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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
LSE
2001
DELISTED
CAPLEASE, INC
LSE
$1.47M ﹤0.01%
172,878
+80,867
+88% +$686K
AHT
2002
Ashford Hospitality Trust
AHT
$20.9M
$1.47M ﹤0.01%
190
+22
+13% +$164K
AUB icon
2003
Atlantic Union Bankshares
AUB
$6.11B
$1.46M ﹤0.01%
62,660
+5,597
+10% +$124K
AIT icon
2004
Applied Industrial Technologies
AIT
$12.9B
$1.46M ﹤0.01%
28,399
+100
+0.4% +$5.06K
CNSL
2005
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$1.46M ﹤0.01%
84,733
+9,058
+12% +$157K
NEWP
2006
DELISTED
NEWPORT CORP
NEWP
$1.46M ﹤0.01%
93,262
+1,375
+1% +$21.1K
SXC icon
2007
SunCoke Energy
SXC
$779M
$1.46M ﹤0.01%
85,655
-4,884
-5% -$77.6K
MSM icon
2008
MSC Industrial Direct
MSM
$6.97B
$1.46M ﹤0.01%
17,880
-439
-2% -$35K
UTL icon
2009
Unitil
UTL
$1.01B
$1.45M ﹤0.01%
49,632
+1,424
+3% +$42K
IWB icon
2010
iShares Russell 1000 ETF
IWB
$47.9B
$1.45M ﹤0.01%
15,403
+379
+3% +$35.4K
SEO
2011
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$1.45M ﹤0.01%
172,508
+6,370
+4% +$53.5K
TSL
2012
DELISTED
Trina Solar Limited
TSL
$1.45M ﹤0.01%
93,509
-17,455
-16% -$155K
JRN
2013
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
$1.44M ﹤0.01%
168,900
+9,185
+6% +$74.8K
PPS
2014
DELISTED
Post Properties
PPS
$1.44M ﹤0.01%
32,042
-7,752
-19% -$363K
ROCK icon
2015
Gibraltar Industries
ROCK
$1.39B
$1.44M ﹤0.01%
101,117
-1,752
-2% -$25.2K
CRK icon
2016
Comstock Resources
CRK
$3.64B
$1.44M ﹤0.01%
18,110
+2,465
+16% +$197K
ORIT
2017
DELISTED
Oritani Financial Corp. New
ORIT
$1.44M ﹤0.01%
87,522
+411
+0.5% +$6.63K
ACI
2018
DELISTED
ARCH COAL, INC.
ACI
$1.44M ﹤0.01%
35,055
+2,158
+7% +$93.7K
LORL
2019
DELISTED
Loral Space and Communications, Inc.
LORL
$1.44M ﹤0.01%
21,255
+513
+2% +$33.2K
BIT icon
2020
BlackRock Multi-Sector Income Trust
BIT
$696M
$1.44M ﹤0.01%
+86,344
New +$1.41M
SHY icon
2021
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$1.44M ﹤0.01%
17,041
-116
-0.7% -$9.78K
USNA icon
2022
Usana Health Sciences
USNA
$429M
$1.44M ﹤0.01%
33,156
+5,444
+20% +$218K
IWN icon
2023
iShares Russell 2000 Value ETF
IWN
$14.5B
$1.44M ﹤0.01%
15,690
-410,392
-96% -$37M
NM
2024
DELISTED
Navios Maritime Holdings Inc.
NM
$1.44M ﹤0.01%
20,198
+16,808
+496% +$1.04M
MLI icon
2025
Mueller Industries
MLI
$14.7B
$1.44M ﹤0.01%
206,304
+33,784
+20% +$233K
79 80
81
82 83

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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.