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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
AKS
1576
DELISTED
AK Steel Holding Corp
AKS
$2.42M 0.01%
643,978
-52,298
-8% -$186K
RDN icon
1577
Radian Group
RDN
$5.22B
$2.41M 0.01%
172,999
-80,431
-32% -$1.07M
SSP icon
1578
E.W. Scripps
SSP
$282M
$2.4M 0.01%
147,220
+19,532
+15% +$281K
WRLD icon
1579
World Acceptance Corp
WRLD
$880M
$2.4M 0.01%
26,659
+1,707
+7% +$145K
WSBC icon
1580
WesBanco
WSBC
$4.03B
$2.4M 0.01%
80,555
+1,807
+2% +$52.8K
BWLD
1581
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$2.4M 0.01%
21,539
+2,142
+11% +$225K
LHO
1582
DELISTED
LaSalle Hotel Properties
LHO
$2.39M 0.01%
83,790
+3,718
+5% +$101K
CHU
1583
DELISTED
China Unicom (HONG KONG) Limited
CHU
$2.39M 0.01%
154,888
-13,363
-8% -$200K
IMKTA icon
1584
Ingles Markets
IMKTA
$1.71B
$2.38M 0.01%
82,955
+5,634
+7% +$151K
RDUS
1585
DELISTED
Radius Recycling
RDUS
$2.38M 0.01%
86,621
+1,386
+2% +$36.3K
WTFC icon
1586
Wintrust Financial
WTFC
$10.9B
$2.37M 0.01%
57,720
-120
-0.2% -$4.88K
SNV
1587
DELISTED
Synovus
SNV
$2.37M 0.01%
102,550
-26,633
-21% -$607K
CAL icon
1588
Caleres
CAL
$447M
$2.37M 0.01%
100,901
-1,494
-1% -$34.8K
SJI
1589
DELISTED
South Jersey Industries, Inc.
SJI
$2.37M 0.01%
80,732
+908
+1% +$26.8K
RLJ icon
1590
RLJ Lodging Trust
RLJ
$1.89B
$2.36M 0.01%
100,414
+53,375
+113% +$1.26M
CNMD icon
1591
CONMED
CNMD
$1.33B
$2.36M 0.01%
69,430
-969
-1% -$31.6K
ODFL icon
1592
Old Dominion Freight Line
ODFL
$47.1B
$2.36M 0.01%
153,819
-229,857
-60% -$3.42M
WMK icon
1593
Weis Markets
WMK
$1.9B
$2.36M 0.01%
48,179
-3,994
-8% -$195K
NP
1594
DELISTED
Neenah, Inc. Common Stock
NP
$2.36M 0.01%
59,962
-277
-0.5% -$10.4K
FNB icon
1595
FNB Corp
FNB
$6.81B
$2.36M 0.01%
194,251
+3,894
+2% +$48.9K
FFBC icon
1596
First Financial Bancorp
FFBC
$3.55B
$2.35M 0.01%
155,037
+4,647
+3% +$73K
JNY
1597
DELISTED
JONES GROUP INC COM STK (PA)
JNY
$2.35M 0.01%
156,673
-9,576
-6% -$150K
MW
1598
DELISTED
THE MENS WAREHOUSE INC
MW
$2.35M 0.01%
69,032
+1,981
+3% +$75.1K
TCBI icon
1599
Texas Capital Bancshares
TCBI
$4.29B
$2.35M 0.01%
51,160
-4,593
-8% -$211K
FCF icon
1600
First Commonwealth Financial
FCF
$2.17B
$2.34M 0.01%
308,872
+7,852
+3% +$59.7K
62 63
64
65 66

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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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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.