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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
VOCS
2976
DELISTED
VOCUS INC
VOCS
$360K ﹤0.01%
38,719
+2,435
+7% +$24.7K
TDE
2977
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 6.875% SER NTS DUE 2059
TDE
$358K ﹤0.01%
14,898
+1,358
+10% +$33.5K
NSLR
2978
Neostellar Capital Corp
NSLR
$262M
$357K ﹤0.01%
37,122
-630
-2% -$4.58K
RBS.PRQ
2979
DELISTED
ROYAL BANK OF SCOTLAND GP PLC (THE) ADR REPSTG PFD SHS SER Q
RBS.PRQ
$357K ﹤0.01%
16,308
+1,477
+10% +$31.7K
DNDN
2980
DELISTED
DENDREON CORPORATION
DNDN
$357K ﹤0.01%
121,707
-19,513
-14% -$72.2K
BB icon
2981
BlackBerry
BB
$4.9B
$356K ﹤0.01%
44,847
-1,571
-3% -$15.3K
TNAV
2982
DELISTED
Telenav Inc.
TNAV
$356K ﹤0.01%
60,964
+4,830
+9% +$27.9K
WEYS icon
2983
Weyco Group
WEYS
$364M
$354K ﹤0.01%
12,483
+813
+7% +$21.8K
AVEO
2984
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
$354K ﹤0.01%
17,171
+9,807
+133% +$225K
ANAD
2985
DELISTED
ANADIGICS INC
ANAD
$354K ﹤0.01%
179,477
+72,291
+67% +$146K
MPG
2986
DELISTED
MPG OFFICE TRUST, INC COM
MPG
$354K ﹤0.01%
113,133
+26,109
+30% +$81.5K
KIM.PRI.CL
2987
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$353K ﹤0.01%
16,089
+1,482
+10% +$34K
BV
2988
DELISTED
Bazaarvoice, Inc.
BV
$352K ﹤0.01%
38,819
-5,849
-13% -$59.5K
RNR.PRE
2989
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$352K ﹤0.01%
18,021
+3,325
+23% +$69.7K
OTEX icon
2990
Open Text
OTEX
$5.72B
$351K ﹤0.01%
18,792
+2,928
+18% +$51.3K
ZNH
2991
DELISTED
China Southern Airlines Company Limited
ZNH
$351K ﹤0.01%
+18,748
New +$356K
ZWS icon
2992
Zurn Elkay Water Solutions
ZWS
$8.07B
$348K ﹤0.01%
+34,702
New +$320K
GHDX
2993
DELISTED
Genomic Health, Inc.
GHDX
$348K ﹤0.01%
11,385
-848
-7% -$28.4K
OFIX icon
2994
Orthofix Medical
OFIX
$474M
$346K ﹤0.01%
16,673
+377
+2% +$9.15K
NS
2995
DELISTED
NuStar Energy L.P.
NS
$346K ﹤0.01%
8,633
+1,166
+16% +$49.5K
FRAN
2996
DELISTED
Francesca's Holdings Corporation
FRAN
$345K ﹤0.01%
1,544
+136
+10% +$39K
MER.PRK
2997
Bank of America Income Capital Obligation Notes due December 15 2066
MER.PRK
$1.06B
$344K ﹤0.01%
13,989
+1,250
+10% +$31K
TITN icon
2998
Titan Machinery
TITN
$461M
$344K ﹤0.01%
21,420
+8,355
+64% +$153K
IFT
2999
DELISTED
IMPERIAL HLDGS INC COM STK (FL)
IFT
$344K ﹤0.01%
54,352
-3,833
-7% -$26.3K
BFX
3000
DELISTED
BowFlex Inc.
BFX
$343K ﹤0.01%
+47,484
New +$365K
118 119
120
121 122

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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
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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.