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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
VCBI
2226
DELISTED
VIRGINIA COMMERCE BANCORP
VCBI
$1.15M ﹤0.01%
73,514
+3,555
+5% +$53.8K
TMHC icon
2227
Taylor Morrison
TMHC
$1.14M ﹤0.01%
50,507
+19,556
+63% +$441K
XOXO
2228
DELISTED
Xo Group Inc
XOXO
$1.14M ﹤0.01%
88,507
+4,473
+5% +$56K
CPHD
2229
DELISTED
Cepheid Inc
CPHD
$1.14M ﹤0.01%
29,309
+720
+3% +$26.1K
DMND
2230
DELISTED
DIAMOND FOODS, INC.
DMND
$1.14M ﹤0.01%
48,566
+9,693
+25% +$209K
KBAL
2231
DELISTED
Kimball International
KBAL
$1.14M ﹤0.01%
132,049
+3,578
+3% +$30.3K
SNTS
2232
DELISTED
SANTARUS INC
SNTS
$1.14M ﹤0.01%
50,592
-14,807
-23% -$352K
VOXX
2233
DELISTED
VOXX International Corporation Class A
VOXX
$1.14M ﹤0.01%
83,179
-10,998
-12% -$146K
LMNX
2234
DELISTED
Luminex Corp
LMNX
$1.14M ﹤0.01%
56,984
+14,378
+34% +$306K
FSTR icon
2235
Foster
FSTR
$439M
$1.14M ﹤0.01%
24,863
+3,514
+16% +$157K
GIFI
2236
DELISTED
Gulf Island Fabrication
GIFI
$1.14M ﹤0.01%
46,352
+10,199
+28% +$240K
FORM icon
2237
FormFactor
FORM
$6.88B
$1.14M ﹤0.01%
165,488
+5,301
+3% +$36.1K
HZO icon
2238
MarineMax
HZO
$782M
$1.13M ﹤0.01%
92,968
+23,099
+33% +$276K
LKFN icon
2239
Lakeland Financial Corp
LKFN
$1.58B
$1.13M ﹤0.01%
51,855
-314
-0.6% -$6.65K
ACCO icon
2240
Acco Brands
ACCO
$401M
$1.13M ﹤0.01%
169,788
-49,365
-23% -$338K
HOPE icon
2241
Hope Bancorp
HOPE
$1.8B
$1.12M ﹤0.01%
81,620
-13,556
-14% -$195K
AOI
2242
DELISTED
Alliance One International
AOI
$1.12M ﹤0.01%
38,559
-6,224
-14% -$210K
TLAB
2243
DELISTED
TELLABS INC
TLAB
$1.12M ﹤0.01%
494,011
-21,453
-4% -$48.6K
ACTV
2244
DELISTED
Active Network Inc
ACTV
$1.12M ﹤0.01%
78,235
+6,807
+10% +$65.5K
ALR
2245
DELISTED
AlerisLife Inc
ALR
$1.12M ﹤0.01%
21,627
+458
+2% +$25.4K
AVNW icon
2246
Aviat Networks
AVNW
$264M
$1.11M ﹤0.01%
72,133
+4,310
+6% +$67.5K
TCBK icon
2247
TriCo Bancshares
TCBK
$1.85B
$1.11M ﹤0.01%
48,743
+3,486
+8% +$76.1K
AZZ icon
2248
AZZ Inc
AZZ
$4.41B
$1.11M ﹤0.01%
26,479
+920
+4% +$35.5K
WASH icon
2249
Washington Trust Bancorp
WASH
$754M
$1.11M ﹤0.01%
35,257
+2,149
+6% +$67.2K
EEM icon
2250
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.11M ﹤0.01%
27,173
-5,271
-16% -$209K
88 89
90
91 92

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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.