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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
KPN
2151
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$1.25M ﹤0.01%
394,479
+112,479
+40% +$356K
EBS icon
2152
Emergent Biosolutions
EBS
$377M
$1.25M ﹤0.01%
65,542
+5,636
+9% +$101K
CGG
2153
DELISTED
CGG
CGG
$1.25M ﹤0.01%
1,693
+192
+13% +$151K
PERY
2154
DELISTED
Perry Ellis International Inc
PERY
$1.25M ﹤0.01%
66,136
+2,038
+3% +$39.9K
FORR icon
2155
Forrester Research
FORR
$200M
$1.25M ﹤0.01%
33,881
+770
+2% +$27.3K
PPC icon
2156
Pilgrim's Pride
PPC
$7.09B
$1.25M ﹤0.01%
74,197
-32,717
-31% -$539K
TMP icon
2157
Tompkins Financial
TMP
$1.45B
$1.23M ﹤0.01%
26,700
+1,374
+5% +$62.3K
STL
2158
DELISTED
STERLING BANCORP
STL
$1.23M ﹤0.01%
89,848
-7,321
-8% -$97.3K
BFS
2159
Saul Centers
BFS
$870M
$1.23M ﹤0.01%
26,650
+5,636
+27% +$257K
EVER
2160
DELISTED
Everbank Financial Corp
EVER
$1.23M ﹤0.01%
82,307
+47,520
+137% +$733K
TBBK icon
2161
The Bancorp
TBBK
$2.86B
$1.23M ﹤0.01%
69,272
+1,627
+2% +$26.4K
DXB.CL
2162
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$1.22M ﹤0.01%
49,430
+4,372
+10% +$108K
ININ
2163
DELISTED
Interactive Intelligence Group, inc.
ININ
$1.22M ﹤0.01%
19,255
+2,073
+12% +$122K
SFY
2164
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$1.22M ﹤0.01%
106,906
-10,920
-9% -$131K
CMO
2165
DELISTED
Capstead Mortgage Corp.
CMO
$1.22M ﹤0.01%
103,747
+25,128
+32% +$297K
IPCM
2166
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$1.22M ﹤0.01%
23,861
-673
-3% -$34.9K
ISLE
2167
DELISTED
Isle of Capri Casinos Inc
ISLE
$1.22M ﹤0.01%
160,751
+15,464
+11% +$119K
BCPC
2168
Balchem Corp
BCPC
$5.33B
$1.21M ﹤0.01%
23,455
+124
+0.5% +$6.11K
BJRI icon
2169
BJ's Restaurants
BJRI
$1.45B
$1.21M ﹤0.01%
42,264
-844
-2% -$28.5K
AJRD
2170
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.21M ﹤0.01%
75,599
-10,151
-12% -$166K
MEAS
2171
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
$1.21M ﹤0.01%
22,346
-586
-3% -$28.9K
PACR
2172
DELISTED
PACER INTL INC TENN
PACR
$1.21M ﹤0.01%
195,416
-21,492
-10% -$134K
IQI icon
2173
Invesco Quality Municipal Securities
IQI
$527M
$1.21M ﹤0.01%
+104,467
New +$1.18M
CCOI icon
2174
Cogent Communications
CCOI
$649M
$1.21M ﹤0.01%
37,439
+4,562
+14% +$140K
TR icon
2175
Tootsie Roll Industries
TR
$2.94B
$1.21M ﹤0.01%
57,462
+213
+0.4% +$4.73K
85 86
87
88 89

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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.