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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
TNC icon
1551
Tennant Co
TNC
$1.5B
$2.46M 0.01%
39,756
+2,797
+8% +$151K
SLH
1552
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$2.46M 0.01%
46,561
-22,353
-32% -$1.22M
CVSA
1553
Covista Inc
CVSA
$4.3B
$2.46M 0.01%
80,509
+15,285
+23% +$471K
FIX icon
1554
Comfort Systems
FIX
$57.2B
$2.46M 0.01%
146,349
+6,955
+5% +$111K
GIII icon
1555
G-III Apparel Group
GIII
$1.55B
$2.46M 0.01%
90,024
+19,700
+28% +$502K
EDP
1556
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$2.46M 0.01%
67,220
-20,172
-23% -$737K
NQI
1557
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$2.46M 0.01%
199,590
+113,644
+132% +$1.38M
MGAM
1558
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
$2.46M 0.01%
71,053
+1,757
+3% +$60K
ANDE icon
1559
Andersons Inc
ANDE
$2.49B
$2.45M 0.01%
52,628
+6,710
+15% +$283K
THI
1560
DELISTED
TIM HORTONS INC COM, CANADA
THI
$2.45M 0.01%
42,239
+2,429
+6% +$138K
LPLA icon
1561
LPL Financial
LPLA
$27.4B
$2.45M 0.01%
63,859
+1,392
+2% +$53.2K
NCI
1562
DELISTED
Navigant Consulting, Inc.
NCI
$2.45M 0.01%
158,224
+13,102
+9% +$184K
EON
1563
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$2.45M 0.01%
137,466
+7,939
+6% +$141K
GWR
1564
DELISTED
Genesee & Wyoming Inc.
GWR
$2.44M 0.01%
26,297
-6
-0% -$542
LZB icon
1565
La-Z-Boy
LZB
$1.65B
$2.44M 0.01%
107,557
-808
-0.7% -$17.5K
TGI
1566
DELISTED
Triumph Group
TGI
$2.44M 0.01%
34,797
+644
+2% +$49.7K
CMP icon
1567
Compass Minerals
CMP
$1.25B
$2.44M 0.01%
32,024
+3,951
+14% +$313K
RNST icon
1568
Renasant Corp
RNST
$4.05B
$2.44M 0.01%
89,830
+7,294
+9% +$194K
HURN icon
1569
Huron Consulting
HURN
$1.97B
$2.44M 0.01%
46,388
+2,916
+7% +$144K
STE icon
1570
Steris
STE
$22.4B
$2.43M 0.01%
56,643
+13,285
+31% +$577K
ITGR icon
1571
Integer Holdings
ITGR
$3.41B
$2.43M 0.01%
78,326
+3,420
+5% +$111K
WOR icon
1572
Worthington Enterprises
WOR
$2.82B
$2.43M 0.01%
114,396
-10,650
-9% -$228K
TPC
1573
Tutor Perini Cor
TPC
$4.31B
$2.43M 0.01%
113,806
-3,839
-3% -$74.2K
WG
1574
DELISTED
Willbros Group
WG
$2.42M 0.01%
264,063
+5,870
+2% +$49.3K
DMC
1575
Del Monte Corp
DMC
$1.37B
$2.42M 0.01%
81,390
+12,067
+17% +$351K
61 62
63
64 65

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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.