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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
CATY icon
1826
Cathay General Bancorp
CATY
$4.25B
$1.86M 0.01%
79,734
+2,725
+4% +$63K
DORM icon
1827
Dorman Products
DORM
$4.28B
$1.86M 0.01%
37,512
+441
+1% +$21.6K
FRME icon
1828
First Merchants
FRME
$2.74B
$1.85M 0.01%
106,997
+10,814
+11% +$194K
NCMI icon
1829
National CineMedia
NCMI
$371M
$1.85M 0.01%
9,825
+605
+7% +$110K
DVR
1830
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
$1.85M 0.01%
903,582
+230,978
+34% +$478K
RUSHA icon
1831
Rush Enterprises Class A
RUSHA
$6.13B
$1.85M 0.01%
157,140
+1,496
+1% +$17.2K
DCOM
1832
DELISTED
Dime Community Bancshares
DCOM
$1.85M 0.01%
111,052
+180
+0.2% +$3.03K
HA
1833
DELISTED
Hawaiian Holdings, Inc.
HA
$1.85M 0.01%
248,155
-66,468
-21% -$475K
MEG
1834
DELISTED
Media General, Inc
MEG
$1.85M 0.01%
129,476
+103,092
+391% +$1.14M
SXI icon
1835
Standex International
SXI
$3.56B
$1.84M 0.01%
31,053
-203
-0.6% -$11.7K
KMT icon
1836
Kennametal
KMT
$2.71B
$1.84M 0.01%
40,417
-1,402
-3% -$60.9K
CVLT icon
1837
Commault Systems
CVLT
$4.97B
$1.84M 0.01%
20,955
+897
+4% +$75.1K
SCL icon
1838
Stepan Co
SCL
$1.32B
$1.84M 0.01%
31,867
+1,619
+5% +$93.8K
PDM
1839
Piedmont Realty Trust
PDM
$1.2B
$1.83M 0.01%
105,686
-96,303
-48% -$1.72M
CBST
1840
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
$1.83M 0.01%
28,826
-404
-1% -$24.4K
POST icon
1841
Post Holdings
POST
$4.27B
$1.83M 0.01%
69,250
-4,138
-6% -$121K
UFCS icon
1842
United Fire Group
UFCS
$1.35B
$1.82M ﹤0.01%
59,776
-6,951
-10% -$200K
NXZ
1843
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$1.82M ﹤0.01%
140,437
+52,277
+59% +$671K
WERN icon
1844
Werner Enterprises
WERN
$2.3B
$1.82M ﹤0.01%
77,929
+16,302
+26% +$390K
ASTE icon
1845
Astec Industries
ASTE
$1.26B
$1.8M ﹤0.01%
50,191
+6,821
+16% +$243K
INCY icon
1846
Incyte
INCY
$26B
$1.8M ﹤0.01%
47,303
+9,114
+24% +$269K
RJET
1847
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$1.8M ﹤0.01%
151,667
+23,134
+18% +$286K
AMSF icon
1848
AMERISAFE
AMSF
$573M
$1.8M ﹤0.01%
50,710
+1,515
+3% +$52.9K
JFR icon
1849
Nuveen Floating Rate Income Fund
JFR
$1.23B
$1.8M ﹤0.01%
150,466
+80,051
+114% +$980K
CAVM
1850
DELISTED
Cavium, Inc.
CAVM
$1.79M ﹤0.01%
43,391
+3,623
+9% +$136K
72 73
74
75 76

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MCM
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PSUF
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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.