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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
SPR
1501
DELISTED
Spirit AeroSystems
SPR
$2.59M 0.01%
106,914
-1,376
-1% -$32.8K
AMU
1502
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$2.59M 0.01%
92,374
+8,049
+10% +$228K
RWT
1503
Redwood Trust
RWT
$585M
$2.59M 0.01%
131,455
-22,638
-15% -$403K
PRK icon
1504
Park National Corp
PRK
$3.77B
$2.58M 0.01%
32,671
+3,187
+11% +$249K
SUSS
1505
DELISTED
SUSSER HOLDINGS CORPORATION COMMON STOCK
SUSS
$2.58M 0.01%
48,606
+6,970
+17% +$348K
NJ
1506
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$2.58M 0.01%
243,692
+20,338
+9% +$200K
CADE
1507
DELISTED
Cadence Bank
CADE
$2.58M 0.01%
129,174
-10,698
-8% -$210K
WAFD icon
1508
WaFd
WAFD
$2.72B
$2.58M 0.01%
124,558
-28,345
-19% -$602K
HGG
1509
DELISTED
hhgregg Inc.
HGG
$2.58M 0.01%
143,762
+32,667
+29% +$563K
IMAX icon
1510
IMAX
IMAX
$2.58B
$2.57M 0.01%
85,122
+6,532
+8% +$176K
CVBF icon
1511
CVB Financial
CVBF
$4.02B
$2.57M 0.01%
190,135
+2,891
+2% +$37.9K
HELE icon
1512
Helen of Troy
HELE
$676M
$2.57M 0.01%
58,088
+8,800
+18% +$370K
ZNGA
1513
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$2.57M 0.01%
699,445
+31,614
+5% +$99.8K
AWC
1514
DELISTED
Alumina Ltd
AWC
$2.56M 0.01%
674,686
-70,206
-9% -$261K
DGI
1515
DELISTED
DigitalGlobe Inc.
DGI
$2.55M 0.01%
80,762
-7,200
-8% -$231K
SLAB icon
1516
Silicon Laboratories
SLAB
$7.16B
$2.55M 0.01%
59,764
-964
-2% -$39.9K
TRAK
1517
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$2.55M 0.01%
59,540
+3,645
+7% +$144K
FIRE
1518
DELISTED
SOURCEFIRE INC COM STK
FIRE
$2.55M 0.01%
33,579
-8,354
-20% -$597K
PSB
1519
DELISTED
PS Business Parks, Inc.
PSB
$2.55M 0.01%
34,125
+360
+1% +$26.5K
KNGT
1520
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$2.54M 0.01%
153,936
+18,954
+14% +$313K
PTR
1521
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.54M 0.01%
23,122
+2,204
+11% +$252K
FEIC
1522
DELISTED
FEI COMPANY
FEIC
$2.54M 0.01%
28,941
-5,355
-16% -$426K
LOPE icon
1523
Grand Canyon Education
LOPE
$3.98B
$2.54M 0.01%
63,035
-9,676
-13% -$345K
DOLE
1524
DELISTED
DOLE FOOD CO INC NEW CMN STK (DE)
DOLE
$2.53M 0.01%
185,771
-12,376
-6% -$164K
NMO
1525
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$2.53M 0.01%
206,306
+33,656
+19% +$407K
59 60
61
62 63

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AF
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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.