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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
VGR
1326
DELISTED
Vector Group Ltd.
VGR
$3.08M 0.01%
361,226
+31,957
+10% +$268K
DDD icon
1327
3D Systems Corp
DDD
$430M
$3.08M 0.01%
56,979
+6,188
+12% +$306K
PRAA icon
1328
PRA Group
PRAA
$683M
$3.08M 0.01%
51,332
+3,920
+8% +$210K
OMG
1329
DELISTED
OM GROUP INC.
OMG
$3.07M 0.01%
90,960
-2,946
-3% -$91.7K
HME
1330
DELISTED
HOME PROPERTIES, INC
HME
$3.07M 0.01%
53,190
-23,030
-30% -$1.41M
GPOR
1331
DELISTED
Gulfport Energy Corp.
GPOR
$3.07M 0.01%
47,707
-3,148
-6% -$176K
SAFE
1332
Safehold
SAFE
$1.19B
$3.07M 0.01%
52,339
+4,536
+9% +$254K
PBY
1333
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$3.07M 0.01%
245,941
+15,329
+7% +$186K
TTEK icon
1334
Tetra Tech
TTEK
$8.28B
$3.05M 0.01%
589,620
+2,890
+0.5% +$13.9K
TTWO icon
1335
Take-Two Interactive
TTWO
$45.3B
$3.05M 0.01%
167,949
-8,393
-5% -$147K
SSL icon
1336
Sasol
SSL
$7.34B
$3.05M 0.01%
63,788
+5,532
+9% +$258K
LSTR icon
1337
Landstar System
LSTR
$6.5B
$3.05M 0.01%
54,437
+9,283
+21% +$508K
RLI icon
1338
RLI Corp
RLI
$5.88B
$3.05M 0.01%
139,364
+20,952
+18% +$430K
PVD
1339
DELISTED
Admin Fondos Pensions
PVD
$3.04M 0.01%
36,677
+2,477
+7% +$222K
THS
1340
DELISTED
Treehouse Foods
THS
$3.04M 0.01%
45,510
+284
+0.6% +$19.6K
LSI
1341
DELISTED
Life Storage, Inc.
LSI
$3.04M 0.01%
60,279
+3,616
+6% +$170K
WRI
1342
DELISTED
Weingarten Realty Investors
WRI
$3.04M 0.01%
103,643
-868
-0.8% -$26.4K
BSY
1343
DELISTED
BRITISH SKY BRDCSTNG ADS (EACH REPTG 4 ORD SHS)
BSY
$3.04M 0.01%
53,599
+1,799
+3% +$102K
CBL
1344
DELISTED
CBL& Associates Properties, Inc.
CBL
$3.03M 0.01%
158,654
-27,012
-15% -$569K
ERIE icon
1345
Erie Indemnity
ERIE
$11.9B
$3.02M 0.01%
41,678
+41
+0.1% +$3.16K
WAL icon
1346
Western Alliance Bancorporation
WAL
$9.04B
$3.02M 0.01%
159,517
+18,937
+13% +$331K
DSX icon
1347
Diana Shipping
DSX
$274M
$3.02M 0.01%
357,388
+237,820
+199% +$1.82M
LII icon
1348
Lennox International
LII
$19B
$3.01M 0.01%
40,047
-13,650
-25% -$964K
POWI icon
1349
Power Integrations
POWI
$3.53B
$3.01M 0.01%
111,206
+23,148
+26% +$600K
CTRX
1350
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$3M 0.01%
65,402
-16,809
-20% -$888K
52 53
54
55 56

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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.