANF
$4.31B
$7.13M 0.02%
201,564
+14,354
+8% +$635K
WIP icon
797
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$466M
$7.11M 0.02%
124,000
– –
GGP
798
DELISTED
GGP Inc.
GGP
$7.09M 0.02%
367,535
+9,990
+3% +$201K
ETG
799
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.75B
$6.99M 0.02%
447,599
-141,392
-24% -$2.23M
AXE
800
DELISTED
Anixter International Inc
AXE
$6.97M 0.02%
79,562
+6,136
+8% +$515K
30 31
32
33 34

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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.