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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
VIAV icon
1426
Viavi Solutions
VIAV
$8.6B
$2.79M 0.01%
333,074
+44,354
+15% +$365K
NHY
1427
DELISTED
NORSK HYDRO A. S. ADR
NHY
$2.79M 0.01%
666,424
+40,325
+6% +$169K
OXM icon
1428
Oxford Industries
OXM
$634M
$2.78M 0.01%
40,934
+1,147
+3% +$75.8K
NSP icon
1429
Insperity
NSP
$2.02B
$2.78M 0.01%
147,942
+11,138
+8% +$188K
PSO icon
1430
Pearson
PSO
$10.4B
$2.77M 0.01%
136,436
+12,036
+10% +$240K
FLO icon
1431
Flowers Foods
FLO
$1.67B
$2.77M 0.01%
129,071
+8,850
+7% +$198K
STBA icon
1432
S&T Bancorp
STBA
$1.92B
$2.77M 0.01%
114,237
+1,490
+1% +$34.6K
CACI icon
1433
CACI
CACI
$11.3B
$2.76M 0.01%
40,000
+1,995
+5% +$133K
JCP
1434
DELISTED
J.C. Penney Company, Inc.
JCP
$2.76M 0.01%
313,924
-45,631
-13% -$651K
ASNA
1435
DELISTED
Ascena Retail Group, Inc.
ASNA
$2.76M 0.01%
6,936
-88
-1% -$31.3K
CRL icon
1436
Charles River Laboratories
CRL
$11.4B
$2.76M 0.01%
59,669
+15,051
+34% +$691K
NWG icon
1437
NatWest
NWG
$70.6B
$2.76M 0.01%
221,048
+7,136
+3% +$79.8K
CHH icon
1438
Choice Hotels
CHH
$5.19B
$2.75M 0.01%
63,790
+2,791
+5% +$116K
FCFS icon
1439
FirstCash
FCFS
$9.12B
$2.75M 0.01%
47,515
+3,799
+9% +$206K
ACH
1440
Accendra Health
ACH
$243M
$2.75M 0.01%
79,501
-4,502
-5% -$158K
PMO
1441
Franklin Municipal Opportunities Trust
PMO
$283M
$2.75M 0.01%
251,527
+117,892
+88% +$1.28M
HAIN icon
1442
Hain Celestial
HAIN
$46.2M
$2.75M 0.01%
71,228
+298
+0.4% +$11.2K
SAH icon
1443
Sonic Automotive
SAH
$3.3B
$2.75M 0.01%
115,410
+6,798
+6% +$156K
CAKE icon
1444
Cheesecake Factory
CAKE
$4.32B
$2.74M 0.01%
62,434
-3,259
-5% -$140K
MFA
1445
MFA Financial
MFA
$936M
$2.74M 0.01%
92,031
-26,516
-22% -$813K
NXST icon
1446
Nexstar Media Group
NXST
$5.96B
$2.74M 0.01%
61,643
+26,595
+76% +$951K
USG
1447
DELISTED
Usg
USG
$2.74M 0.01%
95,963
-21,417
-18% -$544K
BZ
1448
DELISTED
BOISE INC COM STK (DE)
BZ
$2.74M 0.01%
217,356
+9,736
+5% +$93K
EWZ icon
1449
iShares MSCI Brazil ETF
EWZ
$9.15B
$2.73M 0.01%
57,080
– –
TCO
1450
DELISTED
Taubman Centers Inc.
TCO
$2.73M 0.01%
40,588
-9,674
-19% -$694K
56 57
58
59 60

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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.