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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
GBF icon
2826
iShares Government/Credit Bond ETF
GBF
$133M
$480K ﹤0.01%
4,400
-3,400
-44% -$373K
VNOD.CL
2827
DELISTED
VORNADO REALTY LP 7.875% PUB INCOME NTS DUE 10/01/2039
VNOD.CL
$479K ﹤0.01%
18,260
+1,626
+10% +$42.8K
GEL icon
2828
Genesis Energy
GEL
$1.81B
$478K ﹤0.01%
9,554
+406
+4% +$20.4K
CLNY
2829
DELISTED
Colony Capital, Inc.
CLNY
$478K ﹤0.01%
23,906
+8,605
+56% +$174K
CLDX icon
2830
Celldex Therapeutics
CLDX
$2.8B
$476K ﹤0.01%
896
-20
-2% -$6.86K
WHG icon
2831
Westwood Holdings Group
WHG
$186M
$476K ﹤0.01%
9,903
+1,660
+20% +$80.6K
USB.PRM
2832
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$476K ﹤0.01%
18,318
+1,522
+9% +$40.7K
PNNT
2833
Pennant Park Investment Corp
PNNT
$219M
$474K ﹤0.01%
42,013
-6,271
-13% -$71.5K
INTX
2834
DELISTED
Intersections, Inc.
INTX
$472K ﹤0.01%
53,872
+3,820
+8% +$35.9K
WMAR
2835
DELISTED
West Marine Inc
WMAR
$472K ﹤0.01%
38,973
+7,402
+23% +$84.8K
WES
2836
DELISTED
Western Gas Partners Lp
WES
$471K ﹤0.01%
7,825
+1,631
+26% +$99K
NEWS
2837
DELISTED
NewStar Financial, Inc.
NEWS
$470K ﹤0.01%
25,717
+63
+0.2% +$945
MER.PRM
2838
DELISTED
MERRILL LYNCH CAP TRII GUARANTEED TRUST PFD SECS 6.450%
MER.PRM
$469K ﹤0.01%
19,075
+1,712
+10% +$42.5K
CRUS icon
2839
Cirrus Logic
CRUS
$6.87B
$468K ﹤0.01%
20,652
-148
-0.7% -$3.06K
STEW
2840
SRH Total Return Fund
STEW
$1.76B
$468K ﹤0.01%
61,319
+688
+1% +$5.27K
PGH
2841
DELISTED
Pengrowth Energy Corporation
PGH
$468K ﹤0.01%
79,104
+24,917
+46% +$140K
CWB icon
2842
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.57B
$467K ﹤0.01%
10,324
-433
-4% -$19.2K
FIVE icon
2843
Five Below
FIVE
$11.5B
$466K ﹤0.01%
+10,668
New +$428K
HCKT icon
2844
Hackett Group
HCKT
$255M
$464K ﹤0.01%
65,011
+11,699
+22% +$71.1K
PDT
2845
John Hancock Premium Dividend Fund
PDT
$637M
$463K ﹤0.01%
38,696
-23,576
-38% -$297K
EMCI
2846
DELISTED
EMC INS Group Inc
EMCI
$463K ﹤0.01%
23,028
-14
-0.1% -$267
JSD
2847
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$463K ﹤0.01%
+24,208
New +$469K
ACWI icon
2848
iShares MSCI ACWI ETF
ACWI
$32.5B
$461K ﹤0.01%
8,548
+142
+2% +$7.47K
MTGE
2849
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$461K ﹤0.01%
+23,325
New +$451K
IYR icon
2850
iShares US Real Estate ETF
IYR
$4.73B
$460K ﹤0.01%
7,217
-829
-10% -$54.2K
112 113
114
115 116

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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.