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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
MCHI icon
1901
iShares MSCI China ETF
MCHI
$6.16B
$1.68M ﹤0.01%
36,392
+16,795
+86% +$740K
AHL
1902
DELISTED
ASPEN Insurance Holding Limited
AHL
$1.67M ﹤0.01%
46,096
-3,386
-7% -$125K
CUBE icon
1903
CubeSmart
CUBE
$9.62B
$1.67M ﹤0.01%
93,375
+474
+0.5% +$8.07K
FM
1904
DELISTED
iShares Frontier and Select EM ETF
FM
$1.67M ﹤0.01%
52,831
-399
-0.7% -$12.4K
KLIC icon
1905
Kulicke & Soffa
KLIC
$4.76B
$1.66M ﹤0.01%
144,079
+11,250
+8% +$128K
KAMN
1906
DELISTED
Kaman Corp
KAMN
$1.66M ﹤0.01%
43,948
-10,196
-19% -$378K
BKLN icon
1907
Invesco Senior Loan ETF
BKLN
$6.97B
$1.66M ﹤0.01%
67,300
+24,955
+59% +$619K
BGB
1908
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$1.66M ﹤0.01%
+93,704
New +$1.71M
BKE icon
1909
Buckle
BKE
$2.35B
$1.66M ﹤0.01%
31,384
+1,486
+5% +$78.4K
HVT icon
1910
Haverty Furniture Companies
HVT
$421M
$1.66M ﹤0.01%
67,516
+6,763
+11% +$171K
ASIA
1911
DELISTED
ASIAINFO-LINKAGE INC COM STK (DE)
ASIA
$1.66M ﹤0.01%
143,467
+154
+0.1% +$1.78K
AFSI
1912
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.65M ﹤0.01%
84,820
+7,389
+10% +$137K
PENN icon
1913
PENN Entertainment
PENN
$2.82B
$1.65M ﹤0.01%
132,097
-2,291
-2% -$27.6K
MDVN
1914
DELISTED
MEDIVATION, INC.
MDVN
$1.65M ﹤0.01%
55,164
-314
-0.6% -$8.96K
DEST
1915
DELISTED
Destination Maternity Corporation
DEST
$1.65M ﹤0.01%
51,870
+5,448
+12% +$159K
SGI
1916
DELISTED
Silicon Graphics Intl.
SGI
$1.65M ﹤0.01%
101,481
+6,056
+6% +$97.7K
IPXL
1917
DELISTED
Impax Laboratories, Inc.
IPXL
$1.65M ﹤0.01%
80,504
+1,263
+2% +$26.1K
AWI icon
1918
Armstrong World Industries
AWI
$7.55B
$1.65M ﹤0.01%
29,944
-2,896
-9% -$146K
FRA icon
1919
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$1.65M ﹤0.01%
+110,993
New +$1.67M
PIPR icon
1920
Piper Sandler
PIPR
$5.24B
$1.65M ﹤0.01%
192,004
+17,636
+10% +$149K
GTLS
1921
DELISTED
Chart Industries
GTLS
$1.64M ﹤0.01%
13,359
-574
-4% -$64.5K
GLNG icon
1922
Golar LNG
GLNG
$4.95B
$1.64M ﹤0.01%
43,609
+12,562
+40% +$460K
MANT
1923
DELISTED
Mantech International Corp
MANT
$1.63M ﹤0.01%
56,632
+10,072
+22% +$283K
MN
1924
DELISTED
MANNING & NAPIER, INC.
MN
$1.62M ﹤0.01%
97,358
+1,384
+1% +$23.2K
PFS icon
1925
Provident Financial Services
PFS
$3.15B
$1.62M ﹤0.01%
99,929
+10,782
+12% +$182K
75 76
77
78 79

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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.