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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
SBS icon
826
Sabesp
SBS
$19.8B
$6.55M 0.02%
3,390,135
-114,738
-3% -$215K
MXIM
827
DELISTED
Maxim Integrated Products
MXIM
$6.54M 0.02%
219,367
+881
+0.4% +$25.1K
PHM icon
828
Pultegroup
PHM
$24.6B
$6.54M 0.02%
396,311
-24,641
-6% -$420K
HE icon
829
Hawaiian Electric Industries
HE
$2.3B
$6.53M 0.02%
260,248
-2,246
-0.9% -$57.8K
WFT
830
DELISTED
Weatherford International plc
WFT
$6.53M 0.02%
425,727
+79,478
+23% +$1.17M
JEF icon
831
Jefferies Financial Group
JEF
$12.8B
$6.5M 0.02%
266,594
-5,037
-2% -$121K
DHI icon
832
D.R. Horton
DHI
$41.2B
$6.48M 0.02%
333,343
-36,745
-10% -$728K
CHL
833
DELISTED
China Mobile Limited
CHL
$6.47M 0.02%
114,732
+253
+0.2% +$13.7K
CVC
834
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$6.46M 0.02%
383,789
+19,517
+5% +$358K
EOCC
835
DELISTED
Enel Generacion Chile S.A.
EOCC
$6.46M 0.02%
222,276
+41,017
+23% +$1.18M
FL
836
DELISTED
Foot Locker
FL
$6.44M 0.02%
189,861
-4,002
-2% -$139K
EXPE icon
837
Expedia Group
EXPE
$33B
$6.42M 0.02%
123,865
-9,549
-7% -$510K
STLD icon
838
Steel Dynamics
STLD
$35.8B
$6.38M 0.02%
381,440
+2,376
+0.6% +$37.7K
BDJ icon
839
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$6.35M 0.02%
844,323
+7,115
+0.8% +$54.5K
TRMB icon
840
Trimble
TRMB
$12.8B
$6.33M 0.02%
212,987
-13,392
-6% -$366K
CY
841
DELISTED
Cypress Semiconductor
CY
$6.33M 0.02%
676,913
+5,591
+0.8% +$65.2K
BPOP icon
842
Popular Inc
BPOP
$11B
$6.32M 0.02%
240,737
+10,027
+4% +$316K
PWR icon
843
Quanta Services
PWR
$91.1B
$6.32M 0.02%
229,570
+26,862
+13% +$727K
TIBX
844
DELISTED
TIBCO SOFTWARE INC
TIBX
$6.23M 0.02%
243,611
+43,524
+22% +$1.04M
SKT icon
845
Tanger
SKT
$4.82B
$6.23M 0.02%
190,722
+8,818
+5% +$289K
BHC icon
846
Bausch Health
BHC
$1.7B
$6.23M 0.02%
59,676
-1,037
-2% -$101K
WOLF icon
847
Wolfspeed
WOLF
$1.16B
$6.21M 0.02%
103,231
+4,247
+4% +$270K
NEA icon
848
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$6.2M 0.02%
496,649
+75,822
+18% +$932K
HMA
849
DELISTED
HEALTH MGMT ASSOC INC CL-A
HMA
$6.2M 0.02%
484,483
+48,457
+11% +$673K
JBL icon
850
Jabil
JBL
$31.6B
$6.19M 0.02%
285,514
+23,145
+9% +$528K
32 33
34
35 36

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AF
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MCM
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PSUF
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IA
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SCC
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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.