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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
OMX
926
DELISTED
OFFICEMAX INCORPORATED
OMX
$5.46M 0.01%
427,189
-34,462
-7% -$389K
CNC icon
927
Centene
CNC
$31.6B
$5.44M 0.01%
340,396
+95,560
+39% +$1.38M
PRA
928
DELISTED
ProAssurance
PRA
$5.4M 0.01%
119,762
+4,683
+4% +$234K
STR
929
DELISTED
QUESTAR CORP
STR
$5.39M 0.01%
239,852
-4,002
-2% -$92.4K
TDS icon
930
Telephone and Data Systems
TDS
$3.83B
$5.39M 0.01%
182,266
-11,125
-6% -$306K
GRPN icon
931
Groupon
GRPN
$1.05B
$5.37M 0.01%
23,931
+3,393
+17% +$676K
THO icon
932
Thor Industries
THO
$3.98B
$5.36M 0.01%
92,298
-2,242
-2% -$119K
CLC
933
DELISTED
Clarcor
CLC
$5.35M 0.01%
96,358
-4,060
-4% -$224K
EHC icon
934
Encompass Health
EHC
$11.3B
$5.33M 0.01%
194,455
+44,450
+30% +$1.14M
JPC icon
935
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$5.33M 0.01%
613,709
+38,379
+7% +$345K
PAY
936
DELISTED
Verifone Systems Inc
PAY
$5.3M 0.01%
231,991
+182,431
+368% +$3.64M
ETO
937
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$493M
$5.29M 0.01%
234,362
-13,224
-5% -$304K
BOH icon
938
Bank of Hawaii
BOH
$3.17B
$5.28M 0.01%
96,958
+4,695
+5% +$254K
ONXX
939
DELISTED
ONYX PHARMACEUTICALS INC
ONXX
$5.27M 0.01%
42,292
-5,405
-11% -$684K
TKC icon
940
Turkcell
TKC
$4.79B
$5.27M 0.01%
357,344
+12,753
+4% +$185K
PTEN icon
941
Patterson-UTI
PTEN
$3.57B
$5.26M 0.01%
246,110
-14,772
-6% -$303K
JOY
942
DELISTED
Joy Global Inc
JOY
$5.26M 0.01%
103,030
-2,451
-2% -$125K
HMN icon
943
Horace Mann Educators
HMN
$2.09B
$5.24M 0.01%
184,585
+11,985
+7% +$328K
OPLN
944
Openlane
OPLN
$4.25B
$5.24M 0.01%
490,390
+36,788
+8% +$367K
PRXL
945
DELISTED
Parexel International Corp
PRXL
$5.23M 0.01%
104,120
-28,264
-21% -$1.38M
CAB
946
DELISTED
Cabela's Inc
CAB
$5.22M 0.01%
82,900
-61,677
-43% -$4.11M
MGM icon
947
MGM Resorts International
MGM
$11.8B
$5.22M 0.01%
255,264
-15,641
-6% -$272K
LGF
948
DELISTED
Lions Gate Entertainment
LGF
$5.21M 0.01%
148,645
+24,160
+19% +$819K
GPI icon
949
Group 1 Automotive
GPI
$4.01B
$5.19M 0.01%
66,826
+8,240
+14% +$614K
SNI
950
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$5.18M 0.01%
66,355
+2,444
+4% +$180K
36 37
38
39 40

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MCM
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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.