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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
CBD
1601
DELISTED
Companhia Brasileira de Distribuicao
CBD
$2.34M 0.01%
50,938
+4,591
+10% +$202K
PSEC icon
1602
Prospect Capital
PSEC
$1.12B
$2.34M 0.01%
209,517
+13,299
+7% +$148K
CIR
1603
DELISTED
CIRCOR International, Inc
CIR
$2.34M 0.01%
37,638
+122
+0.3% +$7.01K
PC
1604
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$2.34M 0.01%
243,331
+43,432
+22% +$417K
MOD icon
1605
Modine Manufacturing
MOD
$11B
$2.34M 0.01%
159,765
+3,372
+2% +$44K
FAF icon
1606
First American
FAF
$8.08B
$2.34M 0.01%
95,950
+50,772
+112% +$1.13M
TILE icon
1607
Interface
TILE
$2B
$2.33M 0.01%
117,614
-2,713
-2% -$50.3K
BONT
1608
DELISTED
Bon-Ton Stores Inc/The
BONT
$2.33M 0.01%
221,132
+65,047
+42% +$1M
CRI icon
1609
Carter's
CRI
$1.45B
$2.33M 0.01%
30,663
-436
-1% -$31.9K
TCF
1610
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.33M 0.01%
83,357
+3,922
+5% +$112K
MSA icon
1611
Mine Safety
MSA
$6.94B
$2.33M 0.01%
45,074
-7,753
-15% -$396K
HW
1612
DELISTED
Headwaters Inc
HW
$2.33M 0.01%
258,656
-18,899
-7% -$172K
SBNY
1613
DELISTED
Signature Bank
SBNY
$2.32M 0.01%
25,378
-2,170
-8% -$195K
CRZO
1614
DELISTED
Carrizo Oil & Gas Inc
CRZO
$2.32M 0.01%
62,267
+4,597
+8% +$153K
MWIV
1615
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
$2.32M 0.01%
15,527
-529
-3% -$74.9K
CLP
1616
DELISTED
COLONIAL PROPERTIES TRUST
CLP
$2.32M 0.01%
103,050
+5,258
+5% +$122K
GES
1617
DELISTED
Guess Inc
GES
$2.32M 0.01%
77,608
+3,047
+4% +$95.3K
FCS
1618
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$2.32M 0.01%
166,709
+16,563
+11% +$217K
HITT
1619
DELISTED
HITTITE MICROWAVE CORP
HITT
$2.32M 0.01%
35,438
+3,870
+12% +$240K
VECO icon
1620
Veeco
VECO
$2.79B
$2.31M 0.01%
62,191
+5,533
+10% +$194K
BCO icon
1621
Brink's
BCO
$4.87B
$2.31M 0.01%
81,760
-1,919
-2% -$52.2K
CPLA
1622
DELISTED
Capella Education Company
CPLA
$2.31M 0.01%
40,896
+1,813
+5% +$93.6K
RGLD icon
1623
Royal Gold
RGLD
$16.6B
$2.31M 0.01%
47,514
+12,383
+35% +$642K
IFX
1624
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$2.31M 0.01%
231,486
+25,062
+12% +$250K
BGS icon
1625
B&G Foods
BGS
$297M
$2.31M 0.01%
66,817
+2,329
+4% +$81.1K
63 64
65
66 67

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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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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.