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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
RST
2401
DELISTED
ROSETTA STONE INC
RST
$906K ﹤0.01%
55,848
+1,091
+2% +$17.5K
UTI icon
2402
Universal Technical Institute
UTI
$2.14B
$905K ﹤0.01%
74,645
+4,995
+7% +$57K
DXPE icon
2403
DXP Enterprises
DXPE
$2.48B
$904K ﹤0.01%
11,447
+1,557
+16% +$110K
EPAM icon
2404
EPAM Systems
EPAM
$5.21B
$904K ﹤0.01%
26,215
+4,701
+22% +$145K
NTK
2405
DELISTED
NORTEK INC COM NEW (DE)
NTK
$903K ﹤0.01%
13,138
+7,445
+131% +$507K
NAT icon
2406
Nordic American Tanker
NAT
$1.36B
$902K ﹤0.01%
111,865
+5,177
+5% +$43.2K
BDBD
2407
DELISTED
BOULDER BRANDS INC
BDBD
$901K ﹤0.01%
56,196
-20,466
-27% -$311K
HVB
2408
DELISTED
HUDSON VY HLDG CORP
HVB
$901K ﹤0.01%
47,950
+7,086
+17% +$136K
SRC
2409
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$899K ﹤0.01%
21,838
+17,253
+376% +$710K
SPSC icon
2410
SPS Commerce
SPSC
$2.51B
$896K ﹤0.01%
26,778
+1,356
+5% +$43.2K
HDV
2411
iShares Core High Dividend ETF
HDV
$14.8B
$895K ﹤0.01%
+67,550
New +$914K
VMO icon
2412
Invesco Municipal Opportunity Trust
VMO
$655M
$895K ﹤0.01%
+75,971
New +$886K
SP
2413
DELISTED
SP Plus Corporation
SP
$891K ﹤0.01%
33,119
+9,094
+38% +$211K
WWD icon
2414
Woodward
WWD
$24.7B
$887K ﹤0.01%
21,722
+467
+2% +$19.2K
TBRG
2415
DELISTED
TruBridge
TBRG
$885K ﹤0.01%
15,136
-75
-0.5% -$4.14K
KCLI
2416
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
$885K ﹤0.01%
20,004
+1,732
+9% +$74.5K
UAM
2417
DELISTED
Universal American Corp
UAM
$883K ﹤0.01%
115,851
+5,639
+5% +$49.4K
PRIM icon
2418
Primoris Services
PRIM
$4.37B
$882K ﹤0.01%
34,615
+5,120
+17% +$116K
HMSY
2419
DELISTED
HMS Holdings Corp.
HMSY
$879K ﹤0.01%
40,915
-1,043
-2% -$25.5K
HTH icon
2420
Hilltop Holdings
HTH
$2.27B
$878K ﹤0.01%
47,477
+10,579
+29% +$178K
ARO
2421
DELISTED
Aeropostale Inc
ARO
$877K ﹤0.01%
93,318
-102,356
-52% -$1.22M
PKE icon
2422
Park Aerospace
PKE
$746M
$876K ﹤0.01%
30,585
+861
+3% +$23.6K
CHA
2423
DELISTED
China Telecom Corporation, LTD
CHA
$875K ﹤0.01%
17,705
-5,510
-24% -$280K
CGI
2424
DELISTED
Celadon Group Inc
CGI
$874K ﹤0.01%
46,836
-6,589
-12% -$125K
MSFG
2425
DELISTED
MainSource Financial Group Inc
MSFG
$873K ﹤0.01%
57,453
+530
+0.9% +$7.7K
95 96
97
98 99

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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.