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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
CDR
2376
DELISTED
Cedar Realty Trust, Inc
CDR
$933K ﹤0.01%
27,285
+2,953
+12% +$103K
BRY
2377
DELISTED
BERRY PETROLEUM CO CL A
BRY
$933K ﹤0.01%
21,623
-925
-4% -$38.5K
TMS
2378
DELISTED
TMS INTERNATIONAL CORP CLASS A COM STK
TMS
$932K ﹤0.01%
53,452
+2,183
+4% +$35.9K
VEDL
2379
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$932K ﹤0.01%
82,661
+26,305
+47% +$257K
JTP
2380
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$930K ﹤0.01%
+123,006
New +$955K
EPB
2381
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$930K ﹤0.01%
22,036
-517,997
-96% -$21.9M
AZTA icon
2382
Azenta
AZTA
$1.33B
$929K ﹤0.01%
99,764
+2,387
+2% +$22.9K
SNDA icon
2383
Sonida Senior Living
SNDA
$2.05B
$929K ﹤0.01%
2,927
-539
-16% -$183K
GPT
2384
DELISTED
Gramercy Property Trust
GPT
$929K ﹤0.01%
74,628
+34,642
+87% +$459K
CWST icon
2385
Casella Waste Systems
CWST
$5.74B
$927K ﹤0.01%
161,260
+39,852
+33% +$200K
KNM
2386
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$925K ﹤0.01%
39,917
+1,684
+4% +$38.1K
ZEUS
2387
DELISTED
Olympic Steel
ZEUS
$923K ﹤0.01%
33,210
+62
+0.2% +$1.68K
GLPW
2388
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$923K ﹤0.01%
45,881
+3,097
+7% +$56.8K
LRN icon
2389
Stride
LRN
$4.04B
$920K ﹤0.01%
29,797
+574
+2% +$18.4K
TOWN icon
2390
Towne Bank
TOWN
$3.51B
$920K ﹤0.01%
63,772
+2,927
+5% +$44.7K
ACAD icon
2391
Acadia Pharmaceuticals
ACAD
$4.43B
$918K ﹤0.01%
33,417
-2,709
-7% -$56.6K
BCE icon
2392
BCE
BCE
$20.3B
$918K ﹤0.01%
21,494
+233
+1% +$9.69K
EDR
2393
DELISTED
Education Realty Trust Inc
EDR
$916K ﹤0.01%
33,546
-41
-0.1% -$1.16K
PHIIK
2394
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$914K ﹤0.01%
24,234
+821
+4% +$29.8K
CACC icon
2395
Credit Acceptance
CACC
$5.84B
$913K ﹤0.01%
8,242
-277
-3% -$30.7K
SNEX icon
2396
StoneX
SNEX
$8.96B
$912K ﹤0.01%
225,808
+12,874
+6% +$48.8K
WAIR
2397
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$912K ﹤0.01%
43,584
+29,203
+203% +$575K
BBT
2398
Beacon Financial Corp
BBT
$2.52B
$911K ﹤0.01%
36,290
+231
+0.6% +$6.05K
RSO
2399
DELISTED
Resource Capital Corp.
RSO
$909K ﹤0.01%
38,240
+11,578
+43% +$284K
UTIW
2400
DELISTED
UTI WORLDWIDE INC
UTIW
$908K ﹤0.01%
60,090
-7,948
-12% -$129K
94 95
96
97 98

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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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.