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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
PIV
1876
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$1.73M ﹤0.01%
+92,253
New +$1.73M
KFRC icon
1877
Kforce
KFRC
$1.04B
$1.73M ﹤0.01%
97,569
+6,076
+7% +$100K
VOYA icon
1878
Voya Financial
VOYA
$9.07B
$1.73M ﹤0.01%
+59,101
New +$1.77M
AEIS icon
1879
Advanced Energy
AEIS
$10.9B
$1.73M ﹤0.01%
98,514
+9,862
+11% +$194K
CVA
1880
DELISTED
Covanta Holding Corporation
CVA
$1.73M ﹤0.01%
80,671
+23,223
+40% +$488K
DPG
1881
Duff & Phelps Utility and Infrastructure Fund
DPG
$532M
$1.72M ﹤0.01%
92,097
+18,354
+25% +$343K
LAYN
1882
DELISTED
Layne Christensen Co
LAYN
$1.72M ﹤0.01%
86,310
+8,630
+11% +$170K
CUZ icon
1883
Cousins Properties
CUZ
$5.22B
$1.72M ﹤0.01%
59,273
+10,459
+21% +$304K
CRH icon
1884
CRH
CRH
$69.1B
$1.72M ﹤0.01%
71,043
+4,338
+7% +$95.6K
FIA
1885
DELISTED
FIAT SPA NEW ADS REP 1 ORD SH
FIA
$1.71M ﹤0.01%
213,675
+12,861
+6% +$103K
AEGN
1886
DELISTED
Aegion Corp
AEGN
$1.71M ﹤0.01%
72,176
-22
-0% -$510
FWLT
1887
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
$1.71M ﹤0.01%
64,872
-761
-1% -$17.8K
CTBI icon
1888
Community Trust Bancorp
CTBI
$1.42B
$1.7M ﹤0.01%
46,187
+359
+0.8% +$12.8K
GCO icon
1889
Genesco
GCO
$432M
$1.7M ﹤0.01%
25,937
-772
-3% -$52.8K
CUB
1890
DELISTED
Cubic Corporation
CUB
$1.7M ﹤0.01%
31,685
+2,787
+10% +$144K
OKSB
1891
DELISTED
Southwest Bancorp Inc/OK
OKSB
$1.7M ﹤0.01%
114,795
-1,451
-1% -$21.7K
SF
1892
Stifel
SF
$12.8B
$1.7M ﹤0.01%
92,695
-12,043
-11% -$210K
ENS icon
1893
EnerSys
ENS
$6.69B
$1.7M ﹤0.01%
27,979
+691
+3% +$37.1K
NTLS
1894
DELISTED
NTELOS HLDGS CORP COM
NTLS
$1.7M ﹤0.01%
90,226
+1,963
+2% +$33.9K
HR
1895
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.69M ﹤0.01%
73,275
-10,096
-12% -$246K
CTS icon
1896
CTS Corp
CTS
$1.85B
$1.69M ﹤0.01%
107,217
+1,220
+1% +$17.7K
BZH icon
1897
Beazer Homes USA
BZH
$913M
$1.68M ﹤0.01%
93,580
-9,133
-9% -$161K
CALY
1898
Callaway Golf Company
CALY
$3.28B
$1.68M ﹤0.01%
236,428
+20,210
+9% +$143K
PLAB icon
1899
Photronics
PLAB
$1.72B
$1.68M ﹤0.01%
214,545
+11,167
+5% +$87.4K
NXGN
1900
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$1.68M ﹤0.01%
77,166
+2,364
+3% +$50.4K
74 75
76
77 78

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NIPH
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AF
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MCM
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PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.