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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
NAVG
1451
DELISTED
Navigators Group Inc
NAVG
$2.73M 0.01%
94,544
+5,836
+7% +$168K
ELN
1452
DELISTED
ELAN CORP ADS(RP1 ORD4IRISH PN
ELN
$2.73M 0.01%
175,173
+4,778
+3% +$72K
IPCC
1453
DELISTED
Infinity Property & Casualty C
IPCC
$2.73M 0.01%
42,216
+1,552
+4% +$98.3K
NBTB icon
1454
NBT Bancorp
NBTB
$2.75B
$2.73M 0.01%
118,598
+3,610
+3% +$80.7K
OMCL icon
1455
Omnicell
OMCL
$1.95B
$2.72M 0.01%
115,053
+33,863
+42% +$755K
NPBC
1456
DELISTED
NATL PENN BANCSHARES INC
NPBC
$2.71M 0.01%
269,771
+8,072
+3% +$85.3K
CVI icon
1457
CVR Energy
CVI
$3.34B
$2.71M 0.01%
70,321
+9,986
+17% +$438K
CSH
1458
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$2.71M 0.01%
131,861
-8,686
-6% -$173K
GLD icon
1459
SPDR Gold Trust
GLD
$131B
$2.7M 0.01%
21,076
-11,066
-34% -$1.42M
SPTN
1460
DELISTED
SpartanNash
SPTN
$2.68M 0.01%
121,458
+4,525
+4% +$94.9K
SYKE
1461
DELISTED
SYKES Enterprises Inc
SYKE
$2.68M 0.01%
149,569
+7,507
+5% +$130K
SM icon
1462
SM Energy
SM
$7.09B
$2.67M 0.01%
34,614
-4,044
-10% -$280K
WBS icon
1463
Webster Financial
WBS
$12.5B
$2.67M 0.01%
104,665
-19,233
-16% -$512K
SIVB
1464
DELISTED
SVB Financial Group
SIVB
$2.67M 0.01%
30,913
-2,250
-7% -$194K
AMED
1465
DELISTED
Amedisys
AMED
$2.67M 0.01%
155,068
+42,810
+38% +$635K
KNL
1466
DELISTED
Knoll, Inc.
KNL
$2.67M 0.01%
157,579
+11,572
+8% +$186K
MDR
1467
DELISTED
McDermott International
MDR
$2.66M 0.01%
119,511
+1,099
+0.9% +$26.1K
UBSI icon
1468
United Bankshares
UBSI
$6.66B
$2.66M 0.01%
91,838
-45
-0% -$1.28K
PRI icon
1469
Primerica
PRI
$10.1B
$2.66M 0.01%
65,949
-234
-0.4% -$9.27K
SHO icon
1470
Sunstone Hotel Investors
SHO
$2.2B
$2.65M 0.01%
208,390
-30,187
-13% -$386K
CXT icon
1471
Crane NXT
CXT
$3.1B
$2.65M 0.01%
123,814
+6,843
+6% +$145K
UPL
1472
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$2.65M 0.01%
128,898
+20,037
+18% +$422K
RDEN
1473
DELISTED
ELIZABETH ARDEN INC
RDEN
$2.65M 0.01%
71,769
-260
-0.4% -$10.2K
AOS icon
1474
A.O. Smith
AOS
$8.79B
$2.65M 0.01%
117,206
+6,506
+6% +$136K
EWBC icon
1475
East-West Bancorp
EWBC
$18B
$2.65M 0.01%
82,920
-2,861
-3% -$86.5K
57 58
59
60 61

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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.