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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
WYNN icon
501
Wynn Resorts
WYNN
$10.1B
$14M 0.04%
88,827
+16,903
+24% +$2.37M
GT icon
502
Goodyear
GT
$2.07B
$14M 0.04%
623,521
-93,748
-13% -$1.79M
SINA
503
DELISTED
Sina Corp
SINA
$14M 0.04%
172,302
-1,929
-1% -$142K
STZ icon
504
Constellation Brands
STZ
$22.2B
$14M 0.04%
243,494
-2,097
-0.9% -$114K
CPB icon
505
Campbell Soup
CPB
$6.51B
$14M 0.04%
343,311
+5,478
+2% +$246K
SPLS
506
DELISTED
Staples Inc
SPLS
$14M 0.04%
953,537
-4,602
-0.5% -$72.2K
CHY
507
Calamos Convertible and High Income Fund
CHY
$1.03B
$14M 0.04%
1,113,393
-22,955
-2% -$284K
CNQR
508
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$13.9M 0.04%
126,096
-43
-0% -$4.19K
FTR
509
DELISTED
Frontier Communications Corp.
FTR
$13.9M 0.04%
222,121
+30,113
+16% +$1.96M
CTRA
510
DELISTED
Coterra Energy
CTRA
$13.9M 0.04%
371,421
-36,837
-9% -$1.38M
XLNX
511
DELISTED
Xilinx Inc
XLNX
$13.8M 0.04%
294,677
+1,625
+0.6% +$73.1K
HCC
512
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$13.7M 0.04%
313,615
-6,973
-2% -$307K
CMA
513
DELISTED
Comerica
CMA
$13.7M 0.04%
349,426
-37,572
-10% -$1.56M
BBVA icon
514
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$13.7M 0.04%
1,291,741
+321,822
+33% +$2.97M
EFX icon
515
Equifax
EFX
$20.3B
$13.7M 0.04%
228,595
-3,528
-2% -$217K
AA icon
516
Alcoa
AA
$11.7B
$13.7M 0.04%
700,326
-79,649
-10% -$1.54M
VRTX icon
517
Vertex Pharmaceuticals
VRTX
$121B
$13.5M 0.04%
178,601
+5,774
+3% +$459K
MRVL icon
518
Marvell Technology
MRVL
$174B
$13.5M 0.04%
1,175,479
+208,590
+22% +$2.57M
ARCO icon
519
Arcos Dorados Holdings
ARCO
$1.73B
$13.5M 0.04%
1,170,272
+8,814
+0.8% +$101K
KMX icon
520
CarMax
KMX
$8.27B
$13.5M 0.04%
278,261
-2,236
-0.8% -$109K
DLTR icon
521
Dollar Tree
DLTR
$23.1B
$13.4M 0.04%
235,222
-1,818
-0.8% -$98.2K
MKL icon
522
Markel Group
MKL
$25B
$13.4M 0.04%
25,954
+348
+1% +$183K
CPA icon
523
Copa Holdings
CPA
$5.56B
$13.2M 0.04%
95,361
+2,864
+3% +$393K
G icon
524
Genpact
G
$5.3B
$13.2M 0.04%
697,334
+24,584
+4% +$490K
TW
525
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$13.2M 0.04%
123,007
-42,983
-26% -$3.78M
19 20
21
22 23

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MCM
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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.