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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
DRU.CL
3026
DELISTED
DOMINION RES INC VA NEW 2009 SER A 8.375% ENHCD JR SUB NTS
DRU.CL
$330K ﹤0.01%
12,658
+1,116
+10% +$29.3K
CAF
3027
Morgan Stanley China A Share Fund
CAF
$340M
$329K ﹤0.01%
14,897
+2,998
+25% +$63.4K
AED.CL
3028
DELISTED
Aegon NV
AED.CL
$327K ﹤0.01%
14,019
+1,247
+10% +$29.8K
ABR icon
3029
Arbor Realty Trust
ABR
$977M
$326K ﹤0.01%
+48,138
New +$341K
GSH
3030
DELISTED
Guangshen Railway Co. Ltd
GSH
$326K ﹤0.01%
12,310
+1,747
+17% +$40.8K
CAE icon
3031
CAE Inc. Common Shares
CAE
$8.23B
$325K ﹤0.01%
29,738
+9,058
+44% +$99.7K
EOT
3032
Eaton Vance National Municipal Opportunities Trust
EOT
$268M
$325K ﹤0.01%
+17,270
New +$319K
STRP
3033
DELISTED
Straight Path Communications Inc.
STRP
$324K ﹤0.01%
+61,558
New +$320K
HFWA icon
3034
Heritage Financial
HFWA
$1.23B
$323K ﹤0.01%
+20,842
New +$327K
TAST
3035
DELISTED
Carrols Restaurant Group, Inc.
TAST
$323K ﹤0.01%
53,098
+27,130
+104% +$172K
ARUN
3036
DELISTED
ARUBA NETWORKS, INC.
ARUN
$322K ﹤0.01%
19,348
-609
-3% -$10.6K
APAM icon
3037
Artisan Partners
APAM
$2.89B
$321K ﹤0.01%
6,125
+865
+16% +$44.4K
VRA icon
3038
Vera Bradley
VRA
$106M
$321K ﹤0.01%
15,651
+3,785
+32% +$80.9K
AAIC
3039
DELISTED
Arlington Asset Investment Corp.
AAIC
$321K ﹤0.01%
13,485
+1,201
+10% +$29.9K
STRI
3040
DELISTED
STR HLDGS INC COM STK NEW (DE)
STRI
$319K ﹤0.01%
47,697
-13,032
-21% -$84.2K
IVH
3041
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$318K ﹤0.01%
+17,859
New +$321K
DLR.PRE
3042
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$318K ﹤0.01%
13,260
+1,205
+10% +$29.3K
TPLM
3043
DELISTED
Triangle Petroleum Corporation
TPLM
$317K ﹤0.01%
32,263
-97
-0.3% -$740
QQQ icon
3044
Invesco QQQ Trust
QQQ
$446B
$316K ﹤0.01%
4,000
-17
-0.4% -$1.29K
MKTG
3045
DELISTED
RESPONSYS INC COM STK (CA)
MKTG
$312K ﹤0.01%
+18,882
New +$279K
NNN.PRD.CL
3046
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$312K ﹤0.01%
13,603
+1,236
+10% +$29.6K
OABC
3047
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
$311K ﹤0.01%
12,711
-27
-0.2% -$635
WBCO
3048
DELISTED
WASHINGTON BANKING CO
WBCO
$311K ﹤0.01%
22,144
+9,775
+79% +$141K
ICA
3049
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$311K ﹤0.01%
36,400
+20,112
+123% +$169K
MLR icon
3050
Miller Industries
MLR
$585M
$310K ﹤0.01%
18,229
+1,563
+9% +$25.8K
120 121
122
123 124

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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.