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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
HF
2526
DELISTED
HFF Inc.
HF
$756K ﹤0.01%
32,154
-2,167
-6% -$44.2K
CVO
2527
DELISTED
Cenevo, Inc.
CVO
$756K ﹤0.01%
32,039
+1,708
+6% +$34.5K
VWTR
2528
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$754K ﹤0.01%
34,808
+2,070
+6% +$45.6K
UBNK
2529
DELISTED
United Financial Bancorp, Inc.
UBNK
$754K ﹤0.01%
57,965
+805
+1% +$10.6K
NWY
2530
DELISTED
New York & Co Inc
NWY
$754K ﹤0.01%
130,503
+21,569
+20% +$126K
AEPI
2531
DELISTED
AEP Industries Inc
AEPI
$753K ﹤0.01%
10,135
+402
+4% +$31K
TESS
2532
DELISTED
Tessco Technologies Inc
TESS
$749K ﹤0.01%
22,217
+4,339
+24% +$136K
AFAM
2533
DELISTED
Almost Family Inc
AFAM
$748K ﹤0.01%
38,514
-1,050
-3% -$20.2K
CSV icon
2534
Carriage Services
CSV
$635M
$747K ﹤0.01%
38,508
+20,083
+109% +$370K
TREE icon
2535
LendingTree
TREE
$564M
$747K ﹤0.01%
28,456
+7,379
+35% +$162K
OPEN
2536
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
$746K ﹤0.01%
10,657
-249
-2% -$17.4K
FOR icon
2537
Forestar Group
FOR
$1.47B
$745K ﹤0.01%
34,598
+979
+3% +$20.7K
ZLC
2538
DELISTED
ZALE CORPORATION
ZLC
$744K ﹤0.01%
48,932
+30,682
+168% +$336K
KOG
2539
DELISTED
KODIAK OIL & GAS CORP
KOG
$743K ﹤0.01%
61,649
+3,506
+6% +$35.2K
TECUA
2540
DELISTED
TECUMSEH PRODUCTS CO CL-A
TECUA
$741K ﹤0.01%
82,786
+43,710
+112% +$391K
ADX icon
2541
Adams Diversified Equity Fund
ADX
$3.11B
$740K ﹤0.01%
59,687
+599
+1% +$7.37K
BLDR icon
2542
Builders FirstSource
BLDR
$7.82B
$736K ﹤0.01%
125,236
+3,622
+3% +$21.6K
IIIN icon
2543
Insteel Industries
IIIN
$624M
$736K ﹤0.01%
45,714
+2,388
+6% +$40.1K
NQS
2544
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$734K ﹤0.01%
57,765
+7,419
+15% +$94.1K
MRCY icon
2545
Mercury Systems
MRCY
$6.23B
$733K ﹤0.01%
73,386
+1,708
+2% +$16.2K
HNP
2546
DELISTED
Huaneng Power Intl, Inc.
HNP
$733K ﹤0.01%
18,299
+1,110
+6% +$44.9K
PDS
2547
Precision Drilling
PDS
$1.04B
$731K ﹤0.01%
3,687
+183
+5% +$36.3K
FISI icon
2548
Financial Institutions
FISI
$812M
$729K ﹤0.01%
35,613
-86
-0.2% -$1.75K
QCOR
2549
DELISTED
QUESTCOR PHARMA INC
QCOR
$728K ﹤0.01%
12,550
+659
+6% +$39.2K
KKD
2550
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$727K ﹤0.01%
37,578
-2,587
-6% -$52.6K
100 101
102
103 104

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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
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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.