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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
JAKK icon
2326
Jakks Pacific
JAKK
$305M
$1M ﹤0.01%
22,334
+8,316
+59% +$540K
SHEN icon
2327
Shenandoah Telecom
SHEN
$657M
$1M ﹤0.01%
83,428
+5,126
+7% +$49.4K
IBOC icon
2328
International Bancshares
IBOC
$4.84B
$1M ﹤0.01%
46,257
-292
-0.6% -$6.83K
BRLI
2329
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$1M ﹤0.01%
33,475
+1,220
+4% +$33.9K
CCIX
2330
DELISTED
COLEMAN CABLE IN COM
CCIX
$999K ﹤0.01%
47,310
+23,638
+100% +$481K
CNR
2331
DELISTED
Cornerstone Building Brands, Inc.
CNR
$996K ﹤0.01%
78,141
-1,161
-1% -$15.5K
BCS.RT
2332
DELISTED
BARCLAYS PLC RTS EXP 10/2/2013 (GBR)
BCS.RT
$995K ﹤0.01%
+185,361
New +$1.04M
VRTU
2333
DELISTED
Virtusa Corporation
VRTU
$994K ﹤0.01%
34,198
+645
+2% +$17.2K
UGP icon
2334
Ultrapar
UGP
$6.75B
$993K ﹤0.01%
80,778
+18,066
+29% +$213K
WEB
2335
DELISTED
Web.com Group, Inc.
WEB
$993K ﹤0.01%
30,691
+3,236
+12% +$92.3K
GCAP
2336
DELISTED
Gain Capital Holdings, Inc.
GCAP
$990K ﹤0.01%
78,626
+1,637
+2% +$12.9K
FSYS
2337
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$989K ﹤0.01%
50,312
+3,868
+8% +$74.4K
METR
2338
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$988K ﹤0.01%
47,041
+3,301
+8% +$70.2K
CBEY
2339
DELISTED
CBEYOND INC COM STK
CBEY
$988K ﹤0.01%
154,083
+18,546
+14% +$134K
SUBC
2340
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$985K ﹤0.01%
47,450
-76,982
-62% -$1.6M
CBZ icon
2341
CBIZ
CBZ
$2.5B
$983K ﹤0.01%
132,183
+11,408
+9% +$81.9K
ISD
2342
PGIM High Yield Bond Fund
ISD
$416M
$983K ﹤0.01%
+54,585
New +$982K
RBCAA icon
2343
Republic Bancorp
RBCAA
$1.98B
$981K ﹤0.01%
35,603
+1,141
+3% +$30.5K
WFC.PRJ.CL
2344
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$975K ﹤0.01%
34,405
+3,025
+10% +$86.5K
ABAX
2345
DELISTED
Abaxis Inc
ABAX
$975K ﹤0.01%
23,143
+342
+1% +$14.8K
UMC icon
2346
United Microelectronic
UMC
$43.6B
$973K ﹤0.01%
472,518
+13,548
+3% +$28.3K
NTUS
2347
DELISTED
Natus Medical Inc
NTUS
$973K ﹤0.01%
68,625
+16,043
+31% +$215K
MHR
2348
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$973K ﹤0.01%
157,744
+34,282
+28% +$155K
SCNB
2349
DELISTED
Suffolk Bancorp
SCNB
$968K ﹤0.01%
54,634
+301
+0.6% +$5.39K
SNBR
2350
DELISTED
Sleep Number
SNBR
$966K ﹤0.01%
39,679
+21,669
+120% +$521K
92 93
94
95 96

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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.