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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
INKM icon
3226
State Street Income Allocation ETF
INKM
$72M
$211K ﹤0.01%
6,948
-1,451
-17% -$43.8K
OPK icon
3227
Opko Health
OPK
$921M
$211K ﹤0.01%
23,919
+326
+1% +$2.62K
PSB.PRU.CL
3228
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$209K ﹤0.01%
10,396
+906
+10% +$19.4K
CHFN
3229
DELISTED
Charter Financial Corp
CHFN
$209K ﹤0.01%
+19,375
New +$205K
BTE icon
3230
Baytex Energy
BTE
$3.08B
$208K ﹤0.01%
+5,030
New +$203K
FTF
3231
Franklin Limited Duration Income Trust
FTF
$233M
$207K ﹤0.01%
+15,948
New +$204K
CFNB
3232
DELISTED
California First National Banc
CFNB
$207K ﹤0.01%
12,144
+64
+0.5% +$1.06K
BBDO icon
3233
Banco Bradesco
BBDO
$33.9B
$206K ﹤0.01%
27,587
+6,287
+30% +$42.4K
NPTN
3234
DELISTED
NEOPHOTONICS CORP
NPTN
$206K ﹤0.01%
27,819
-6,558
-19% -$51K
HGH
3235
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$206K ﹤0.01%
7,342
-1,869
-20% -$53.1K
FCRD
3236
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
$205K ﹤0.01%
13,143
+932
+8% +$14.5K
BGT icon
3237
BlackRock Floating Rate Income Trust
BGT
$322M
$204K ﹤0.01%
+14,399
New +$210K
NXP icon
3238
Nuveen Select Tax-Free Income Portfolio
NXP
$900M
$203K ﹤0.01%
+15,555
New +$201K
MBVT
3239
DELISTED
Merchants Bancshares Inc
MBVT
$203K ﹤0.01%
7,031
-439
-6% -$13.6K
PPBI
3240
DELISTED
Pacific Premier Bancorp
PPBI
$202K ﹤0.01%
+15,034
New +$196K
PRS
3241
DELISTED
PRIMUS GUARANTY LTD
PRS
$202K ﹤0.01%
20,454
– –
MPO
3242
DELISTED
MIDSTATES PETE CO INC COM NEW
MPO
$202K ﹤0.01%
3,941
-662
-14% -$35.2K
HALL
3243
DELISTED
Hallmark Financial Services, Inc.
HALL
$199K ﹤0.01%
2,242
+7
+0.3% +$635
CRTX
3244
DELISTED
CORNERSTONE THERAPEUTICS INC
CRTX
$199K ﹤0.01%
21,108
+10,510
+99% +$94.7K
CETV
3245
DELISTED
Central European Media Enterprises Ltd
CETV
$198K ﹤0.01%
37,696
+10,682
+40% +$44K
GBNK
3246
DELISTED
Guaranty Bancorp
GBNK
$198K ﹤0.01%
14,493
+3,787
+35% +$46.6K
HDNG
3247
DELISTED
Hardinge Inc
HDNG
$198K ﹤0.01%
+12,826
New +$198K
GMAN
3248
DELISTED
Gordmans Stores, Inc.
GMAN
$198K ﹤0.01%
17,593
+2,350
+15% +$32.7K
KTOS icon
3249
Kratos Defense & Security Solutions
KTOS
$8.88B
$197K ﹤0.01%
+23,758
New +$180K
UMH
3250
UMH Properties
UMH
$1.32B
$197K ﹤0.01%
19,797
-4,902
-20% -$50.4K
128 129
130
131 132

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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
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SCC
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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.