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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
HRC
1401
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$2.84M 0.01%
79,371
+29
+0% +$1.03K
FULT icon
1402
Fulton Financial
FULT
$4.73B
$2.84M 0.01%
242,798
-18,704
-7% -$228K
AF
1403
DELISTED
Astoria Financial Corporation
AF
$2.83M 0.01%
227,774
-35,918
-14% -$444K
PAM icon
1404
Pampa Energía
PAM
$4.54B
$2.83M 0.01%
566,581
-8,927
-2% -$33.2K
CHCO icon
1405
City Holding Co
CHCO
$2.06B
$2.83M 0.01%
65,484
+1,287
+2% +$55.4K
MCRS
1406
DELISTED
MICROS SYSTEMS INC
MCRS
$2.83M 0.01%
56,691
+4,965
+10% +$241K
FFIN icon
1407
First Financial Bankshares
FFIN
$5.03B
$2.83M 0.01%
192,264
-8,540
-4% -$127K
RY icon
1408
Royal Bank of Canada
RY
$294B
$2.83M 0.01%
44,026
-261
-0.6% -$16.2K
EE
1409
DELISTED
El Paso Electric Company
EE
$2.83M 0.01%
84,650
-4,475
-5% -$160K
MATW icon
1410
Matthews International
MATW
$907M
$2.82M 0.01%
73,949
+3,321
+5% +$128K
MTN icon
1411
Vail Resorts
MTN
$5.45B
$2.81M 0.01%
40,504
-10,788
-21% -$730K
MTZ icon
1412
MasTec
MTZ
$24.7B
$2.81M 0.01%
92,755
-5,714
-6% -$188K
AGRO icon
1413
Adecoagro
AGRO
$1.43B
$2.81M 0.01%
378,947
+50,332
+15% +$344K
DIN icon
1414
Dine Brands
DIN
$454M
$2.81M 0.01%
40,698
+6,744
+20% +$463K
BGFV
1415
DELISTED
Big 5 Sporting Goods
BGFV
$2.81M 0.01%
174,212
+25,668
+17% +$503K
DY icon
1416
Dycom Industries
DY
$12B
$2.8M 0.01%
100,176
-9,611
-9% -$251K
COLB icon
1417
Columbia Banking Systems
COLB
$8.85B
$2.8M 0.01%
113,403
-4,837
-4% -$119K
WEN icon
1418
Wendy's
WEN
$1.45B
$2.8M 0.01%
330,179
-35,274
-10% -$264K
BTM
1419
DELISTED
OI S.A. SPON ADR REPSTG 3 PFD SHS (BRA)
BTM
$2.8M 0.01%
1,521,100
-42,711
-3% -$78.6K
TRGP icon
1420
Targa Resources
TRGP
$55.9B
$2.79M 0.01%
38,311
-10,471
-21% -$723K
SSB icon
1421
SouthState Bank Corp
SSB
$10.3B
$2.79M 0.01%
+50,655
New +$2.78M
CPL
1422
DELISTED
CPFL Energia S.A.
CPL
$2.79M 0.01%
171,343
+1,539
+0.9% +$25.8K
CHMT
1423
DELISTED
Chemtura Corporation
CHMT
$2.79M 0.01%
121,455
-814
-0.7% -$18.4K
CXW icon
1424
CoreCivic
CXW
$3.06B
$2.79M 0.01%
80,794
-46,402
-36% -$1.56M
ENTG icon
1425
Entegris
ENTG
$18.3B
$2.79M 0.01%
274,386
+6,829
+3% +$66.1K
55 56
57
58 59

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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.