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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
SFL icon
2026
SFL Corp
SFL
$1.61B
$1.43M ﹤0.01%
93,899
-3,762
-4% -$58.8K
P
2027
DELISTED
Pandora Media Inc
P
$1.43M ﹤0.01%
57,033
+5,723
+11% +$117K
GEF icon
2028
Greif
GEF
$4.74B
$1.43M ﹤0.01%
29,210
+127
+0.4% +$6.83K
SAVE
2029
DELISTED
Spirit Airlines, Inc.
SAVE
$1.43M ﹤0.01%
41,763
-13
-0% -$430
SCO
2030
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$1.43M ﹤0.01%
440,345
+9,693
+2% +$31.5K
QLIK
2031
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$1.43M ﹤0.01%
41,765
+3,198
+8% +$105K
CLUB
2032
DELISTED
Town Sports International Holdings, Inc.
CLUB
$1.43M ﹤0.01%
110,086
+20,294
+23% +$244K
TC
2033
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$1.43M ﹤0.01%
397,772
-13,851
-3% -$46.5K
ADTN icon
2034
Adtran
ADTN
$730M
$1.43M ﹤0.01%
53,529
+14,881
+39% +$386K
ALEX
2035
DELISTED
Alexander & Baldwin
ALEX
$1.43M ﹤0.01%
39,592
-41,561
-51% -$1.66M
ESE icon
2036
ESCO Technologies
ESE
$8.18B
$1.43M ﹤0.01%
42,889
-235
-0.5% -$7.75K
EXPO icon
2037
Exponent
EXPO
$3.15B
$1.43M ﹤0.01%
79,340
+4,696
+6% +$78.3K
ANAT
2038
DELISTED
American National Group, Inc. Common Stock
ANAT
$1.43M ﹤0.01%
14,531
-2,524
-15% -$270K
UI icon
2039
Ubiquiti
UI
$32.4B
$1.42M ﹤0.01%
42,380
-1,234
-3% -$33.1K
RGS icon
2040
Regis Corp
RGS
$68.2M
$1.42M ﹤0.01%
4,848
+81
+2% +$26.8K
STM icon
2041
STMicroelectronics
STM
$44.7B
$1.42M ﹤0.01%
154,685
+7,650
+5% +$68.2K
UVE icon
2042
Universal Insurance Holdings
UVE
$1.23B
$1.42M ﹤0.01%
201,713
+76,701
+61% +$593K
CMTL icon
2043
Comtech Telecommunications
CMTL
$51.5M
$1.42M ﹤0.01%
58,413
-485
-0.8% -$12.6K
PRSU
2044
Pursuit Attractions and Hospitality Inc
PRSU
$1.48B
$1.42M ﹤0.01%
66,511
+2,867
+5% +$61.3K
ICUI icon
2045
ICU Medical
ICUI
$4.14B
$1.42M ﹤0.01%
20,859
+379
+2% +$27.1K
PNC.PRP
2046
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.42M ﹤0.01%
56,088
+7,932
+16% +$203K
DXCM icon
2047
DexCom
DXCM
$28.9B
$1.41M ﹤0.01%
200,224
-15,972
-7% -$101K
HOUS
2048
DELISTED
Anywhere Real Estate
HOUS
$1.41M ﹤0.01%
32,834
+6,494
+25% +$294K
TG icon
2049
Tredegar Corp
TG
$263M
$1.41M ﹤0.01%
54,286
-14,273
-21% -$374K
DBI icon
2050
Designer Brands
DBI
$322M
$1.41M ﹤0.01%
32,978
+414
+1% +$16.7K
80 81
82
83 84

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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.