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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
KYO
1351
DELISTED
Kyocera Adr
KYO
$3M 0.01%
56,308
+4,420
+9% +$232K
NSR
1352
DELISTED
Neustar Inc
NSR
$3M 0.01%
60,548
-2,054
-3% -$107K
WGL
1353
DELISTED
Wgl Holdings
WGL
$2.99M 0.01%
70,004
-661
-0.9% -$28.7K
FMER
1354
DELISTED
FIRSTMERIT CORP
FMER
$2.98M 0.01%
137,340
-9,157
-6% -$199K
PEI
1355
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.98M 0.01%
10,632
+1,461
+16% +$426K
TRS icon
1356
TriMas Corp
TRS
$1.45B
$2.98M 0.01%
100,164
-8,381
-8% -$250K
GTIV
1357
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
$2.98M 0.01%
247,080
-39,305
-14% -$444K
PVA
1358
DELISTED
PENN VIRGINIA CORP
PVA
$2.97M 0.01%
446,835
+20,058
+5% +$104K
BC icon
1359
Brunswick
BC
$5.41B
$2.97M 0.01%
74,413
-3,457
-4% -$128K
ACHC icon
1360
Acadia Healthcare
ACHC
$2.99B
$2.97M 0.01%
75,219
-8,074
-10% -$300K
NHI icon
1361
National Health Investors
NHI
$3.81B
$2.96M 0.01%
52,036
+232
+0.4% +$13.8K
NPKI
1362
NPK International
NPKI
$1.11B
$2.96M 0.01%
233,594
+49,960
+27% +$588K
HXL icon
1363
Hexcel
HXL
$8.25B
$2.95M 0.01%
76,116
+3,877
+5% +$141K
CNK icon
1364
Cinemark Holdings
CNK
$4.08B
$2.94M 0.01%
92,516
+14,117
+18% +$425K
ORAN
1365
DELISTED
Orange
ORAN
$2.93M 0.01%
234,450
+22,626
+11% +$237K
WNR
1366
DELISTED
Western Refining Inc
WNR
$2.93M 0.01%
97,530
-84,483
-46% -$2.48M
CWT icon
1367
California Water Service
CWT
$3.16B
$2.93M 0.01%
144,144
-816
-0.6% -$16.8K
CHS
1368
DELISTED
Chicos FAS, Inc.
CHS
$2.93M 0.01%
175,806
+24,807
+16% +$409K
CNVR
1369
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$2.93M 0.01%
140,434
-87,435
-38% -$1.98M
WOOF
1370
DELISTED
VCA Inc.
WOOF
$2.93M 0.01%
106,632
+9,685
+10% +$271K
CATM
1371
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.93M 0.01%
78,844
+1,855
+2% +$62.5K
NIHD
1372
DELISTED
NII HOLDINGS INC CL B
NIHD
$2.92M 0.01%
481,417
-28,714
-6% -$194K
PBH icon
1373
Prestige Consumer Healthcare
PBH
$2.46B
$2.92M 0.01%
96,943
-5,053
-5% -$165K
ATHN
1374
DELISTED
Athenahealth, Inc.
ATHN
$2.92M 0.01%
26,847
+2,951
+12% +$319K
TAL
1375
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$2.92M 0.01%
62,369
+9,585
+18% +$414K
53 54
55
56 57

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AF
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MCM
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PSUF
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SCC
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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.