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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
SONC
951
DELISTED
Sonic Corp
SONC
$5.15M 0.01%
290,338
+29,961
+12% +$490K
NBR icon
952
Nabors Industries
NBR
$1.16B
$5.15M 0.01%
6,416
+80
+1% +$62.9K
DST
953
DELISTED
DST Systems Inc.
DST
$5.13M 0.01%
136,048
+9,986
+8% +$360K
RGC
954
DELISTED
Regal Entertainment Group
RGC
$5.13M 0.01%
270,104
-14,809
-5% -$277K
ESS icon
955
Essex Property Trust
ESS
$18.7B
$5.12M 0.01%
34,674
-1,513
-4% -$235K
MTL
956
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$5.12M 0.01%
797,322
-25,286
-3% -$158K
TTM
957
DELISTED
Tata Motors Limited
TTM
$5.11M 0.01%
192,069
+29,838
+18% +$734K
FLIR
958
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$5.11M 0.01%
162,715
-1,131
-0.7% -$35.3K
VSH icon
959
Vishay Intertechnology
VSH
$5.7B
$5.09M 0.01%
395,289
-3,519
-0.9% -$48K
LUX
960
DELISTED
Luxottica Group
LUX
$5.08M 0.01%
96,569
+304
+0.3% +$16.2K
VAL
961
DELISTED
Valspar
VAL
$5.07M 0.01%
79,909
-8,896
-10% -$583K
GDO
962
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.8M
$5.06M 0.01%
284,383
+31,811
+13% +$565K
CASY icon
963
Casey's General Stores
CASY
$31.6B
$5.06M 0.01%
68,887
-7,749
-10% -$526K
ITY
964
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
$5.04M 0.01%
67,993
+6,799
+11% +$504K
ARCC icon
965
Ares Capital
ARCC
$13.6B
$5.03M 0.01%
290,895
-4,551
-2% -$79.7K
RYAAY icon
966
Ryanair
RYAAY
$29.8B
$5.01M 0.01%
245,554
-526
-0.2% -$10.9K
PHG icon
967
Philips
PHG
$24.3B
$5M 0.01%
223,858
+17,526
+8% +$383K
WEX icon
968
WEX
WEX
$6.17B
$4.99M 0.01%
56,887
-13,245
-19% -$1.12M
Y
969
DELISTED
Alleghany Corp
Y
$4.97M 0.01%
12,143
-4,111
-25% -$1.64M
INFA
970
DELISTED
INFORMATICA CORP
INFA
$4.97M 0.01%
127,572
-1,376
-1% -$52.2K
SMG icon
971
ScottsMiracle-Gro
SMG
$4.06B
$4.97M 0.01%
90,283
+9,479
+12% +$498K
FCE.A
972
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$4.95M 0.01%
261,587
+1,600
+0.6% +$29K
EGN
973
DELISTED
Energen
EGN
$4.95M 0.01%
64,821
-511
-0.8% -$33.1K
TLS
974
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$4.95M 0.01%
213,557
+14,032
+7% +$325K
NPI
975
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$4.95M 0.01%
387,186
+120,894
+45% +$1.51M
37 38
39
40 41

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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.