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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
TNGO
2901
DELISTED
Tangoe, Inc.
TNGO
$420K ﹤0.01%
17,643
-2,660
-13% -$51.7K
ARX
2902
DELISTED
Aeroflex Holding Corp (DE)
ARX
$420K ﹤0.01%
59,612
-5,309
-8% -$40.2K
RNET
2903
DELISTED
RigNet, Inc.
RNET
$418K ﹤0.01%
+11,569
New +$359K
UZA
2904
DELISTED
United States Cellular Corp. 6.95% Senior Notes due 2060
UZA
$418K ﹤0.01%
17,319
+1,573
+10% +$38.7K
FN icon
2905
Fabrinet
FN
$16.6B
$417K ﹤0.01%
24,777
-305
-1% -$4.5K
BEL
2906
DELISTED
Belmond Ltd.
BEL
$415K ﹤0.01%
31,971
-1,904
-6% -$23.9K
IEH
2907
DELISTED
INTEGRYS ENERGY GROUP INC 6% JR SUB NT DUE 8-1-2073 (WI)
IEH
$415K ﹤0.01%
+17,072
New +$412K
ODC icon
2908
Oil-Dri
ODC
$1.44B
$414K ﹤0.01%
24,566
+1,962
+9% +$30.6K
WPZ
2909
DELISTED
Williams Partners L.P.
WPZ
$414K ﹤0.01%
9,089
+1,882
+26% +$83.2K
KRO icon
2910
KRONOS Worldwide
KRO
$691M
$413K ﹤0.01%
26,638
-856
-3% -$13.5K
DX
2911
Dynex Capital
DX
$3.01B
$412K ﹤0.01%
15,649
-3,166
-17% -$84.6K
NATR icon
2912
Nature's Sunshine
NATR
$370M
$412K ﹤0.01%
21,672
+10,263
+90% +$189K
DCH
2913
Dauch Corp
DCH
$1.3B
$411K ﹤0.01%
20,845
-697
-3% -$13.7K
LINC icon
2914
Lincoln Educational Services
LINC
$1.31B
$410K ﹤0.01%
88,936
-18,482
-17% -$104K
PSA.PRT.CL
2915
DELISTED
Public Storage
PSA.PRT.CL
$409K ﹤0.01%
18,185
+1,645
+10% +$37.6K
RBS.PRS.CL
2916
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$408K ﹤0.01%
19,036
+1,747
+10% +$36.7K
STCN
2917
DELISTED
Steel Connect, Inc. Common Stock
STCN
$407K ﹤0.01%
15,908
+2,569
+19% +$71.7K
NOR
2918
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$406K ﹤0.01%
23,570
-451
-2% -$9.49K
OSUR icon
2919
OraSure Technologies
OSUR
$273M
$405K ﹤0.01%
67,308
+2,819
+4% +$14.1K
DALN
2920
DELISTED
DallasNews
DALN
$404K ﹤0.01%
12,879
+6,789
+111% +$201K
BFYT
2921
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$403K ﹤0.01%
33,721
+439
+1% +$4.96K
SGK
2922
DELISTED
SCHAWK INC CL-A
SGK
$403K ﹤0.01%
27,153
+754
+3% +$10.4K
LDP icon
2923
Cohen & Steers Duration Preferred & Income Fund
LDP
$597M
$401K ﹤0.01%
+17,885
New +$425K
VKI icon
2924
Invesco Advantage Municipal Income Trust II
VKI
$394M
$401K ﹤0.01%
+37,414
New +$396K
GAME
2925
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$401K ﹤0.01%
102,648
+20,663
+25% +$90.1K
115 116
117
118 119

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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.