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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
NATI
676
DELISTED
National Instruments Corp
NATI
$9.25M 0.03%
299,070
-28,823
-9% -$838K
ADSK icon
677
Autodesk
ADSK
$44.3B
$9.25M 0.03%
224,639
+6,363
+3% +$235K
KOF icon
678
Coca-Cola Femsa
KOF
$21.6B
$9.24M 0.03%
73,322
+161
+0.2% +$22.1K
FWONA icon
679
Liberty Media Series A
FWONA
$22.3B
$9.22M 0.03%
352,661
-7,638
-2% -$192K
CPRI icon
680
Capri Holdings
CPRI
$1.77B
$9.21M 0.03%
123,532
+45,627
+59% +$3.18M
DRI icon
681
Darden Restaurants
DRI
$22.5B
$9.2M 0.03%
222,378
+1,207
+0.5% +$52.4K
AV
682
DELISTED
Aviva Plc
AV
$9.2M 0.03%
716,535
-33,847
-5% -$409K
FICO icon
683
Fair Isaac
FICO
$28.7B
$9.17M 0.02%
165,919
-10,086
-6% -$517K
WSM icon
684
Williams-Sonoma
WSM
$26.7B
$9.17M 0.02%
326,348
-2,168
-0.7% -$62.8K
BRSL
685
Brightstar Lottery PLC
BRSL
$1.91B
$9.14M 0.02%
483,069
+2,494
+0.5% +$47.5K
ADT
686
DELISTED
ADT Corp
ADT
$9.12M 0.02%
224,223
-4,783
-2% -$197K
CIT
687
DELISTED
CIT Group Inc.
CIT
$9.12M 0.02%
186,912
-20,813
-10% -$1.02M
AAP icon
688
Advance Auto Parts
AAP
$3.37B
$9.1M 0.02%
110,104
+2,659
+2% +$217K
SEIC icon
689
SEI Investments
SEIC
$11.9B
$9.1M 0.02%
294,361
-6,498
-2% -$200K
TSLA icon
690
Tesla
TSLA
$1.24T
$9.09M 0.02%
704,835
+54,765
+8% +$542K
UHS icon
691
Universal Health Services
UHS
$9.43B
$9.07M 0.02%
121,007
+16,719
+16% +$1.17M
UAL icon
692
United Airlines
UAL
$38.4B
$9.06M 0.02%
294,914
-22,710
-7% -$731K
ARMH
693
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$9.04M 0.02%
187,973
+43,945
+31% +$1.86M
VEA icon
694
Vanguard FTSE Developed Markets ETF
VEA
$226B
$8.99M 0.02%
227,220
+64,555
+40% +$2.46M
WAT icon
695
Waters Corp
WAT
$36.8B
$8.97M 0.02%
84,506
+684
+0.8% +$70.1K
EC icon
696
Ecopetrol
EC
$32.9B
$8.94M 0.02%
194,444
-1,572
-0.8% -$71.2K
AWH
697
DELISTED
Allied World Assurance Co Hld Lt
AWH
$8.89M 0.02%
268,428
-39,411
-13% -$1.24M
BMS
698
DELISTED
Bemis
BMS
$8.86M 0.02%
227,200
+15,074
+7% +$611K
WTM icon
699
White Mountains Insurance
WTM
$5.47B
$8.85M 0.02%
15,598
-2,502
-14% -$1.45M
PII icon
700
Polaris
PII
$4.15B
$8.85M 0.02%
68,518
+7,701
+13% +$865K
26 27
28
29 30

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AF
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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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ACI
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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.