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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
AUO
2551
DELISTED
AU Optronics Corp
AUO
$726K ﹤0.01%
198,889
+3,447
+2% +$12.6K
GRC icon
2552
Gorman-Rupp
GRC
$2.13B
$725K ﹤0.01%
22,588
+1,010
+5% +$29K
CTCT
2553
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$725K ﹤0.01%
30,628
+11,744
+62% +$223K
FF icon
2554
Future Fuel
FF
$203M
$724K ﹤0.01%
40,291
+9,800
+32% +$160K
HLIO icon
2555
Helios Technologies
HLIO
$2.59B
$724K ﹤0.01%
19,974
-1,451
-7% -$47.5K
CEA
2556
DELISTED
China Eastern Airlines
CEA
$724K ﹤0.01%
44,114
+14,501
+49% +$232K
RPAI
2557
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$724K ﹤0.01%
52,690
-836
-2% -$11.9K
FLWS icon
2558
1-800-Flowers.com
FLWS
$245M
$723K ﹤0.01%
146,733
+11,221
+8% +$68.7K
PEB icon
2559
Pebblebrook Hotel Trust
PEB
$2.19B
$723K ﹤0.01%
25,183
+3,871
+18% +$106K
SHYF
2560
DELISTED
The Shyft Group
SHYF
$723K ﹤0.01%
119,151
-356
-0.3% -$2.16K
VLGEA icon
2561
Village Super Market
VLGEA
$636M
$722K ﹤0.01%
18,996
-344
-2% -$12.5K
VRTS icon
2562
Virtus Investment Partners
VRTS
$1.12B
$722K ﹤0.01%
4,437
+342
+8% +$61.8K
SREV
2563
DELISTED
ServiceSource International, Inc.
SREV
$722K ﹤0.01%
59,747
+579
+1% +$6.84K
ZOLT
2564
DELISTED
ZOLTEK COMPANIES INC
ZOLT
$721K ﹤0.01%
43,171
-4,574
-10% -$65.1K
PQUE
2565
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$720K ﹤0.01%
179,456
+9,635
+6% +$38.7K
NFBK
2566
DELISTED
Northfield Bancorp
NFBK
$719K ﹤0.01%
59,248
+21,723
+58% +$262K
CYOU
2567
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$719K ﹤0.01%
20,240
+6,576
+48% +$211K
ELLI
2568
DELISTED
Ellie Mae Inc
ELLI
$717K ﹤0.01%
+22,407
New +$625K
LDR
2569
DELISTED
Landauer Inc
LDR
$717K ﹤0.01%
13,990
+3,719
+36% +$181K
CAA
2570
DELISTED
CalAtlantic Group, Inc.
CAA
$716K ﹤0.01%
18,105
-4,508
-20% -$178K
SIGM
2571
DELISTED
Sigma Designs Inc
SIGM
$715K ﹤0.01%
128,186
+10,823
+9% +$58.3K
FINL
2572
DELISTED
Finish Line
FINL
$714K ﹤0.01%
28,721
+995
+4% +$22K
HTLF
2573
DELISTED
Heartland Financial USA, Inc.
HTLF
$713K ﹤0.01%
25,595
+1,953
+8% +$54.7K
ACET
2574
DELISTED
Aceto Corp
ACET
$711K ﹤0.01%
45,517
-11,914
-21% -$182K
ACTA
2575
DELISTED
Actua Corp
ACTA
$711K ﹤0.01%
50,134
+19
+0% +$244
101 102
103
104 105

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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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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.