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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
ISF.CL
3051
DELISTED
ING Groep NV
ISF.CL
$310K ﹤0.01%
13,416
+1,192
+10% +$27.8K
FNFG.PRB
3052
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC. PFD NON CUM SER B FXD/FLT
FNFG.PRB
$310K ﹤0.01%
10,740
-1,651
-13% -$46.6K
HTWR
3053
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$308K ﹤0.01%
4,205
-1,185
-22% -$101K
ZIGO
3054
DELISTED
ZYGO CORP
ZIGO
$308K ﹤0.01%
19,287
-367
-2% -$5.68K
HXM
3055
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
$308K ﹤0.01%
145,345
-1,630
-1% -$3.93K
ERUS
3056
DELISTED
iShares MSCI Russia ETF
ERUS
$308K ﹤0.01%
+7,123
New +$294K
DATA
3057
DELISTED
Tableau Software, Inc.
DATA
$307K ﹤0.01%
+4,303
New +$277K
REN
3058
DELISTED
Resolute Energy Corporaton
REN
$307K ﹤0.01%
7,346
+717
+11% +$29.7K
JLS icon
3059
Nuveen Mortgage and Income Fund
JLS
$94.5M
$306K ﹤0.01%
+12,888
New +$308K
HPTRP
3060
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$306K ﹤0.01%
12,322
+1,093
+10% +$27.4K
AIXG
3061
DELISTED
Aixtron SE
AIXG
$305K ﹤0.01%
17,973
-3,414
-16% -$56.7K
EXAS
3062
DELISTED
Exact Sciences
EXAS
$304K ﹤0.01%
25,726
-315
-1% -$4.04K
SLCA
3063
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$304K ﹤0.01%
+12,204
New +$285K
CSII
3064
DELISTED
Cardiovascular Systems, Inc.
CSII
$304K ﹤0.01%
+15,170
New +$316K
SHI
3065
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$304K ﹤0.01%
+12,128
New +$280K
BODY
3066
DELISTED
BODY CENTRAL CORP COM STK
BODY
$304K ﹤0.01%
49,809
-4,925
-9% -$43.6K
SHLO
3067
DELISTED
Shiloh Industries Inc
SHLO
$303K ﹤0.01%
23,118
-5,639
-20% -$69.2K
FURX
3068
DELISTED
FURIEX PHARMACEUTICALS INC COM STK (DE)
FURX
$302K ﹤0.01%
+6,860
New +$284K
INSM icon
3069
Insmed
INSM
$23.2B
$299K ﹤0.01%
+19,172
New +$244K
TCRT icon
3070
Alaunos Therapeutics
TCRT
$4.74M
$299K ﹤0.01%
506
+238
+89% +$107K
BBT.PRG
3071
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$299K ﹤0.01%
15,298
+1,410
+10% +$30.1K
CECO icon
3072
Ceco Environmental
CECO
$4.42B
$298K ﹤0.01%
+21,173
New +$277K
CPSS icon
3073
Consumer Portfolio Services
CPSS
$205M
$298K ﹤0.01%
50,206
+8,951
+22% +$56.8K
ATRI
3074
DELISTED
Atrion Corp
ATRI
$298K ﹤0.01%
1,153
+137
+13% +$33.3K
CTG
3075
DELISTED
Computer Task Group, Inc.
CTG
$298K ﹤0.01%
18,427
-641
-3% -$12.6K
121 122
123
124 125

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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.