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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
AMAG
2851
DELISTED
AMAG Pharmaceuticals
AMAG
$459K ﹤0.01%
21,378
+5,877
+38% +$139K
HIO
2852
Western Asset High Income Opportunity Fund
HIO
$334M
$458K ﹤0.01%
+76,758
New +$448K
MCHB
2853
Mechanics Bancorp
MCHB
$3.46B
$458K ﹤0.01%
+23,706
New +$494K
HSBC.PRA
2854
DELISTED
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
HSBC.PRA
$458K ﹤0.01%
18,566
+1,694
+10% +$41.8K
ASR icon
2855
Grupo Aeroportuario del Sureste
ASR
$8.06B
$457K ﹤0.01%
4,195
-3,205
-43% -$373K
MHO icon
2856
M/I Homes
MHO
$3.81B
$456K ﹤0.01%
22,111
-5,697
-20% -$120K
SFE
2857
DELISTED
Safeguard Scientifics, Inc.
SFE
$456K ﹤0.01%
29,089
-390
-1% -$6K
INWK
2858
DELISTED
InnerWorkings, Inc.
INWK
$456K ﹤0.01%
46,434
+953
+2% +$10.4K
COWN
2859
DELISTED
Cowen Inc. Class A Common Stock
COWN
$455K ﹤0.01%
33,051
-535
-2% -$7.14K
ELGX
2860
DELISTED
Endologix Inc
ELGX
$452K ﹤0.01%
2,800
+279
+11% +$43.9K
SRI icon
2861
Stoneridge
SRI
$210M
$451K ﹤0.01%
41,751
-24,006
-37% -$297K
CPE
2862
DELISTED
Callon Petroleum Company
CPE
$451K ﹤0.01%
8,253
-2,938
-26% -$128K
SJR
2863
DELISTED
Shaw Communications Inc.
SJR
$451K ﹤0.01%
19,415
+6,308
+48% +$153K
LFCR icon
2864
Lifecore Biomedical
LFCR
$163M
$450K ﹤0.01%
36,851
+523
+1% +$7.3K
ISH
2865
DELISTED
INTL SHIPHOLDING CORP
ISH
$448K ﹤0.01%
16,334
+2,226
+16% +$56K
MG icon
2866
Mistras Group
MG
$495M
$447K ﹤0.01%
26,276
+7,808
+42% +$137K
DYN
2867
DELISTED
Dynegy, Inc.
DYN
$446K ﹤0.01%
+23,100
New +$468K
CIA icon
2868
Citizens
CIA
$248M
$445K ﹤0.01%
51,478
+5,449
+12% +$40.1K
BCS.PRC
2869
DELISTED
BARCLAYS BK PLC SPONSORED ADS SER 4 PREF SHS (UK)
BCS.PRC
$445K ﹤0.01%
17,619
+1,567
+10% +$39.6K
LGTY
2870
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$443K ﹤0.01%
51,829
+789
+2% +$6.73K
LXFR icon
2871
Luxfer Holdings
LXFR
$462M
$441K ﹤0.01%
27,571
+2,293
+9% +$38.6K
JPI
2872
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$440K ﹤0.01%
+19,386
New +$444K
FLY
2873
DELISTED
Fly Leasing Limited
FLY
$440K ﹤0.01%
31,728
+4,800
+18% +$67.5K
GZT
2874
DELISTED
Gazit-globe Ltd
GZT
$439K ﹤0.01%
32,956
+1,983
+6% +$26.1K
CCG
2875
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$439K ﹤0.01%
40,653
+14,383
+55% +$160K
113 114
115
116 117

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NIPH
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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.