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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
NSIT icon
1801
Insight Enterprises
NSIT
$3.77B
$1.92M 0.01%
101,252
-4,863
-5% -$97.9K
NICE icon
1802
Nice
NICE
$5.94B
$1.91M 0.01%
46,113
+4,906
+12% +$189K
ELP
1803
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.91M 0.01%
341,290
+67,237
+25% +$347K
ROS
1804
DELISTED
ROSTELEKOM
ROS
$1.9M 0.01%
101,589
-46,466
-31% -$871K
MEOH icon
1805
Methanex
MEOH
$4.12B
$1.9M 0.01%
37,092
+5,448
+17% +$259K
HTSI
1806
DELISTED
HARRIS TEETER SUPERMARKETS INC COM STK (NC)
HTSI
$1.9M 0.01%
38,601
+6,134
+19% +$301K
VMI icon
1807
Valmont Industries
VMI
$9.33B
$1.9M 0.01%
13,664
-1,465
-10% -$209K
WKC icon
1808
World Kinect Corp
WKC
$2.06B
$1.9M 0.01%
50,884
-27,855
-35% -$1.07M
UEIC icon
1809
Universal Electronics
UEIC
$58.1M
$1.9M 0.01%
52,602
+12,821
+32% +$404K
ARTC
1810
DELISTED
ARTHROCARE CORP
ARTC
$1.9M 0.01%
53,248
+3,613
+7% +$126K
XCO
1811
DELISTED
Exco Resources
XCO
$1.89M 0.01%
18,925
-1,469
-7% -$169K
UNFI icon
1812
United Natural Foods
UNFI
$3.07B
$1.89M 0.01%
28,110
+899
+3% +$54.7K
SLGN icon
1813
Silgan Holdings
SLGN
$5.07B
$1.89M 0.01%
80,320
+2,044
+3% +$49.1K
SFNC icon
1814
Simmons First National
SFNC
$3.39B
$1.88M 0.01%
121,180
+6,334
+6% +$86.9K
CHRD icon
1815
Chord Energy
CHRD
$7.25B
$1.88M 0.01%
38,324
+3,459
+10% +$145K
BGG
1816
DELISTED
Briggs & Stratton Corp.
BGG
$1.88M 0.01%
93,428
+3,837
+4% +$77.4K
RBBN icon
1817
Ribbon Communications
RBBN
$361M
$1.88M 0.01%
111,254
+14,030
+14% +$238K
FSP
1818
Franklin Street Properties
FSP
$50.1M
$1.87M 0.01%
147,116
+6,035
+4% +$78.5K
EMLC icon
1819
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
$1.87M 0.01%
+38,526
New +$1.87M
PB icon
1820
Prosperity Bancshares
PB
$8.82B
$1.87M 0.01%
30,228
-69
-0.2% -$4.1K
EQY
1821
DELISTED
Equity One
EQY
$1.87M 0.01%
85,500
+4,957
+6% +$112K
BRO icon
1822
Brown & Brown
BRO
$24.6B
$1.87M 0.01%
116,312
+3,952
+4% +$64.5K
EFOR
1823
Everforth Inc
EFOR
$953M
$1.87M 0.01%
56,547
-509
-0.9% -$15.8K
UUP icon
1824
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
$1.87M 0.01%
+86,265
New +$1.91M
LPX icon
1825
Louisiana-Pacific
LPX
$5.35B
$1.86M 0.01%
105,985
-91,262
-46% -$1.51M
71 72
73
74 75

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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.