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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
SCTY
2876
DELISTED
SolarCity Corporation
SCTY
$439K ﹤0.01%
12,679
-10,704
-46% -$402K
CVCO icon
2877
Cavco Industries
CVCO
$4.45B
$437K ﹤0.01%
7,678
-146
-2% -$7.96K
PTVCB
2878
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$437K ﹤0.01%
17,909
+5,618
+46% +$140K
NSM
2879
DELISTED
Nationstar Mortgage Holdings
NSM
$436K ﹤0.01%
+7,759
New +$378K
OFG icon
2880
OFG Bancorp
OFG
$2.22B
$435K ﹤0.01%
26,887
-5,604
-17% -$100K
IHC
2881
DELISTED
Independence Holding Company
IHC
$434K ﹤0.01%
30,361
+3,670
+14% +$51.3K
COHU icon
2882
Cohu
COHU
$2.19B
$433K ﹤0.01%
39,708
+1,090
+3% +$12.5K
HZNP
2883
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$433K ﹤0.01%
129,371
+26,507
+26% +$69.9K
VTOL icon
2884
Bristow Group
VTOL
$1.36B
$432K ﹤0.01%
7,939
+1,351
+21% +$69.5K
ITMN
2885
DELISTED
INTERMUNE INC
ITMN
$432K ﹤0.01%
28,075
+4,046
+17% +$56.8K
BBDC icon
2886
Barings BDC
BBDC
$870M
$431K ﹤0.01%
14,672
+4,039
+38% +$118K
APL
2887
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
$431K ﹤0.01%
11,103
+2,078
+23% +$79.1K
PRMW
2888
DELISTED
Primo Water Corporation
PRMW
$430K ﹤0.01%
55,890
+2,758
+5% +$22.5K
ESGR
2889
DELISTED
Enstar Group
ESGR
$429K ﹤0.01%
3,143
-3,455
-52% -$483K
ASX icon
2890
ASE Group
ASX
$78.5B
$428K ﹤0.01%
89,524
+12,256
+16% +$52.2K
WSR
2891
DELISTED
Whitestone REIT
WSR
$428K ﹤0.01%
29,065
+11,428
+65% +$177K
CCRN
2892
DELISTED
Cross Country Healthcare
CCRN
$427K ﹤0.01%
70,712
-2,853
-4% -$16.3K
CFC.PRA
2893
DELISTED
COUNTRYWIDE CAP IV 6.75% TR PFD SEC
CFC.PRA
$427K ﹤0.01%
17,146
+1,566
+10% +$39.3K
BAK icon
2894
Braskem
BAK
$964M
$426K ﹤0.01%
26,722
+11,138
+71% +$171K
MBB icon
2895
iShares MBS ETF
MBB
$39.1B
$426K ﹤0.01%
4,025
-16
-0.4% -$1.67K
ELOS
2896
DELISTED
Syneron Medical Ltd
ELOS
$425K ﹤0.01%
49,341
+4,587
+10% +$39.6K
PGTI
2897
DELISTED
PGT, Inc.
PGTI
$424K ﹤0.01%
+42,832
New +$432K
NXTM
2898
DELISTED
NxStage Medical Inc.
NXTM
$422K ﹤0.01%
32,060
+739
+2% +$9.69K
AERL
2899
DELISTED
ASIA ENTERTAINMENT & RES LTD ORD SHS(CYM)
AERL
$422K ﹤0.01%
108,100
+12,245
+13% +$49.5K
AEK.CL
2900
DELISTED
Aegon NV
AEK.CL
$420K ﹤0.01%
15,377
+1,399
+10% +$38K
114 115
116
117 118

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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.