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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
IGTE
3001
DELISTED
IGATE CORPORATION
IGTE
$343K ﹤0.01%
12,361
-715
-5% -$16.4K
HURC icon
3002
Hurco Companies Inc
HURC
$142M
$342K ﹤0.01%
13,211
+27
+0.2% +$768
WFC.PRQ
3003
DELISTED
Wells Fargo & Co.
WFC.PRQ
$342K ﹤0.01%
+14,346
New +$346K
INXN
3004
DELISTED
Interxion Holding N.V.
INXN
$342K ﹤0.01%
15,369
-17,887
-54% -$441K
FUR
3005
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$342K ﹤0.01%
30,638
-1,592
-5% -$19.7K
IPHI
3006
DELISTED
INPHI CORPORATION
IPHI
$340K ﹤0.01%
25,349
+14,597
+136% +$177K
PSB.PRT.CL
3007
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$340K ﹤0.01%
16,128
+1,492
+10% +$33.3K
STNG icon
3008
Scorpio Tankers
STNG
$3.92B
$339K ﹤0.01%
3,478
+423
+14% +$41.8K
GYRO icon
3009
Gyrodyne
GYRO
$12.5M
$338K ﹤0.01%
406
-69
-15% -$54.9K
AXS.PRC.CL
3010
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$338K ﹤0.01%
14,208
+1,285
+10% +$31.9K
CIVI
3011
DELISTED
Civitas Resources
CIVI
$336K ﹤0.01%
+62
New +$286K
EXEL icon
3012
Exelixis
EXEL
$14.2B
$336K ﹤0.01%
57,799
+9,388
+19% +$48.6K
SGYP
3013
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$335K ﹤0.01%
74,243
+62,550
+535% +$280K
MFIN icon
3014
Medallion Financial
MFIN
$227M
$334K ﹤0.01%
22,442
-283
-1% -$4.14K
TLK icon
3015
Telkom Indonesia
TLK
$14.2B
$334K ﹤0.01%
18,378
-20,388
-53% -$425K
STT.PRC.CL
3016
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$334K ﹤0.01%
16,325
+1,508
+10% +$33.7K
CTW.CL
3017
DELISTED
Qwest Corporation
CTW.CL
$334K ﹤0.01%
13,257
+1,177
+10% +$29.9K
CTQ.CL
3018
DELISTED
QWEST CORP 7.375% NOTES DUE 2051 (CO)
CTQ.CL
$334K ﹤0.01%
13,352
+1,168
+10% +$29.3K
LGND icon
3019
Ligand Pharmaceuticals
LGND
$6.08B
$333K ﹤0.01%
12,322
-17,758
-59% -$500K
IRE
3020
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$333K ﹤0.01%
29,541
+13,869
+88% +$146K
CEL
3021
DELISTED
Cellcom Israel, Ltd.
CEL
$332K ﹤0.01%
30,010
-28,002
-48% -$300K
REGI
3022
DELISTED
Renewable Energy Group, Inc.
REGI
$332K ﹤0.01%
+21,904
New +$327K
GLRE icon
3023
Greenlight Captial
GLRE
$572M
$331K ﹤0.01%
11,649
+587
+5% +$15.9K
FBP icon
3024
First Bancorp
FBP
$4.43B
$330K ﹤0.01%
58,134
+285
+0.5% +$2.02K
EXL
3025
DELISTED
EXCEL TRUST , INC COM STK
EXL
$330K ﹤0.01%
27,480
-11,215
-29% -$141K
119 120
121
122 123

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AF
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MCM
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PSUF
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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.