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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
ILG
1701
DELISTED
ILG, Inc Common Stock
ILG
$2.14M 0.01%
90,722
+6,806
+8% +$150K
ALGT icon
1702
Allegiant Air
ALGT
$2.73B
$2.14M 0.01%
20,339
-7,670
-27% -$757K
EVR icon
1703
Evercore
EVR
$13.2B
$2.14M 0.01%
43,523
+7,558
+21% +$348K
KOP icon
1704
Koppers
KOP
$965M
$2.14M 0.01%
50,223
+1,563
+3% +$61.6K
ENB icon
1705
Enbridge
ENB
$121B
$2.14M 0.01%
51,301
+2,696
+6% +$115K
MUE
1706
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.14M 0.01%
169,941
+47,301
+39% +$589K
JOSB
1707
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
$2.14M 0.01%
48,663
+2,046
+4% +$85.6K
HIBB
1708
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.13M 0.01%
38,057
+128
+0.3% +$7.17K
AD
1709
Array Digital Infrastructure
AD
$3.03B
$2.13M 0.01%
46,819
+5,832
+14% +$242K
NC icon
1710
NACCO Industries
NC
$359M
$2.13M 0.01%
168,318
+34,172
+25% +$454K
PLCE icon
1711
Children's Place
PLCE
$55.8M
$2.13M 0.01%
36,818
-2,829
-7% -$155K
IRM icon
1712
Iron Mountain
IRM
$37.4B
$2.12M 0.01%
85,017
-7,709
-8% -$196K
BNA
1713
DELISTED
BLACKROCK INCOME OPPORTUNITY TRUST INC
BNA
$2.12M 0.01%
214,048
+27,061
+14% +$265K
PMC
1714
DELISTED
PharMerica Corporation
PMC
$2.12M 0.01%
159,542
+22,483
+16% +$303K
PLKI
1715
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$2.12M 0.01%
48,571
+15,488
+47% +$615K
HIW icon
1716
Highwoods Properties
HIW
$3.71B
$2.12M 0.01%
59,918
+12,904
+27% +$459K
DVYE icon
1717
iShares Emerging Markets Dividend ETF
DVYE
$1.2B
$2.12M 0.01%
42,609
-33,296
-44% -$1.63M
GIL icon
1718
Gildan
GIL
$9.58B
$2.12M 0.01%
91,078
+2,264
+3% +$50.7K
NWN icon
1719
Northwest Natural Holdings
NWN
$2.18B
$2.11M 0.01%
50,367
+341
+0.7% +$14.5K
MFL
1720
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$2.11M 0.01%
161,033
-7,513
-4% -$96.1K
WSFS icon
1721
WSFS Financial
WSFS
$4.2B
$2.11M 0.01%
105,024
+3,837
+4% +$76.8K
IDT icon
1722
IDT Corp
IDT
$1.69B
$2.11M 0.01%
168,168
+9,916
+6% +$120K
LL
1723
DELISTED
LL Flooring Holdings, Inc.
LL
$2.11M 0.01%
19,744
-3,349
-15% -$325K
MIDD icon
1724
Middleby
MIDD
$6.11B
$2.1M 0.01%
30,213
+3,876
+15% +$249K
RT
1725
DELISTED
Ruby Tuesday Georgia
RT
$2.1M 0.01%
280,590
+89,176
+47% +$711K
67 68
69
70 71

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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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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.