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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
BML.PRI.CL
2726
DELISTED
Bank Of America Corporation
BML.PRI.CL
$568K ﹤0.01%
23,796
+2,164
+10% +$52.8K
PSTB
2727
DELISTED
Park Sterling Corp.
PSTB
$566K ﹤0.01%
88,355
+8,903
+11% +$55.4K
MRLN
2728
DELISTED
Marlin Business Services Corp
MRLN
$565K ﹤0.01%
22,621
+2,751
+14% +$66.4K
NNBR icon
2729
NN Inc
NNBR
$273M
$563K ﹤0.01%
36,186
+3,413
+10% +$45.9K
OPY icon
2730
Oppenheimer Holdings
OPY
$1.18B
$563K ﹤0.01%
31,685
+331
+1% +$6.06K
HCOM
2731
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$563K ﹤0.01%
21,220
+4,329
+26% +$115K
FRP
2732
DELISTED
Fairpoint Communications, Inc.
FRP
$563K ﹤0.01%
58,989
+9,411
+19% +$86.2K
BHK icon
2733
BlackRock Core Bond Trust
BHK
$644M
$562K ﹤0.01%
43,230
+24,774
+134% +$315K
PERI icon
2734
Perion Network
PERI
$371M
$562K ﹤0.01%
14,233
+1,973
+16% +$71K
VICR icon
2735
Vicor
VICR
$9.41B
$562K ﹤0.01%
68,665
-10,835
-14% -$86.4K
GOLD
2736
DELISTED
Randgold Resources Ltd
GOLD
$562K ﹤0.01%
7,978
-7,159
-47% -$512K
PACB icon
2737
Pacific Biosciences
PACB
$422M
$561K ﹤0.01%
101,595
+4,454
+5% +$15.5K
SPNC
2738
DELISTED
Spectranetics Corp
SPNC
$561K ﹤0.01%
33,410
+1,364
+4% +$23.8K
BELFB
2739
Bel Fuse Inc Class B
BELFB
$3.84B
$560K ﹤0.01%
32,126
-129
-0.4% -$2.1K
C.PRN icon
2740
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
C.PRN
$2.56B
$560K ﹤0.01%
20,369
+1,837
+10% +$50.5K
TGS icon
2741
Transportadora de Gas del Sur
TGS
$4.59B
$560K ﹤0.01%
264,422
– –
MWR.CL
2742
DELISTED
MORGAN STANLEY CAPITAL TRUST III
MWR.CL
$560K ﹤0.01%
22,657
+2,018
+10% +$49.9K
PSA.PRO
2743
DELISTED
PUBLIC STORAGE DEP SHS (USA)
PSA.PRO
$559K ﹤0.01%
21,991
-2,457
-10% -$63K
WP
2744
DELISTED
Worldpay, Inc.
WP
$558K ﹤0.01%
19,963
+11,862
+146% +$323K
CRRC
2745
DELISTED
COURIER CORP
CRRC
$557K ﹤0.01%
35,237
+585
+2% +$9.04K
AL
2746
DELISTED
Air Lease Corp
AL
$556K ﹤0.01%
20,093
-1,194
-6% -$32.7K
BMI icon
2747
Badger Meter
BMI
$3.71B
$556K ﹤0.01%
23,934
+1,326
+6% +$31.2K
END
2748
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
$556K ﹤0.01%
104,014
-15,660
-13% -$76.4K
AMJ
2749
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$555K ﹤0.01%
12,435
+192
+2% +$8.83K
CLDT
2750
Chatham Lodging
CLDT
$643M
$554K ﹤0.01%
30,995
+8,951
+41% +$165K
108 109
110
111 112

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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.