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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
SMPL
3126
DELISTED
SIMPLICITY BANCORP INC
SMPL
$265K ﹤0.01%
17,051
+585
+4% +$8.76K
DSM
3127
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$264K ﹤0.01%
+34,297
New +$260K
POWR
3128
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$264K ﹤0.01%
16,451
-27,430
-63% -$432K
EWW icon
3129
iShares MSCI Mexico ETF
EWW
$1.89B
$262K ﹤0.01%
+4,101
New +$270K
GYRE icon
3130
Gyre Therapeutics
GYRE
$662M
$262K ﹤0.01%
63
-12
-16% -$48.3K
LPSN icon
3131
LivePerson
LPSN
$18.9M
$261K ﹤0.01%
1,842
+244
+15% +$35.6K
WRB.PRB
3132
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$261K ﹤0.01%
12,098
+1,126
+10% +$24K
KSPN
3133
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
$260K ﹤0.01%
2,811
+266
+10% +$25.8K
TRLA
3134
DELISTED
TRULIA INC (DEL)
TRLA
$260K ﹤0.01%
+5,534
New +$232K
CXPO
3135
DELISTED
Crimson Exploration Inc. New Common Stock
CXPO
$259K ﹤0.01%
86,110
+916
+1% +$2.85K
MTA
3136
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$257K ﹤0.01%
37,300
– –
SNBC
3137
DELISTED
Sun Bancorp Inc
SNBC
$256K ﹤0.01%
13,345
+873
+7% +$15.6K
CTX.CL
3138
DELISTED
Qwest Corporation
CTX.CL
$255K ﹤0.01%
10,458
+969
+10% +$23.9K
HOFT icon
3139
Hooker Furnishings Corp
HOFT
$148M
$254K ﹤0.01%
16,998
+6,899
+68% +$109K
PNX
3140
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$254K ﹤0.01%
6,579
-607
-8% -$25K
VHI icon
3141
Valhi
VHI
$385M
$253K ﹤0.01%
1,055
-45
-4% -$9.58K
HOME
3142
DELISTED
HOME FED BANCORP INC COM STK NEW (MD)
HOME
$253K ﹤0.01%
20,102
+7,560
+60% +$102K
SB icon
3143
Safe Bulkers
SB
$781M
$252K ﹤0.01%
+37,006
New +$218K
ALJ
3144
DELISTED
Alon USA Energy Inc
ALJ
$252K ﹤0.01%
24,658
+13,754
+126% +$170K
MRGE
3145
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$252K ﹤0.01%
96,362
+19,139
+25% +$64.1K
BFIN
3146
DELISTED
BankFinancial
BFIN
$251K ﹤0.01%
28,379
+1,031
+4% +$9.1K
ARH.PRC.CL
3147
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$251K ﹤0.01%
10,373
+912
+10% +$22.5K
EBIX
3148
DELISTED
Ebix Inc
EBIX
$251K ﹤0.01%
+25,272
New +$275K
GOL
3149
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$250K ﹤0.01%
25,608
+18,119
+242% +$139K
ANV
3150
DELISTED
Allied Nevada Gold Corp
ANV
$250K ﹤0.01%
59,904
-16,940
-22% -$88.4K
124 125
126
127 128

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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.