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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
COBZ
2451
DELISTED
CoBiz Financial,Inc
COBZ
$848K ﹤0.01%
87,802
-432
-0.5% -$4.13K
QDEL icon
2452
QuidelOrtho
QDEL
$1.15B
$847K ﹤0.01%
29,820
+6,820
+30% +$186K
OCFC icon
2453
OceanFirst Financial
OCFC
$1.7B
$844K ﹤0.01%
49,937
+2,031
+4% +$34.3K
GTY
2454
Getty Realty Corp
GTY
$2.12B
$839K ﹤0.01%
43,748
+1,741
+4% +$34.3K
ESL
2455
DELISTED
Esterline Technologies
ESL
$839K ﹤0.01%
10,505
+873
+9% +$70K
HLSS
2456
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$838K ﹤0.01%
38,064
+228
+0.6% +$5.41K
ANEN
2457
DELISTED
ANAREN INC
ANEN
$838K ﹤0.01%
32,880
+700
+2% +$17.1K
BOOM icon
2458
DMC Global
BOOM
$117M
$836K ﹤0.01%
36,062
-252
-0.7% -$5.14K
WLY icon
2459
John Wiley & Sons Class A
WLY
$2.59B
$831K ﹤0.01%
17,433
+329
+2% +$14.7K
ASEI
2460
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$831K ﹤0.01%
13,777
+388
+3% +$23K
SEAC
2461
DELISTED
Seachange International Inc
SEAC
$830K ﹤0.01%
3,620
+151
+4% +$34.8K
ADUS icon
2462
Addus HomeCare
ADUS
$2.16B
$829K ﹤0.01%
+28,629
New +$642K
SIMG
2463
DELISTED
SILICON IMAGE INC
SIMG
$827K ﹤0.01%
154,831
+8,903
+6% +$49.6K
VVTV
2464
DELISTED
VALUEVISION MEDIA INC
VVTV
$827K ﹤0.01%
189,602
+111,229
+142% +$588K
STRA icon
2465
Strategic Education
STRA
$1.78B
$826K ﹤0.01%
19,885
+3,757
+23% +$167K
ESIO
2466
DELISTED
Electro Scientific Industries
ESIO
$826K ﹤0.01%
70,647
+2,812
+4% +$32.5K
PETS icon
2467
PetMed Express
PETS
$42.1M
$825K ﹤0.01%
50,664
+1,476
+3% +$23K
RAIL icon
2468
FreightCar America
RAIL
$279M
$825K ﹤0.01%
39,907
+2,119
+6% +$39.2K
PT
2469
DELISTED
PORTUGAL TELECOM SGPS, S.A.
PT
$825K ﹤0.01%
184,471
-4,118
-2% -$16.3K
IRF
2470
DELISTED
INTL RECTIFIER CORP
IRF
$821K ﹤0.01%
33,156
+2,280
+7% +$55.2K
IJH icon
2471
iShares Core S&P Mid-Cap ETF
IJH
$123B
$817K ﹤0.01%
+32,920
New +$803K
PRFT
2472
DELISTED
Perficient Inc
PRFT
$816K ﹤0.01%
44,467
+6,221
+16% +$98.4K
GDP
2473
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$816K ﹤0.01%
33,593
+450
+1% +$9.05K
FBRC
2474
DELISTED
FBR & Co. Common Stock
FBRC
$815K ﹤0.01%
30,381
+11,937
+65% +$335K
KGC icon
2475
Kinross Gold
KGC
$28.6B
$810K ﹤0.01%
160,455
+30,177
+23% +$160K
97 98
99
100 101

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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.