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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
ORB
1301
DELISTED
ORBITAL SCIENCES CORP
ORB
$3.16M 0.01%
149,149
-12,516
-8% -$236K
HEES
1302
DELISTED
H&E Equipment Services
HEES
$3.16M 0.01%
118,823
+42,229
+55% +$1M
ALR
1303
DELISTED
Alere Inc
ALR
$3.16M 0.01%
103,240
+4,638
+5% +$141K
MGLN
1304
DELISTED
Magellan Health Services, Inc.
MGLN
$3.15M 0.01%
52,621
+8,255
+19% +$478K
FCNCA icon
1305
First Citizens BancShares
FCNCA
$24.3B
$3.15M 0.01%
15,329
+502
+3% +$103K
WLK icon
1306
Westlake Corp
WLK
$9.27B
$3.15M 0.01%
60,168
-7,002
-10% -$357K
BCH icon
1307
Banco de Chile
BCH
$20.9B
$3.14M 0.01%
115,360
+8,495
+8% +$220K
PLXS icon
1308
Plexus
PLXS
$6.78B
$3.14M 0.01%
84,433
-2,773
-3% -$94.3K
UIL
1309
DELISTED
UIL HOLDINGS
UIL
$3.14M 0.01%
84,380
+903
+1% +$34.9K
AAN.A
1310
DELISTED
The Aaron's Company Inc Class A
AAN.A
$3.13M 0.01%
112,852
-17,972
-14% -$498K
WBC
1311
DELISTED
WABCO HOLDINGS INC.
WBC
$3.13M 0.01%
37,087
-1,868
-5% -$150K
NTRI
1312
DELISTED
NutriSystem, Inc.
NTRI
$3.13M 0.01%
217,313
+35,578
+20% +$444K
DRYS
1313
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
FDML
1314
DELISTED
Federal-Mogul Holdings Corporation
FDML
$3.12M 0.01%
185,805
-64,917
-26% -$972K
DKS icon
1315
Dick's Sporting Goods
DKS
$18.4B
$3.12M 0.01%
58,392
-1,979
-3% -$99.8K
FCH
1316
DELISTED
Felcor Lodging Trust
FCH
$3.12M 0.01%
505,975
+1,176
+0.2% +$7.05K
IGD
1317
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$506M
$3.11M 0.01%
344,555
-67,771
-16% -$636K
WCG
1318
DELISTED
Wellcare Health Plans, Inc.
WCG
$3.11M 0.01%
44,597
+1,624
+4% +$104K
LNW
1319
DELISTED
Light & Wonder
LNW
$3.11M 0.01%
192,143
+6,680
+4% +$94.4K
KEP icon
1320
Korea Electric Power
KEP
$15.7B
$3.1M 0.01%
220,791
+16,298
+8% +$213K
CKH
1321
DELISTED
Seacor Holdings Inc.
CKH
$3.1M 0.01%
35,427
+1,751
+5% +$147K
CKP
1322
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$3.09M 0.01%
184,924
-32,370
-15% -$519K
IART icon
1323
Integra LifeSciences
IART
$1.52B
$3.08M 0.01%
187,385
+11,662
+7% +$187K
CGNX icon
1324
Cognex
CGNX
$10.2B
$3.08M 0.01%
196,870
+1,234
+0.6% +$17.3K
HHS icon
1325
Harte-Hanks
HHS
$17.9M
$3.08M 0.01%
34,884
+1,519
+5% +$139K
51 52
53
54 55

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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.