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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
PROV icon
2926
Provident Financial
PROV
$109M
$400K ﹤0.01%
24,062
+12,581
+110% +$220K
MFLX
2927
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$400K ﹤0.01%
24,684
+804
+3% +$12.6K
UHT
2928
Universal Health Realty Income Trust
UHT
$615M
$399K ﹤0.01%
9,534
-2,011
-17% -$85.5K
AKRX
2929
DELISTED
Akorn Inc
AKRX
$399K ﹤0.01%
20,291
+5,546
+38% +$89.7K
FLIC
2930
DELISTED
First of Long Island Corp
FLIC
$398K ﹤0.01%
23,027
+2,014
+10% +$32.9K
JIVE
2931
DELISTED
Jive Software, Inc.
JIVE
$397K ﹤0.01%
31,723
-21,781
-41% -$313K
LCI
2932
DELISTED
Lannett Company, Inc.
LCI
$396K ﹤0.01%
+4,532
New +$265K
IIJI
2933
DELISTED
Internet Initiative Japan Inc
IIJI
$396K ﹤0.01%
+27,503
New +$441K
DSPG
2934
DELISTED
DSP Group Inc
DSPG
$395K ﹤0.01%
56,029
+2,902
+5% +$21.5K
DCO icon
2935
Ducommun
DCO
$2.69B
$394K ﹤0.01%
+13,728
New +$350K
MIND icon
2936
MIND Technology
MIND
$47.8M
$394K ﹤0.01%
2,575
+105
+4% +$17.7K
USCR
2937
DELISTED
U S Concrete, Inc.
USCR
$394K ﹤0.01%
+19,624
New +$360K
LUB
2938
DELISTED
Luby's Inc.
LUB
$393K ﹤0.01%
54,676
-87
-0.2% -$704
CLNE icon
2939
Clean Energy Fuels
CLNE
$434M
$392K ﹤0.01%
30,661
+4,973
+19% +$63.9K
PRGX
2940
DELISTED
PRGX Global, Inc.
PRGX
$391K ﹤0.01%
62,447
+3,330
+6% +$20.2K
LABL
2941
DELISTED
Multi-Color Corp
LABL
$391K ﹤0.01%
11,538
+1,131
+11% +$37.1K
JMBA
2942
DELISTED
Jamba, Inc.
JMBA
$391K ﹤0.01%
+29,241
New +$412K
RH icon
2943
RH
RH
$3.4B
$390K ﹤0.01%
6,152
-17
-0.3% -$1.17K
SPAB icon
2944
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$390K ﹤0.01%
13,694
-99,492
-88% -$2.81M
BNCL
2945
DELISTED
Beneficial Bancorp, Inc.
BNCL
$390K ﹤0.01%
43,079
+3,783
+10% +$31.4K
AEGR
2946
DELISTED
Aegerion Pharmaceuticals
AEGR
$389K ﹤0.01%
4,533
-1,162
-20% -$98.5K
SOL
2947
DELISTED
Emeren Group
SOL
$387K ﹤0.01%
15,514
+7,995
+106% +$164K
ARTNA icon
2948
Artesian Resources
ARTNA
$357M
$386K ﹤0.01%
17,360
+2,699
+18% +$60.8K
HCI icon
2949
HCI Group
HCI
$2.26B
$386K ﹤0.01%
+9,442
New +$327K
KOPN icon
2950
Kopin
KOPN
$660M
$386K ﹤0.01%
96,049
+122
+0.1% +$443
116 117
118
119 120

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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
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
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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.