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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
BCS.PR.CL
2501
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$783K ﹤0.01%
32,052
+2,833
+10% +$69.5K
AREX
2502
DELISTED
Approach Resources Inc.
AREX
$782K ﹤0.01%
29,750
-777
-3% -$19.7K
AGYS icon
2503
Agilysys
AGYS
$2.91B
$781K ﹤0.01%
65,486
+3,088
+5% +$36.1K
AKO.A icon
2504
Embotelladora Andina Series A
AKO.A
$3.59B
$781K ﹤0.01%
31,067
+1,133
+4% +$28.5K
CPF icon
2505
Central Pacific Financial
CPF
$1.01B
$781K ﹤0.01%
44,109
+3,120
+8% +$56.1K
TWI icon
2506
Titan International
TWI
$519M
$780K ﹤0.01%
53,249
-54,620
-51% -$902K
CTWS
2507
DELISTED
Connecticut Water Service Inc
CTWS
$780K ﹤0.01%
24,252
+607
+3% +$18.5K
SLRC icon
2508
SLR Investment Corp
SLRC
$705M
$778K ﹤0.01%
35,099
-494
-1% -$11.2K
WWE
2509
DELISTED
World Wrestling Entertainment
WWE
$774K ﹤0.01%
76,097
+2,051
+3% +$21.2K
FARO
2510
DELISTED
Faro Technologies
FARO
$773K ﹤0.01%
18,329
+583
+3% +$22.4K
MOLXA
2511
DELISTED
MOLEX INC CL-A
MOLXA
$773K ﹤0.01%
20,198
-6,427
-24% -$246K
RPT
2512
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$772K ﹤0.01%
50,087
+1,452
+3% +$22.3K
IMGN
2513
DELISTED
Immunogen Inc
IMGN
$769K ﹤0.01%
45,200
-5,366
-11% -$94.3K
AWAY
2514
DELISTED
HOMEAWAY INC COM
AWAY
$769K ﹤0.01%
27,503
-1,646
-6% -$51K
FSD
2515
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$768K ﹤0.01%
43,813
-36,132
-45% -$626K
BPO
2516
DELISTED
BROOKFIELD OFFICE PROPERTIES. INC
BPO
$767K ﹤0.01%
40,241
+7,464
+23% +$125K
ATRO icon
2517
Astronics
ATRO
$3.47B
$766K ﹤0.01%
42,139
+6,494
+18% +$105K
EXLS icon
2518
EXL Service
EXLS
$4.36B
$764K ﹤0.01%
134,200
-5,510
-4% -$31.5K
NQM
2519
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
$764K ﹤0.01%
55,465
+28,243
+104% +$381K
BAC.PRI.CL
2520
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$763K ﹤0.01%
29,782
+2,600
+10% +$67.5K
LDL
2521
DELISTED
Lydall, Inc.
LDL
$762K ﹤0.01%
44,402
+3,198
+8% +$51K
LPL icon
2522
LG Display
LPL
$3.14B
$761K ﹤0.01%
63,830
-33,015
-34% -$415K
FBNC icon
2523
First Bancorp
FBNC
$2.59B
$760K ﹤0.01%
52,614
+15,962
+44% +$240K
KEM
2524
DELISTED
KEMET Corporation
KEM
$759K ﹤0.01%
181,636
-19,149
-10% -$82.7K
FPO
2525
DELISTED
First Potomac Realty Trust
FPO
$758K ﹤0.01%
60,281
-10,172
-14% -$134K
99 100
101
102 103

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.