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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
GPRE icon
1526
Green Plains
GPRE
$1.15B
$2.53M 0.01%
157,381
+50,591
+47% +$817K
ALE
1527
DELISTED
Allete
ALE
$2.52M 0.01%
52,257
+257
+0.5% +$12.8K
RAMP icon
1528
LiveRamp
RAMP
$2.3B
$2.52M 0.01%
88,757
-35,809
-29% -$919K
STSA
1529
DELISTED
STERLING FINL CORP (WA) COM NEW
STSA
$2.51M 0.01%
87,750
-22,084
-20% -$585K
SIX
1530
DELISTED
Six Flags Entertainment Corp.
SIX
$2.51M 0.01%
74,364
+9,294
+14% +$329K
FFG
1531
DELISTED
FBL Financial Group
FFG
$2.51M 0.01%
55,964
+1,874
+3% +$83.6K
TK icon
1532
Teekay
TK
$982M
$2.51M 0.01%
58,734
+7,813
+15% +$314K
SDRL
1533
DELISTED
Seadrill Limited Common Stock
SDRL
$2.51M 0.01%
208
+133
+177% +$1.57M
JSN
1534
DELISTED
NUVEEN EQUITY PREMIUM OPPORTUNITY FUND
JSN
$2.51M 0.01%
208,227
+70,167
+51% +$865K
NAFC
1535
DELISTED
NASH FINCH CO
NAFC
$2.5M 0.01%
94,851
+62
+0.1% +$1.55K
JBLU icon
1536
JetBlue
JBLU
$2.21B
$2.5M 0.01%
375,390
+1,311
+0.4% +$8.47K
SSI
1537
DELISTED
Stage Stores Inc
SSI
$2.49M 0.01%
129,757
+15,276
+13% +$336K
GPK icon
1538
Graphic Packaging
GPK
$3.43B
$2.49M 0.01%
290,645
-52,967
-15% -$453K
LFC
1539
DELISTED
China Life Insurance Company Ltd.
LFC
$2.49M 0.01%
192,111
+20,277
+12% +$254K
GEO icon
1540
The GEO Group
GEO
$4.11B
$2.49M 0.01%
112,203
+3,828
+4% +$85.8K
PNFP icon
1541
Pinnacle Financial Partners Inc
PNFP
$15.8B
$2.48M 0.01%
83,348
+6,363
+8% +$182K
GLBR
1542
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
$2.48M 0.01%
12,571
+3,569
+40% +$642K
PVTB
1543
DELISTED
PrivateBancorp Inc
PVTB
$2.48M 0.01%
115,949
-53,693
-32% -$1.23M
TTEC icon
1544
TTEC Holdings
TTEC
$118M
$2.48M 0.01%
98,840
+9,979
+11% +$247K
LVNTA
1545
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$2.48M 0.01%
114,294
-6,898
-6% -$148K
HUBG icon
1546
HUB Group
HUBG
$2.94B
$2.48M 0.01%
126,158
+5,048
+4% +$95.9K
SAFT icon
1547
Safety Insurance
SAFT
$1.51B
$2.47M 0.01%
46,677
+3,358
+8% +$176K
WDFC icon
1548
WD-40
WDFC
$3.14B
$2.47M 0.01%
38,054
+1,899
+5% +$113K
CSGS
1549
DELISTED
CSG Systems International
CSGS
$2.47M 0.01%
98,561
+4,751
+5% +$114K
NWBI icon
1550
Northwest Bancshares
NWBI
$2.34B
$2.47M 0.01%
186,645
+3,515
+2% +$48.4K
60 61
62
63 64

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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.