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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
LEAP
1076
DELISTED
LEAP WIRELESS INTERNATIONAL INC NEW
LEAP
$4.25M 0.01%
268,973
-216,955
-45% -$3.23M
CBSH icon
1077
Commerce Bancshares
CBSH
$8.49B
$4.24M 0.01%
182,337
+10,051
+6% +$239K
CIEN icon
1078
Ciena
CIEN
$53.4B
$4.24M 0.01%
169,382
+8,492
+5% +$191K
KND
1079
DELISTED
Kindred Healthcare
KND
$4.23M 0.01%
315,154
+4,329
+1% +$62.3K
PNK
1080
DELISTED
Pinnacle Entertainment Inc.
PNK
$4.23M 0.01%
168,944
+8,386
+5% +$188K
ECHO
1081
EchoStar
ECHO
$25.1B
$4.22M 0.01%
118,464
+1,941
+2% +$65.7K
RSH
1082
DELISTED
RADIOSHACK CORP
RSH
$4.22M 0.01%
1,236,829
+104,150
+9% +$334K
CBRL icon
1083
Cracker Barrel
CBRL
$1.17B
$4.21M 0.01%
40,823
+2,654
+7% +$266K
SYA
1084
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$4.19M 0.01%
235,252
+4,986
+2% +$88.9K
DECK icon
1085
Deckers Outdoor
DECK
$13.6B
$4.18M 0.01%
380,844
+23,598
+7% +$229K
NPO icon
1086
Enpro
NPO
$6.95B
$4.18M 0.01%
69,445
+9,832
+16% +$569K
SCM
1087
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$4.17M 0.01%
86,798
+4,826
+6% +$232K
CBT icon
1088
Cabot Corp
CBT
$4.61B
$4.16M 0.01%
97,405
-1,110
-1% -$44.8K
QUAD icon
1089
Quad
QUAD
$438M
$4.16M 0.01%
137,026
-1,466
-1% -$43.3K
CPRT icon
1090
Copart
CPRT
$27.6B
$4.15M 0.01%
1,044,728
-42,872
-4% -$175K
TWTC
1091
DELISTED
TW TELECOM INC CL A COM
TWTC
$4.15M 0.01%
139,008
+4,487
+3% +$132K
SWKS icon
1092
Skyworks Solutions
SWKS
$9.54B
$4.15M 0.01%
166,999
+7,228
+5% +$176K
TUP
1093
DELISTED
Tupperware Brands Corporation
TUP
$4.15M 0.01%
48,013
-1,409
-3% -$118K
PAG icon
1094
Penske Automotive Group
PAG
$14.2B
$4.14M 0.01%
96,804
+2,193
+2% +$83.9K
GK
1095
DELISTED
G&K Services Inc
GK
$4.14M 0.01%
68,505
+1,579
+2% +$85K
HLX icon
1096
Helix Energy Solutions
HLX
$1.42B
$4.12M 0.01%
162,235
-11,054
-6% -$284K
DRE
1097
DELISTED
Duke Realty Corp.
DRE
$4.12M 0.01%
266,487
+16,220
+6% +$255K
SNX icon
1098
TD Synnex
SNX
$19.6B
$4.11M 0.01%
133,792
+7,516
+6% +$192K
WLL
1099
DELISTED
Whiting Petroleum Corporation
WLL
$4.11M 0.01%
229
-5
-2% -$77.4K
RRGB icon
1100
Red Robin
RRGB
$136M
$4.1M 0.01%
57,641
+5,916
+11% +$370K
42 43
44
45 46

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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.