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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
OVTI
1626
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$2.31M 0.01%
150,732
+20,387
+16% +$339K
BXMX
1627
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$2.3M 0.01%
190,384
-20,668
-10% -$257K
ARRS
1628
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$2.3M 0.01%
134,925
+30,215
+29% +$480K
PMCS
1629
DELISTED
P M C SIERRA INC
PMCS
$2.3M 0.01%
347,013
+325
+0.1% +$2.13K
BBN icon
1630
BlackRock Taxable Municipal Bond Trust
BBN
$978M
$2.3M 0.01%
122,052
-86,563
-41% -$1.67M
OHI icon
1631
Omega Healthcare
OHI
$15.4B
$2.3M 0.01%
76,869
+6,322
+9% +$192K
SPXX icon
1632
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$332M
$2.29M 0.01%
169,792
-29,228
-15% -$408K
TRST
1633
Trustco Bank Corp NY
TRST
$984M
$2.29M 0.01%
77,050
+695
+0.9% +$20.8K
HCSG icon
1634
Healthcare Services Group
HCSG
$1.63B
$2.29M 0.01%
88,862
+4,869
+6% +$122K
LULU icon
1635
lululemon athletica
LULU
$13.7B
$2.29M 0.01%
31,294
+5,906
+23% +$412K
ELX
1636
DELISTED
EMULEX CORP
ELX
$2.29M 0.01%
295,016
-51,662
-15% -$402K
VLY icon
1637
Valley National Bancorp
VLY
$8.01B
$2.29M 0.01%
229,959
-14,219
-6% -$144K
CORE
1638
DELISTED
Core Mark Holding Co., Inc.
CORE
$2.29M 0.01%
137,672
+28,836
+26% +$467K
ACC
1639
DELISTED
American Campus Communities, Inc.
ACC
$2.28M 0.01%
66,885
+27,546
+70% +$1.03M
SMRT
1640
DELISTED
Stein Mart Inc
SMRT
$2.28M 0.01%
166,487
+12,357
+8% +$166K
TS icon
1641
Tenaris
TS
$28.1B
$2.28M 0.01%
48,696
+3,094
+7% +$140K
IPHS
1642
DELISTED
Innophos Holdings, Inc.
IPHS
$2.28M 0.01%
43,160
+2,650
+7% +$134K
UNT
1643
DELISTED
UNIT Corporation
UNT
$2.28M 0.01%
48,968
-1,682
-3% -$77.2K
WWAV
1644
DELISTED
The WhiteWave Foods Company
WWAV
$2.27M 0.01%
113,938
+14,107
+14% +$268K
ROSE
1645
DELISTED
ROSETTA RESOURCES INC
ROSE
$2.27M 0.01%
41,754
+4,361
+12% +$206K
AYR
1646
DELISTED
Aircastle Ltd
AYR
$2.27M 0.01%
130,348
+375
+0.3% +$6.41K
SAPE
1647
DELISTED
SAPIENT CORP
SAPE
$2.26M 0.01%
144,912
+28,598
+25% +$422K
FRGI
1648
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$2.26M 0.01%
60,065
+37,147
+162% +$1.26M
SUI icon
1649
Sun Communities
SUI
$15.3B
$2.26M 0.01%
53,001
+5,615
+12% +$265K
EPR icon
1650
EPR Properties
EPR
$4.92B
$2.26M 0.01%
46,284
+8,785
+23% +$443K
64 65
66
67 68

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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.