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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
SID icon
1101
Companhia Siderúrgica Nacional
SID
$1.49B
$4.08M 0.01%
955,348
-201,738
-17% -$690K
BECN
1102
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.08M 0.01%
110,520
+673
+0.6% +$25.7K
MEI icon
1103
Methode Electronics
MEI
$542M
$4.07M 0.01%
145,494
+6,352
+5% +$134K
IDA icon
1104
Idacorp
IDA
$8.2B
$4.07M 0.01%
84,059
+1,298
+2% +$64.6K
CNI icon
1105
Canadian National Railway
CNI
$78B
$4.06M 0.01%
80,084
+10,710
+15% +$529K
BBAR icon
1106
BBVA Argentina
BBAR
$3.92B
$4.05M 0.01%
611,572
-33,575
-5% -$164K
AEL
1107
DELISTED
American Equity Investment Life Holding Company
AEL
$4.05M 0.01%
191,022
-7,332
-4% -$140K
BRKR icon
1108
Bruker
BRKR
$9.14B
$4.04M 0.01%
195,769
-206
-0.1% -$3.94K
CNW
1109
DELISTED
CON-WAY INC.
CNW
$4.04M 0.01%
93,769
-3,039
-3% -$129K
STEI
1110
DELISTED
STEWART ENTERPRISES INC CL-A
STEI
$4.04M 0.01%
307,121
+76,977
+33% +$1.01M
BGY icon
1111
BlackRock Enhanced International Dividend Trust
BGY
$515M
$4.04M 0.01%
524,348
+6,109
+1% +$46.7K
ICON
1112
DELISTED
Iconix Brand Group, Inc.
ICON
$4.04M 0.01%
12,146
+1,649
+16% +$540K
EXR icon
1113
Extra Space Storage
EXR
$31.3B
$4.03M 0.01%
88,068
-1,880
-2% -$81.4K
WTS icon
1114
Watts Water Technologies
WTS
$11.5B
$4.03M 0.01%
71,436
+13,334
+23% +$709K
BKH icon
1115
Black Hills Corp
BKH
$5.68B
$4.02M 0.01%
80,618
+410
+0.5% +$20.8K
OC icon
1116
Owens Corning
OC
$11.6B
$4.01M 0.01%
105,631
-16,689
-14% -$651K
X
1117
DELISTED
US Steel
X
$4.01M 0.01%
194,791
+6,980
+4% +$131K
CLR
1118
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$4.01M 0.01%
74,782
+5,156
+7% +$247K
CQB
1119
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
$4M 0.01%
316,036
+12,030
+4% +$150K
EPAC icon
1120
Enerpac Tool Group
EPAC
$1.78B
$3.99M 0.01%
102,740
+35,190
+52% +$1.28M
MDP
1121
DELISTED
Meredith Corporation
MDP
$3.99M 0.01%
83,738
+6,442
+8% +$299K
SWX icon
1122
Southwest Gas
SWX
$6.66B
$3.98M 0.01%
79,646
+5,637
+8% +$273K
ESND
1123
DELISTED
Essendant Inc.
ESND
$3.98M 0.01%
91,646
+5,654
+7% +$230K
RAX
1124
DELISTED
Rackspace Hosting Inc
RAX
$3.97M 0.01%
75,313
+34,811
+86% +$1.61M
GTAT
1125
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
$3.97M 0.01%
466,945
-115,093
-20% -$686K
43 44
45
46 47

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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.