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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
ITG
1151
DELISTED
Investment Technology Group Inc
ITG
$3.85M 0.01%
244,613
+24,281
+11% +$384K
XYL icon
1152
Xylem
XYL
$28.6B
$3.84M 0.01%
137,560
-14,954
-10% -$399K
SIGI icon
1153
Selective Insurance
SIGI
$5.53B
$3.83M 0.01%
156,422
-3,222
-2% -$78.4K
ISIL
1154
DELISTED
Intersil Corp
ISIL
$3.83M 0.01%
341,087
+39,020
+13% +$391K
UNS
1155
DELISTED
UNS ENERGY CORP COM
UNS
$3.83M 0.01%
82,056
+624
+0.8% +$29.9K
PZZA icon
1156
Papa John's
PZZA
$997M
$3.82M 0.01%
109,324
+4,300
+4% +$149K
SNP
1157
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$3.82M 0.01%
48,767
+2,431
+5% +$182K
CPWR
1158
DELISTED
COMPUWARE CORP
CPWR
$3.81M 0.01%
354,497
+2,147
+0.6% +$22.6K
MTX icon
1159
Minerals Technologies
MTX
$2.29B
$3.8M 0.01%
77,032
+3,884
+5% +$179K
COHR icon
1160
Coherent
COHR
$53.1B
$3.8M 0.01%
201,946
+152,024
+305% +$2.83M
MCY icon
1161
Mercury Insurance
MCY
$6.01B
$3.79M 0.01%
78,552
+13,451
+21% +$607K
ABG icon
1162
Asbury Automotive
ABG
$4.22B
$3.79M 0.01%
71,276
-2,787
-4% -$137K
RJF icon
1163
Raymond James Financial
RJF
$33.3B
$3.79M 0.01%
136,511
-4,420
-3% -$128K
PNY
1164
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$3.78M 0.01%
114,963
+1,064
+0.9% +$35.7K
CCU icon
1165
Compañía de Cervecerías Unidas
CCU
$2.2B
$3.77M 0.01%
141,598
-11,654
-8% -$323K
CNL
1166
DELISTED
CLECO CRP (HOLDING CO)
CNL
$3.76M 0.01%
83,924
+520
+0.6% +$24.3K
AEG icon
1167
Aegon
AEG
$13.5B
$3.76M 0.01%
748,603
+37,234
+5% +$190K
CXO
1168
DELISTED
CONCHO RESOURCES INC.
CXO
$3.76M 0.01%
34,535
+17
+0% +$1.62K
ABCO
1169
DELISTED
Advisory Board Co
ABCO
$3.76M 0.01%
63,145
+747
+1% +$42.9K
KDN
1170
DELISTED
KAYDON CORP
KDN
$3.76M 0.01%
105,742
+8,408
+9% +$260K
POLY
1171
DELISTED
Plantronics, Inc.
POLY
$3.75M 0.01%
81,402
-9,543
-10% -$437K
EFII
1172
DELISTED
Electronics for Imaging
EFII
$3.75M 0.01%
118,317
+2,976
+3% +$89.9K
EME icon
1173
Emcor
EME
$33B
$3.74M 0.01%
95,527
-9,776
-9% -$396K
KFY icon
1174
Korn Ferry
KFY
$4.13B
$3.74M 0.01%
174,624
-13,571
-7% -$268K
JNK icon
1175
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
$3.73M 0.01%
31,249
– –
45 46
47
48 49

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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.