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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
JTD
3251
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$196K ﹤0.01%
13,377
-15,385
-53% -$231K
FRNK
3252
DELISTED
FRANKLIN FINL CORP VA COM STK (VA)
FRNK
$195K ﹤0.01%
10,271
-905
-8% -$16.7K
EWM icon
3253
iShares MSCI Malaysia ETF
EWM
$305M
$194K ﹤0.01%
+3,229
New +$196K
WIA
3254
Western Asset Inflation-Linked Income Fund
WIA
$185M
$192K ﹤0.01%
16,482
-32,511
-66% -$380K
IDIX
3255
DELISTED
IDENIX PHARMACEUTICALS INC
IDIX
$192K ﹤0.01%
36,947
+500
+1% +$2.19K
LCUT icon
3256
Lifetime Brands
LCUT
$199M
$190K ﹤0.01%
12,407
+42
+0.3% +$605
YZC
3257
DELISTED
Yanzhou Coal Mining
YZC
$190K ﹤0.01%
19,824
-27,179
-58% -$228K
CNOB icon
3258
Center Bancorp
CNOB
$1.63B
$189K ﹤0.01%
13,283
+1,793
+16% +$25.9K
ENVE
3259
DELISTED
ENVENTIS CORP COM STK
ENVE
$189K ﹤0.01%
16,575
+481
+3% +$5.23K
HNR
3260
DELISTED
Harvest Natural Resources
HNR
$188K ﹤0.01%
8,806
-1,418
-14% -$25.7K
UCTT
3261
Ultra Clean Holdings
UCTT
$4.16B
$187K ﹤0.01%
27,100
-21,207
-44% -$141K
PZN
3262
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$186K ﹤0.01%
27,402
+821
+3% +$5.63K
NUW icon
3263
Nuveen AMT-Free Municipal Value Fund
NUW
$251M
$183K ﹤0.01%
+11,905
New +$182K
HIL
3264
DELISTED
Hill International, Inc. Common Stock
HIL
$182K ﹤0.01%
55,191
+2,162
+4% +$6.35K
NBIX icon
3265
Neurocrine Biosciences
NBIX
$17.7B
$181K ﹤0.01%
16,013
-668
-4% -$9.18K
CEMP
3266
DELISTED
Cempra, Inc.
CEMP
$181K ﹤0.01%
15,743
+695
+5% +$6.1K
AVNR
3267
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
$181K ﹤0.01%
42,816
-1,234
-3% -$5.85K
MNKD icon
3268
MannKind Corp
MNKD
$1.28B
$178K ﹤0.01%
6,244
+648
+12% +$21.4K
HRG
3269
DELISTED
HRG Group, Inc.
HRG
$178K ﹤0.01%
+17,205
New +$152K
TUC
3270
DELISTED
MAC-GRAY CORP
TUC
$176K ﹤0.01%
12,073
+1,744
+17% +$25.7K
EOX
3271
DELISTED
EMERALD OIL INC (MT)
EOX
$176K ﹤0.01%
1,222
-16
-1% -$2.27K
MRIN
3272
DELISTED
Marin Software
MRIN
$174K ﹤0.01%
+331
New +$174K
TSYS
3273
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
$174K ﹤0.01%
71,171
+4,721
+7% +$12.5K
CSG
3274
DELISTED
CHAMBERS STR PPTYS COM
CSG
$173K ﹤0.01%
19,668
-38,086
-66% -$320K
NOG icon
3275
Northern Oil and Gas
NOG
$2.3B
$172K ﹤0.01%
1,192
+94
+9% +$12.5K
129 130
131
132 133

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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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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.