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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
LNN icon
2176
Lindsay Corp
LNN
$1.17B
$1.21M ﹤0.01%
14,767
+647
+5% +$50.6K
IHI icon
2177
iShares US Medical Devices ETF
IHI
$3.14B
$1.2M ﹤0.01%
85,332
+6,324
+8% +$86.9K
GOV
2178
DELISTED
Government Properties Income Trust
GOV
$1.2M ﹤0.01%
50,321
-291
-0.6% -$7.17K
IMN
2179
DELISTED
Imation
IMN
$1.2M ﹤0.01%
293,780
+45,671
+18% +$205K
EGL
2180
DELISTED
Engility Holdings, Inc.
EGL
$1.2M ﹤0.01%
37,874
-1,540
-4% -$50K
STP
2181
DELISTED
SUNTECH POWER HOLDINGS CO., LTD
STP
$1.2M ﹤0.01%
706,965
-50,106
-7% -$62.2K
SMTC icon
2182
Semtech
SMTC
$10.4B
$1.2M ﹤0.01%
40,059
-9,474
-19% -$299K
MIC
2183
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$1.2M ﹤0.01%
22,428
-7,459
-25% -$409K
MCRL
2184
DELISTED
MICREL INC
MCRL
$1.2M ﹤0.01%
131,595
-72,749
-36% -$722K
COKE icon
2185
Coca-Cola Consolidated
COKE
$13B
$1.2M ﹤0.01%
191,360
+28,630
+18% +$182K
GBX icon
2186
The Greenbrier Companies
GBX
$1.6B
$1.2M ﹤0.01%
48,420
-435
-0.9% -$10.1K
EXTR icon
2187
Extreme Networks
EXTR
$3.92B
$1.2M ﹤0.01%
229,037
+9,787
+4% +$39.8K
HIMX
2188
Himax Technologies
HIMX
$2.09B
$1.19M ﹤0.01%
119,390
+39,751
+50% +$283K
MATX icon
2189
Matsons
MATX
$6.15B
$1.19M ﹤0.01%
45,501
-47,295
-51% -$1.31M
SASR
2190
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.19M ﹤0.01%
51,330
+655
+1% +$15.6K
LXU icon
2191
LSB Industries
LXU
$822M
$1.19M ﹤0.01%
46,231
+3,025
+7% +$75.1K
LQDT icon
2192
Liquidity Services
LQDT
$1.23B
$1.19M ﹤0.01%
35,526
+6,461
+22% +$205K
AKR icon
2193
Acadia Realty Trust
AKR
$2.96B
$1.19M ﹤0.01%
48,049
-1,112
-2% -$27.8K
LTM
2194
DELISTED
LIFE TIME FITNESS INC
LTM
$1.19M ﹤0.01%
23,027
+1,127
+5% +$58.3K
FTK icon
2195
Flotek Industries
FTK
$856M
$1.18M ﹤0.01%
8,581
+4,937
+135% +$599K
IPI icon
2196
Intrepid Potash
IPI
$474M
$1.18M ﹤0.01%
7,550
-917
-11% -$140K
CFNL
2197
DELISTED
Cardinal Financial Corp
CFNL
$1.18M ﹤0.01%
71,421
-761
-1% -$12.6K
ARGO
2198
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.18M ﹤0.01%
38,191
+818
+2% +$25.5K
TWIN icon
2199
Twin Disc
TWIN
$333M
$1.17M ﹤0.01%
44,827
+1,157
+3% +$29.4K
CAS
2200
DELISTED
A M Castle & Co
CAS
$1.17M ﹤0.01%
72,706
+2,737
+4% +$44.2K
86 87
88
89 90

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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.