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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
IIM icon
2051
Invesco Value Municipal Income Trust
IIM
$590M
$1.41M ﹤0.01%
+103,793
New +$1.4M
LNCE
2052
DELISTED
Snyders-Lance, Inc.
LNCE
$1.41M ﹤0.01%
48,732
-1,163
-2% -$33.7K
NPSP
2053
DELISTED
NPS PHARMACEUTICALS INC
NPSP
$1.4M ﹤0.01%
44,091
-4,811
-10% -$110K
MSEX icon
2054
Middlesex Water
MSEX
$1.08B
$1.4M ﹤0.01%
65,562
+2,199
+3% +$46.1K
WTI icon
2055
W&T Offshore
WTI
$473M
$1.4M ﹤0.01%
79,046
+4,350
+6% +$70.3K
ATMI
2056
DELISTED
A T M I INC
ATMI
$1.4M ﹤0.01%
52,705
-2,062
-4% -$52.3K
BBOX
2057
DELISTED
Black Box Corp
BBOX
$1.4M ﹤0.01%
45,623
-10,137
-18% -$288K
EGOV
2058
DELISTED
NIC Inc
EGOV
$1.39M ﹤0.01%
60,170
+85
+0.1% +$1.77K
TXI
2059
DELISTED
TEXAS INDUSTRIES INC
TXI
$1.39M ﹤0.01%
20,978
+1,293
+7% +$81.3K
REV
2060
DELISTED
Revlon, Inc.
REV
$1.39M ﹤0.01%
50,090
+3,087
+7% +$76.3K
CBB
2061
DELISTED
Cincinnati Bell Inc.
CBB
$1.39M ﹤0.01%
102,062
+773
+0.8% +$12.2K
VCI
2062
DELISTED
VALASSIS COMMUNICATIONS INC
VCI
$1.39M ﹤0.01%
48,019
-1,626
-3% -$45.8K
MODV
2063
DELISTED
ModivCare
MODV
$1.39M ﹤0.01%
48,266
+5,949
+14% +$167K
POWL icon
2064
Powell Industries
POWL
$7.32B
$1.38M ﹤0.01%
67,653
+8,073
+14% +$146K
CMD
2065
DELISTED
Cantel Medical Corporation
CMD
$1.38M ﹤0.01%
43,352
-465
-1% -$12.4K
AMRI
2066
DELISTED
Albany Molecular Research Inc
AMRI
$1.38M ﹤0.01%
107,172
+60,274
+129% +$741K
XBI icon
2067
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$1.38M ﹤0.01%
32,028
+4,149
+15% +$168K
RAVN
2068
DELISTED
Raven Industries Inc
RAVN
$1.38M ﹤0.01%
42,159
+1,086
+3% +$34K
HI
2069
DELISTED
Hillenbrand
HI
$1.37M ﹤0.01%
50,200
-8
-0% -$202
WWW icon
2070
Wolverine World Wide
WWW
$1.71B
$1.37M ﹤0.01%
47,024
+1,446
+3% +$41.2K
GRT
2071
DELISTED
GLIMCHER REALTY TRUST
GRT
$1.37M ﹤0.01%
140,330
-22,987
-14% -$246K
ACO
2072
DELISTED
AMCOL International Corp
ACO
$1.37M ﹤0.01%
41,874
+869
+2% +$29.6K
CSR
2073
Centerspace
CSR
$941M
$1.37M ﹤0.01%
16,571
-1,455
-8% -$124K
TBHC
2074
DELISTED
The Brand House Collective
TBHC
$1.37M ﹤0.01%
74,138
+3,836
+5% +$70.2K
PHD
2075
DELISTED
Pioneer Floating Rate Fund
PHD
$1.37M ﹤0.01%
108,876
+85,149
+359% +$1.1M
81 82
83
84 85

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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
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.