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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
QMCO icon
2626
Quantum Corp
QMCO
$432M
$664K ﹤0.01%
3,007
-26
-0.9% -$6.36K
RITM icon
2627
Rithm Capital
RITM
$5.15B
$663K ﹤0.01%
50,044
-4,452
-8% -$58.3K
HT
2628
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$663K ﹤0.01%
29,671
-2,775
-9% -$62.3K
XRM
2629
DELISTED
Xerium Technologies Inc (new)
XRM
$661K ﹤0.01%
+57,073
New +$658K
PRO
2630
DELISTED
PROS Holdings
PRO
$660K ﹤0.01%
19,318
+57
+0.3% +$1.85K
GSBC icon
2631
Great Southern Bancorp
GSBC
$863M
$659K ﹤0.01%
23,347
+1,508
+7% +$42.5K
AUXL
2632
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
$658K ﹤0.01%
36,130
+6,447
+22% +$116K
RELL icon
2633
Richardson Electronics
RELL
$269M
$657K ﹤0.01%
57,776
+6,615
+13% +$76.2K
CLVS
2634
DELISTED
Clovis Oncology, Inc.
CLVS
$657K ﹤0.01%
10,808
+6,496
+151% +$461K
EGY icon
2635
Vaalco Energy
EGY
$552M
$655K ﹤0.01%
117,375
+5,347
+5% +$31.5K
SMCI icon
2636
Super Micro Computer
SMCI
$19.3B
$655K ﹤0.01%
483,580
-130,000
-21% -$164K
STMP
2637
DELISTED
Stamps.com, Inc.
STMP
$655K ﹤0.01%
14,265
+865
+6% +$36.2K
AVAV icon
2638
AeroVironment
AVAV
$7.81B
$654K ﹤0.01%
28,291
+2,204
+8% +$49.2K
CRAI icon
2639
CRA International
CRAI
$1.12B
$654K ﹤0.01%
35,138
-16
-0% -$304
BMTC
2640
DELISTED
Bryn Mawr Bank Corp
BMTC
$652K ﹤0.01%
24,185
+1,819
+8% +$47.7K
BIRT
2641
DELISTED
Actuate Corp
BIRT
$651K ﹤0.01%
88,599
+4,130
+5% +$30.1K
ECHO
2642
DELISTED
Echo Global Logistics, Inc.
ECHO
$649K ﹤0.01%
31,010
+16,711
+117% +$352K
PIKE
2643
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
$649K ﹤0.01%
57,344
+9,645
+20% +$114K
THRM icon
2644
Gentherm
THRM
$1.29B
$646K ﹤0.01%
33,821
-27,643
-45% -$516K
SHOR
2645
DELISTED
ShoreTel, Inc.
SHOR
$644K ﹤0.01%
106,586
+11,461
+12% +$54.5K
ANGO icon
2646
AngioDynamics
ANGO
$565M
$640K ﹤0.01%
48,513
+1,682
+4% +$19.8K
REXX
2647
DELISTED
Rex Energy Corporation
REXX
$640K ﹤0.01%
2,867
-156
-5% -$31.5K
WRES
2648
DELISTED
WARREN RESOURCES INC
WRES
$640K ﹤0.01%
219,857
-14,910
-6% -$43.3K
JHX icon
2649
James Hardie Industries
JHX
$15.5B
$635K ﹤0.01%
64,270
+31,530
+96% +$282K
ANH
2650
DELISTED
Anworth Mortgage Asset Corporation
ANH
$631K ﹤0.01%
130,620
-14,006
-10% -$67.1K
104 105
106
107 108

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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.