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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
BYM
2676
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$612K ﹤0.01%
45,034
+23,532
+109% +$306K
PEGA icon
2677
Pegasystems
PEGA
$4.7B
$612K ﹤0.01%
61,536
+4,428
+8% +$40.5K
MCRI icon
2678
Monarch Casino & Resort
MCRI
$2.18B
$610K ﹤0.01%
32,160
+16,952
+111% +$323K
CSFL
2679
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$610K ﹤0.01%
62,965
+6,940
+12% +$67.1K
VKQ icon
2680
Invesco Municipal Trust
VKQ
$540M
$608K ﹤0.01%
+51,947
New +$602K
AVD icon
2681
American Vanguard Corp
AVD
$75.2M
$607K ﹤0.01%
22,537
+671
+3% +$17K
QLGC
2682
DELISTED
QLOGIC CORP
QLGC
$607K ﹤0.01%
55,477
+16,273
+42% +$179K
NPF
2683
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$607K ﹤0.01%
47,020
+30,376
+183% +$381K
AOSL icon
2684
Alpha and Omega Semiconductor
AOSL
$922M
$605K ﹤0.01%
71,990
+1,681
+2% +$13.2K
CSTE icon
2685
Caesarstone
CSTE
$75.7M
$605K ﹤0.01%
13,252
-4,544
-26% -$172K
CMLS
2686
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$605K ﹤0.01%
14,302
-3,287
-19% -$120K
IIP
2687
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$605K ﹤0.01%
86,984
-17,687
-17% -$123K
ADC icon
2688
Agree Realty
ADC
$9.66B
$603K ﹤0.01%
19,968
+5,594
+39% +$164K
CMPR icon
2689
Cimpress
CMPR
$2.41B
$603K ﹤0.01%
10,660
+598
+6% +$31.8K
ICLR icon
2690
Icon
ICLR
$13B
$603K ﹤0.01%
14,727
+1,084
+8% +$41.7K
GOOD
2691
Gladstone Commercial Corp
GOOD
$627M
$600K ﹤0.01%
33,415
+10,085
+43% +$185K
IWC icon
2692
iShares Micro-Cap ETF
IWC
$1.45B
$600K ﹤0.01%
8,767
+25
+0.3% +$1.65K
PSEM
2693
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
$599K ﹤0.01%
76,745
+5,465
+8% +$40.8K
BXE
2694
DELISTED
Bellatrix Exploration Ltd.
BXE
$597K ﹤0.01%
15,703
+187
+1% +$6.38K
ISG.CL
2695
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$596K ﹤0.01%
26,088
+2,312
+10% +$53.4K
ESC
2696
DELISTED
EMERITUS CORP
ESC
$594K ﹤0.01%
32,077
+4,185
+15% +$94K
BWX icon
2697
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$591K ﹤0.01%
20,252
+196
+1% +$5.61K
GNK
2698
DELISTED
GENCO SHIPPING & TRADING LTD
GNK
$591K ﹤0.01%
150,272
-7,660
-5% -$20.7K
TBNK
2699
DELISTED
Territorial Bancorp Inc.
TBNK
$589K ﹤0.01%
26,808
+384
+1% +$8.61K
GBLI icon
2700
Global Indemnity Group
GBLI
$396M
$587K ﹤0.01%
23,052
-9,373
-29% -$236K
106 107
108
109 110

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.