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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
PWRD
3476
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
– –
-10,056
Closed -$175K
CHC
3477
DELISTED
CHINA HYDROELECTRIC CORP SPONSORED ADR RPSTG 3 ORD SHS
CHC
– –
-22,206
Closed -$58K
GIVN
3478
DELISTED
GIVEN IMAGING LTD
GIVN
– –
-26,983
Closed -$378K
ARB
3479
DELISTED
ARBITRON INC (NEW)
ARB
– –
-42,410
Closed -$1.97M
CNH
3480
DELISTED
CNH GLOBAL N.V. (NEW)
CNH
– –
-56,591
Closed -$2.36M
SFD
3481
DELISTED
SMITHFIELD FOODS,INC
SFD
– –
-289,772
Closed -$9.49M
WWAV.B
3482
DELISTED
THE WHITEWAVE FOODS COMPANY CLASS B COM STK
WWAV.B
– –
-93,074
Closed -$1.42M
LVB
3483
DELISTED
STEINWAY MUSICAL INSTRUMENTS
LVB
– –
-17,936
Closed -$546K
IN
3484
DELISTED
INTERMEC, INC.
IN
– –
-314,757
Closed -$3.09M
TSRX
3485
DELISTED
TRIUS THERAPEUTICS INC COM STK (DE)
TSRX
– –
-59,626
Closed -$483K
BMC
3486
DELISTED
BMC SOFTWARE, INC
BMC
– –
-244,996
Closed -$11.1M
MPR
3487
DELISTED
MET-PRO CORP
MPR
– –
-19,491
Closed -$262K
BKI
3488
DELISTED
BUCKEYE TECHNOLOGY INC
BKI
– –
-63,856
Closed -$2.37M
ASCA
3489
DELISTED
AMERISTAR CASINOS INC
ASCA
– –
-72,003
Closed -$1.89M
AM
3490
DELISTED
AMERICAN GREETINGS CORP CL A
AM
– –
-186,022
Closed -$3.39M
FSCI
3491
DELISTED
FISHER COMMUNICATIONS INC
FSCI
– –
-21,583
Closed -$887K
GDI
3492
DELISTED
GARDNER DENVER,INC
GDI
– –
-32,223
Closed -$2.42M
TRLG
3493
DELISTED
TRUE RELIGION APPAREL INC
TRLG
– –
-59,107
Closed -$1.87M
TVL
3494
DELISTED
LIN TV CORP
TVL
– –
-120,661
Closed -$1.85M
FFCH
3495
DELISTED
FIRST FINANCIAL HLDGS INC
FFCH
– –
-71,660
Closed -$1.52M
PWER
3496
DELISTED
POWER-ONE INC COM STK NEW (DE)
PWER
– –
-272,568
Closed -$1.72M
ET
3497
DELISTED
EXACTTARGET INC COM STK (DE)
ET
– –
-7,821
Closed -$264K
SVN
3498
DELISTED
7 Days Group Holdings Ltd
SVN
– –
-10,890
Closed -$150K
NTSP
3499
DELISTED
NETSPEND HLDGS INC COM STK
NTSP
– –
-67,530
Closed -$1.08M
LUFK
3500
DELISTED
LUFKIN IND INC
LUFK
– –
-11,748
Closed -$1.04M
137 138 139
140
141

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PSUF
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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.