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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
GG
1651
DELISTED
Goldcorp Inc
GG
$2.26M 0.01%
86,732
+51,395
+145% +$1.42M
PLCM
1652
DELISTED
POLYCOM INC
PLCM
$2.25M 0.01%
206,400
+7,432
+4% +$77.5K
WABC icon
1653
Westamerica Bancorp
WABC
$1.39B
$2.25M 0.01%
45,269
+7,302
+19% +$353K
EHI
1654
Western Asset Global High Income Fund
EHI
$175M
$2.25M 0.01%
182,230
+96,216
+112% +$1.15M
BGC icon
1655
BGC Group
BGC
$5.73B
$2.25M 0.01%
620,314
-25,448
-4% -$97.7K
SHLM
1656
DELISTED
Schulman (A.) Inc
SHLM
$2.25M 0.01%
76,336
-22,077
-22% -$614K
FSL
1657
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$2.25M 0.01%
135,033
+19,885
+17% +$306K
INDB icon
1658
Independent Bank
INDB
$4.1B
$2.24M 0.01%
62,855
+1,933
+3% +$70.4K
MT icon
1659
ArcelorMittal
MT
$50.7B
$2.24M 0.01%
71,729
+25,143
+54% +$754K
WIT icon
1660
Wipro
WIT
$19B
$2.24M 0.01%
1,164,976
-130,645
-10% -$220K
TQNT
1661
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
$2.23M 0.01%
275,013
+48,736
+22% +$372K
BRE
1662
DELISTED
BRE PROPERTIES INC CL A
BRE
$2.23M 0.01%
43,995
+3,877
+10% +$196K
RHP icon
1663
Ryman Hospitality Properties
RHP
$8.58B
$2.23M 0.01%
64,647
+10,232
+19% +$365K
NNI icon
1664
Nelnet
NNI
$4.92B
$2.23M 0.01%
58,004
+2,374
+4% +$91.7K
AWR icon
1665
American States Water
AWR
$3.45B
$2.23M 0.01%
80,879
-2,911
-3% -$83.1K
GVA icon
1666
Granite Construction
GVA
$5.31B
$2.23M 0.01%
72,837
-2,917
-4% -$88.2K
HSII
1667
DELISTED
Heidrick & Struggles
HSII
$2.23M 0.01%
116,914
+23,591
+25% +$381K
CRR
1668
DELISTED
Carbo Ceramics Inc.
CRR
$2.23M 0.01%
22,469
+8,287
+58% +$704K
EPL
1669
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
$2.23M 0.01%
60,022
-10,508
-15% -$351K
MGRC icon
1670
McGrath RentCorp
MGRC
$2.95B
$2.23M 0.01%
62,333
+2,891
+5% +$101K
SSD icon
1671
Simpson Manufacturing
SSD
$8.16B
$2.22M 0.01%
68,267
+1,557
+2% +$49.4K
BRKL
1672
DELISTED
Brookline Bancorp
BRKL
$2.22M 0.01%
236,127
+10,978
+5% +$104K
IRS
1673
IRSA Inversiones y Representaciones
IRS
$1.3B
$2.21M 0.01%
257,715
-5,938
-2% -$46.3K
SBRA icon
1674
Sabra Healthcare REIT
SBRA
$5.61B
$2.21M 0.01%
96,096
+8,395
+10% +$207K
NUVA
1675
DELISTED
NuVasive, Inc.
NUVA
$2.21M 0.01%
90,266
+13,589
+18% +$334K
65 66
67
68 69

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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.