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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
PKOH icon
2301
Park-Ohio Holdings
PKOH
$564M
$1.05M ﹤0.01%
27,369
-492
-2% -$17.4K
B
2302
Barrick Mining
B
$61.5B
$1.05M ﹤0.01%
56,411
+5,653
+11% +$99.7K
ELRC
2303
DELISTED
ELECTRO RENT CORP
ELRC
$1.04M ﹤0.01%
57,581
+5,544
+11% +$99.1K
UMBF icon
2304
UMB Financial
UMBF
$10.9B
$1.04M ﹤0.01%
19,197
-283
-1% -$16.5K
GSM icon
2305
FerroAtlántica
GSM
$628M
$1.04M ﹤0.01%
67,615
-1,973
-3% -$25.2K
UTEK
2306
DELISTED
Ultratech Inc.
UTEK
$1.04M ﹤0.01%
34,392
+5,593
+19% +$171K
IPAR icon
2307
Interparfums
IPAR
$4.09B
$1.04M ﹤0.01%
34,619
+1,232
+4% +$37.4K
GBL
2308
DELISTED
GAMCO Investors, Inc.
GBL
$1.04M ﹤0.01%
25,398
+1,597
+7% +$53K
SCOR icon
2309
Comscore
SCOR
$116M
$1.04M ﹤0.01%
1,789
+152
+9% +$84.7K
YELP icon
2310
Yelp
YELP
$1.51B
$1.04M ﹤0.01%
15,668
+6,149
+65% +$315K
FEZ icon
2311
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
$1.04M ﹤0.01%
+26,984
New +$978K
NSL
2312
DELISTED
NUVEEN SENIOR INCM FD
NSL
$1.03M ﹤0.01%
+143,640
New +$1.04M
POT
2313
DELISTED
Potash Corp Of Saskatchewan
POT
$1.03M ﹤0.01%
32,956
-40,492
-55% -$1.34M
FBC
2314
DELISTED
Flagstar Bancorp, Inc. New
FBC
$1.03M ﹤0.01%
69,852
+3,366
+5% +$51K
SRCE icon
2315
1st Source
SRCE
$2.18B
$1.03M ﹤0.01%
41,963
+391
+0.9% +$9.52K
AAON icon
2316
Aaon
AAON
$7.68B
$1.02M ﹤0.01%
86,598
+2,324
+3% +$25.2K
FNSR
2317
DELISTED
Finisar Corp
FNSR
$1.02M ﹤0.01%
45,069
+32,440
+257% +$668K
VSAT icon
2318
Viasat
VSAT
$10.1B
$1.02M ﹤0.01%
16,009
-57
-0.4% -$3.81K
ELME
2319
Elme Communities
ELME
$142M
$1.01M ﹤0.01%
40,145
+10,000
+33% +$260K
JPM.PRD.CL
2320
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$1.01M ﹤0.01%
47,159
+7,795
+20% +$176K
GHI
2321
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$1.01M ﹤0.01%
+98,445
New +$1.02M
CSS
2322
DELISTED
CSS Industries, Inc.
CSS
$1.01M ﹤0.01%
42,046
+8,597
+26% +$217K
ECOL
2323
DELISTED
US Ecology, Inc.
ECOL
$1.01M ﹤0.01%
33,477
-769
-2% -$22.6K
TTMI icon
2324
TTM Technologies
TTMI
$11.3B
$1.01M ﹤0.01%
103,337
+13,971
+16% +$133K
AFB
2325
AllianceBernstein National Municipal Income Fund
AFB
$314M
$1.01M ﹤0.01%
+77,886
New +$979K
91 92
93
94 95

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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.