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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
UBA
2251
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.1M ﹤0.01%
55,573
+22,148
+66% +$453K
NTCT icon
2252
NETSCOUT
NTCT
$2.89B
$1.1M ﹤0.01%
43,254
+1,788
+4% +$46.2K
BKW
2253
DELISTED
BURGER KING WORLDWIDE
BKW
$1.1M ﹤0.01%
56,349
+41,546
+281% +$819K
TISI icon
2254
Team
TISI
$80.6M
$1.1M ﹤0.01%
2,759
+282
+11% +$111K
IO
2255
DELISTED
ION Geophysical Corporation
IO
$1.1M ﹤0.01%
14,070
+719
+5% +$59.1K
AAT
2256
American Assets Trust
AAT
$1.48B
$1.1M ﹤0.01%
35,914
+18,843
+110% +$594K
BKR
2257
DELISTED
BAKER MICHAEL CORP
BKR
$1.09M ﹤0.01%
27,050
+1,560
+6% +$57.6K
DXLG icon
2258
Destination XL Group
DXLG
$34.3M
$1.09M ﹤0.01%
169,039
+16,452
+11% +$106K
MCS icon
2259
Marcus Corp
MCS
$766M
$1.09M ﹤0.01%
75,300
+3,940
+6% +$51.7K
ANK
2260
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$1.09M ﹤0.01%
20,948
+5,685
+37% +$296K
OCSL icon
2261
Oaktree Specialty Lending
OCSL
$1.06B
$1.09M ﹤0.01%
35,374
+555
+2% +$17.6K
BTH
2262
DELISTED
BLYTH,INC
BTH
$1.09M ﹤0.01%
78,731
-2,216
-3% -$26.9K
EZPW icon
2263
Ezcorp Inc
EZPW
$1.85B
$1.09M ﹤0.01%
64,412
-9,962
-13% -$178K
IVR icon
2264
Invesco Mortgage Capital
IVR
$769M
$1.09M ﹤0.01%
7,056
+137
+2% +$21.7K
ZVO
2265
DELISTED
Zovio Inc. Common Stock
ZVO
$1.09M ﹤0.01%
60,200
-16,485
-21% -$268K
AEH.CL
2266
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.09M ﹤0.01%
46,820
+4,053
+9% +$96.4K
EAD
2267
Allspring Income Opportunities Fund
EAD
$373M
$1.08M ﹤0.01%
+120,415
New +$1.08M
AER icon
2268
AerCap
AER
$24.3B
$1.08M ﹤0.01%
55,660
+1,843
+3% +$33.5K
KRA
2269
DELISTED
Kraton Corporation
KRA
$1.08M ﹤0.01%
55,205
-24,147
-30% -$482K
MILL
2270
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$1.08M ﹤0.01%
148,944
+3,706
+3% +$20.6K
IWF icon
2271
iShares Russell 1000 Growth ETF
IWF
$119B
$1.08M ﹤0.01%
55,252
-7,676
-12% -$147K
LBY
2272
DELISTED
Libbey, Inc.
LBY
$1.08M ﹤0.01%
45,422
+4,357
+11% +$106K
FRM
2273
DELISTED
FURMANITE CORPORATION COM
FRM
$1.08M ﹤0.01%
109,102
-5,212
-5% -$45.1K
SWS
2274
DELISTED
SWS GROUP INC
SWS
$1.08M ﹤0.01%
193,483
+19,864
+11% +$114K
BBSI icon
2275
Barrett Business Services
BBSI
$1.01B
$1.08M ﹤0.01%
64,032
+2,712
+4% +$44.3K
89 90
91
92 93

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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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.