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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
PRLB icon
2101
Protolabs
PRLB
$1.78B
$1.32M ﹤0.01%
17,343
-1,664
-9% -$115K
AZPN
2102
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$1.32M ﹤0.01%
38,335
+7,498
+24% +$259K
FBR
2103
DELISTED
Fibria Celulose Sa
FBR
$1.32M ﹤0.01%
114,694
+15,850
+16% +$183K
H icon
2104
Hyatt Hotels
H
$17.8B
$1.32M ﹤0.01%
30,672
+1,612
+6% +$70.7K
MRC
2105
DELISTED
MRC Global
MRC
$1.32M ﹤0.01%
49,165
+13,203
+37% +$352K
VG
2106
DELISTED
Vonage Holdings Corporation
VG
$1.32M ﹤0.01%
419,890
+2,499
+0.6% +$7.85K
MOVE
2107
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
$1.32M ﹤0.01%
77,575
+4,103
+6% +$59.2K
CDP icon
2108
COPT Defense Properties
CDP
$4.34B
$1.31M ﹤0.01%
56,940
-8,740
-13% -$218K
UCB
2109
United Community Banks
UCB
$4.27B
$1.31M ﹤0.01%
87,677
+947
+1% +$13.8K
NWLIA
2110
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
$1.31M ﹤0.01%
6,513
+308
+5% +$62.1K
DNKN
2111
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.31M ﹤0.01%
29,017
-106
-0.4% -$4.65K
PCH
2112
DELISTED
PotlatchDeltic
PCH
$1.31M ﹤0.01%
32,911
-3,601
-10% -$148K
MENT
2113
DELISTED
Mentor Graphics Corp
MENT
$1.31M ﹤0.01%
55,877
+23,788
+74% +$510K
ELNK
2114
DELISTED
EarthLink Holdings Corp.
ELNK
$1.31M ﹤0.01%
263,812
-16,021
-6% -$89.5K
CCH
2115
DELISTED
COCA-COLA HBC AG SPONSORED ADR(SWITZERLAND)
CCH
$1.3M ﹤0.01%
43,697
+13,146
+43% +$362K
BUI icon
2116
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$731M
$1.3M ﹤0.01%
74,612
+22,634
+44% +$400K
SIRO
2117
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$1.3M ﹤0.01%
19,444
-1,605
-8% -$108K
PANW icon
2118
Palo Alto Networks
PANW
$260B
$1.3M ﹤0.01%
170,208
+91,140
+115% +$719K
DJP icon
2119
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$786M
$1.3M ﹤0.01%
34,854
+21,156
+154% +$797K
HHH icon
2120
Howard Hughes
HHH
$4B
$1.3M ﹤0.01%
12,126
+483
+4% +$50.5K
ENLC
2121
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$1.3M ﹤0.01%
62,175
-14,606
-19% -$296K
EPAY
2122
DELISTED
Bottomline Technologies Inc
EPAY
$1.3M ﹤0.01%
46,591
+6,977
+18% +$199K
ABV.C
2123
DELISTED
COMPANHIA BEBIDA ADS EACH RPTNG 1 COM SH)
ABV.C
$1.3M ﹤0.01%
33,476
+5,485
+20% +$201K
COCO
2124
DELISTED
CORINTHIAN COLLEGES INC
COCO
$1.29M ﹤0.01%
587,504
-112,146
-16% -$260K
CROX icon
2125
Crocs
CROX
$6.75B
$1.29M ﹤0.01%
95,029
+51,791
+120% +$752K
83 84
85
86 87

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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.