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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
KWR icon
1976
Quaker Houghton
KWR
$2.67B
$1.51M ﹤0.01%
20,656
-3,210
-13% -$217K
PKD
1977
DELISTED
Parker Drilling Company
PKD
$1.51M ﹤0.01%
17,630
-8,132
-32% -$709K
SXT icon
1978
Sensient Technologies
SXT
$5.3B
$1.51M ﹤0.01%
31,457
+944
+3% +$41.3K
CONN
1979
DELISTED
Conn's Inc.
CONN
$1.5M ﹤0.01%
30,021
+4,570
+18% +$270K
MTRX icon
1980
Matrix Service
MTRX
$324M
$1.5M ﹤0.01%
76,448
+2,973
+4% +$49.9K
ROG icon
1981
Rogers Corp
ROG
$2.13B
$1.5M ﹤0.01%
25,208
-1,425
-5% -$78K
ENOV icon
1982
Enovis
ENOV
$1.7B
$1.5M ﹤0.01%
15,395
-1,417
-8% -$131K
IRC
1983
DELISTED
INLAND REAL ESTATE CORP
IRC
$1.49M ﹤0.01%
146,029
+23,508
+19% +$242K
CPK icon
1984
Chesapeake Utilities
CPK
$3.31B
$1.49M ﹤0.01%
42,674
+1,494
+4% +$54.6K
RRX icon
1985
Regal Rexnord
RRX
$13.5B
$1.49M ﹤0.01%
21,972
+1,480
+7% +$98.3K
BKD icon
1986
Brookdale Senior Living
BKD
$3.67B
$1.49M ﹤0.01%
56,677
-2,427
-4% -$66.5K
CMRE icon
1987
Costamare
CMRE
$1.86B
$1.49M ﹤0.01%
+84,600
New +$1.49M
WSO icon
1988
Watsco Inc
WSO
$15.1B
$1.49M ﹤0.01%
15,815
+1,504
+11% +$138K
HOV icon
1989
Hovnanian Enterprises
HOV
$800M
$1.49M ﹤0.01%
11,377
+502
+5% +$67.2K
SNCR
1990
DELISTED
Synchronoss Technologies
SNCR
$1.49M ﹤0.01%
4,344
+81
+2% +$24.7K
MYE icon
1991
Myers Industries
MYE
$1.26B
$1.49M ﹤0.01%
73,933
+214
+0.3% +$3.99K
MSTR icon
1992
Strategy Inc
MSTR
$35.1B
$1.49M ﹤0.01%
143,190
+6,900
+5% +$67.2K
TIVO
1993
DELISTED
TIVO INC
TIVO
$1.49M ﹤0.01%
119,341
+1,749
+1% +$20.2K
CALM icon
1994
Cal-Maine
CALM
$4.42B
$1.48M ﹤0.01%
61,558
+302
+0.5% +$7.33K
AXLL
1995
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$1.48M ﹤0.01%
39,139
-8,170
-17% -$341K
BEE
1996
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$1.48M ﹤0.01%
170,116
+10,636
+7% +$92.7K
PTP
1997
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
$1.48M ﹤0.01%
24,710
+1,478
+6% +$86.6K
WIW
1998
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$507M
$1.47M ﹤0.01%
126,793
-65,345
-34% -$763K
ENOC
1999
DELISTED
EnerNOC, Inc.
ENOC
$1.47M ﹤0.01%
98,084
+13,476
+16% +$203K
ACAT
2000
DELISTED
Arctic Cat Inc
ACAT
$1.47M ﹤0.01%
25,724
+2,653
+11% +$144K
78 79
80
81 82

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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.