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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
SYNT
2126
DELISTED
Syntel Inc
SYNT
$1.29M ﹤0.01%
32,220
+358
+1% +$13K
OLN icon
2127
Olin
OLN
$2.44B
$1.29M ﹤0.01%
55,801
+19,226
+53% +$455K
APFC
2128
DELISTED
AMERICAN PACIFIC CORP
APFC
$1.29M ﹤0.01%
+23,492
New +$992K
FIZZ icon
2129
National Beverage
FIZZ
$3.05B
$1.28M ﹤0.01%
143,646
+7,990
+6% +$69.7K
SHFL
2130
DELISTED
SHFL ENTMT INC
SHFL
$1.28M ﹤0.01%
55,828
-2,732
-5% -$60.3K
PIM
2131
Franklin Master Intermediate Income Trust
PIM
$149M
$1.28M ﹤0.01%
262,240
+60,468
+30% +$298K
BSMX
2132
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$1.28M ﹤0.01%
92,623
+13,815
+18% +$198K
ACW
2133
DELISTED
Accuride Corp
ACW
$1.28M ﹤0.01%
248,883
+18,425
+8% +$101K
CODE
2134
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$1.28M ﹤0.01%
126,662
-75,880
-37% -$859K
CBK
2135
DELISTED
Christopher & Banks Corporation
CBK
$1.27M ﹤0.01%
176,655
+116,494
+194% +$772K
STL
2136
DELISTED
Sterling Bancorp
STL
$1.27M ﹤0.01%
116,916
+8,670
+8% +$92.1K
EGBN icon
2137
Eagle Bancorp
EGBN
$866M
$1.27M ﹤0.01%
44,967
+2,055
+5% +$52.9K
AVX
2138
DELISTED
AVX Corporation
AVX
$1.27M ﹤0.01%
96,872
+2,358
+2% +$30.6K
CRAY
2139
DELISTED
Cray, Inc.
CRAY
$1.27M ﹤0.01%
52,884
+1,477
+3% +$36K
SPIL
2140
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$1.27M ﹤0.01%
219,573
+14,664
+7% +$83.3K
BKMU
2141
DELISTED
Bank Mutual Corp
BKMU
$1.27M ﹤0.01%
202,185
+16,361
+9% +$102K
NPK icon
2142
National Presto Industries
NPK
$884M
$1.26M ﹤0.01%
17,933
+2,258
+14% +$164K
THFF icon
2143
First Financial Corp
THFF
$950M
$1.26M ﹤0.01%
40,003
+1,018
+3% +$32.7K
PSMT icon
2144
Pricesmart
PSMT
$5.9B
$1.26M ﹤0.01%
13,193
-29,298
-69% -$2.63M
AROW icon
2145
Arrow Financial
AROW
$664M
$1.25M ﹤0.01%
65,042
+22,009
+51% +$428K
IRBT
2146
DELISTED
iRobot
IRBT
$1.25M ﹤0.01%
33,287
+1,865
+6% +$66.8K
SSNC icon
2147
SS&C Technologies
SSNC
$18.8B
$1.25M ﹤0.01%
65,764
+4,724
+8% +$85.8K
PRDO icon
2148
Perdoceo Education
PRDO
$2.06B
$1.25M ﹤0.01%
455,330
-15,004
-3% -$46.1K
HSNI
2149
DELISTED
HSN, Inc.
HSNI
$1.25M ﹤0.01%
23,332
+8,726
+60% +$500K
MCF
2150
DELISTED
Contango Oil & Gas Co.
MCF
$1.25M ﹤0.01%
34,047
+7,053
+26% +$266K
84 85
86
87 88

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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.