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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
WCC
876
WESCO International
WCC
$16B
$5.95M 0.02%
77,744
-4,624
-6% -$343K
FMS icon
877
Fresenius Medical Care
FMS
$13.4B
$5.94M 0.02%
183,362
-55,022
-23% -$1.79M
NFG icon
878
National Fuel Gas
NFG
$7.73B
$5.93M 0.02%
86,293
-1,126
-1% -$73.2K
THG icon
879
Hanover Insurance
THG
$7.65B
$5.92M 0.02%
106,995
+1,735
+2% +$92.3K
LPNT
880
DELISTED
LifePoint Health, Inc.
LPNT
$5.92M 0.02%
126,875
+5,810
+5% +$278K
EOS
881
Eaton Vance Enhance Equity Income Fund II
EOS
$1.13B
$5.89M 0.02%
502,138
-32,592
-6% -$385K
LTM
882
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$5.88M 0.02%
389,733
+68,770
+21% +$966K
SVC
883
Service Properties Trust
SVC
$1.09B
$5.87M 0.02%
41,795
+1,064
+3% +$147K
AMTD
884
DELISTED
TD Ameritrade Holding Corp
AMTD
$5.87M 0.02%
224,217
-28,958
-11% -$770K
SPXC icon
885
SPX Corp
SPXC
$10.9B
$5.84M 0.02%
274,094
-7,061
-3% -$137K
BIG
886
DELISTED
Big Lots, Inc.
BIG
$5.84M 0.02%
157,377
+2,289
+1% +$81K
FLEX icon
887
Flex
FLEX
$40.5B
$5.82M 0.02%
849,973
+15,623
+2% +$103K
GDOT icon
888
Green Dot
GDOT
$749M
$5.82M 0.02%
220,950
+83,234
+60% +$1.92M
CLGX
889
DELISTED
Corelogic, Inc.
CLGX
$5.81M 0.02%
214,777
-1,114
-0.5% -$29.9K
TRI icon
890
Thomson Reuters
TRI
$42.6B
$5.8M 0.02%
142,845
+16,500
+13% +$656K
NAV
891
DELISTED
Navistar International
NAV
$5.79M 0.02%
158,836
-18,424
-10% -$627K
BIO icon
892
Bio-Rad Laboratories Class A
BIO
$8.52B
$5.77M 0.02%
49,059
+1,963
+4% +$232K
LPS
893
DELISTED
LENDER PROCESSING SERVICES INC
LPS
$5.75M 0.02%
172,896
-9,913
-5% -$322K
NYT icon
894
New York Times
NYT
$11.9B
$5.74M 0.02%
456,601
-17,343
-4% -$205K
RDY icon
895
Dr. Reddy's Laboratories
RDY
$9.78B
$5.74M 0.02%
758,880
+32,500
+4% +$236K
VMW
896
DELISTED
VMware, Inc
VMW
$5.73M 0.02%
70,855
+3,853
+6% +$312K
BRS
897
DELISTED
Bristow Group, Inc.
BRS
$5.72M 0.02%
78,690
+5,418
+7% +$372K
XEC
898
DELISTED
CIMAREX ENERGY CO
XEC
$5.7M 0.02%
59,134
-1,793
-3% -$145K
JLL icon
899
Jones Lang LaSalle
JLL
$15.3B
$5.67M 0.02%
64,981
+2,991
+5% +$267K
HMIN
900
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$5.67M 0.02%
170,795
+5,269
+3% +$162K
34 35
36
37 38

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MCM
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PSUF
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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.