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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
SMP icon
2076
Standard Motor Products
SMP
$897M
$1.36M ﹤0.01%
42,352
-16,024
-27% -$527K
CLD
2077
DELISTED
Cloud Peak Energy Inc
CLD
$1.36M ﹤0.01%
92,708
+11,507
+14% +$185K
CM icon
2078
Canadian Imperial Bank of Commerce
CM
$109B
$1.36M ﹤0.01%
34,802
+10,943
+46% +$409K
SGEN
2079
DELISTED
Seagen Inc. Common Stock
SGEN
$1.35M ﹤0.01%
30,874
-132
-0.4% -$5.5K
NGD
2080
DELISTED
New Gold Inc
NGD
$1.35M ﹤0.01%
225,978
-2,522
-1% -$17.2K
SBSI icon
2081
Southside Bancshares
SBSI
$974M
$1.35M ﹤0.01%
59,713
+1,119
+2% +$23.9K
HAE icon
2082
Haemonetics
HAE
$3.75B
$1.35M ﹤0.01%
33,827
-425
-1% -$17.8K
CSTM icon
2083
Constellium
CSTM
$3.96B
$1.35M ﹤0.01%
+69,495
New +$1.26M
TMIC
2084
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$1.35M ﹤0.01%
35,934
+3,794
+12% +$142K
CBR
2085
DELISTED
CIBER Inc.
CBR
$1.35M ﹤0.01%
408,005
-7,780
-2% -$28.1K
WIBC
2086
DELISTED
WILSHIRE BANCORP INC
WIBC
$1.34M ﹤0.01%
164,261
+2,014
+1% +$16.8K
HY icon
2087
Hyster-Yale Materials Handling
HY
$615M
$1.34M ﹤0.01%
14,960
-1,738
-10% -$133K
MFB
2088
DELISTED
MAIDENFORM BRANDS, INC
MFB
$1.34M ﹤0.01%
57,106
+3,171
+6% +$70.3K
RNWK
2089
DELISTED
RealNetworks Inc
RNWK
$1.34M ﹤0.01%
156,669
+2,698
+2% +$20.6K
MYGN icon
2090
Myriad Genetics
MYGN
$502M
$1.34M ﹤0.01%
56,969
-16,631
-23% -$472K
MX icon
2091
Magnachip Semiconductor
MX
$118M
$1.34M ﹤0.01%
62,145
-13,620
-18% -$274K
DLLR
2092
DELISTED
DFC GLOBAL CORP COM STK (DE)
DLLR
$1.34M ﹤0.01%
121,658
+2,810
+2% +$38.4K
NEOG icon
2093
Neogen
NEOG
$2B
$1.33M ﹤0.01%
87,860
+5,348
+6% +$76.5K
RFP
2094
DELISTED
Resolute Forest Products Inc.
RFP
$1.33M ﹤0.01%
100,833
+21,325
+27% +$294K
BUSE icon
2095
First Busey Corp
BUSE
$2.56B
$1.33M ﹤0.01%
85,197
+1,064
+1% +$15.8K
EVRI
2096
DELISTED
Everi Holdings
EVRI
$1.33M ﹤0.01%
170,271
-1,423
-0.8% -$10.5K
LCII icon
2097
LCI Industries
LCII
$2.62B
$1.33M ﹤0.01%
29,215
-4,567
-14% -$193K
XXIA
2098
DELISTED
Ixia
XXIA
$1.33M ﹤0.01%
84,834
+18,861
+29% +$290K
PSA.PRS.CL
2099
DELISTED
Public Storage
PSA.PRS.CL
$1.33M ﹤0.01%
58,283
+19,355
+50% +$453K
VIVO
2100
DELISTED
Meridian Bioscience Inc
VIVO
$1.33M ﹤0.01%
56,136
-739
-1% -$17.3K
82 83
84
85 86

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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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.