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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
AMNB
3151
DELISTED
American National Bankshares Inc
AMNB
$250K ﹤0.01%
10,778
+4
+0% +$93
KW
3152
DELISTED
Kennedy-Wilson Holdings
KW
$249K ﹤0.01%
+13,430
New +$244K
PL.PRC.CL
3153
DELISTED
Protective Life Corp
PL.PRC.CL
$249K ﹤0.01%
10,682
+1,146
+12% +$27.2K
TPGI
3154
DELISTED
THOMAS PROPERTIES GROUP INC
TPGI
$248K ﹤0.01%
36,859
+11,969
+48% +$69.2K
SPRD
3155
DELISTED
SPREADTRUM COMMUNICATIONS INC ADS (CAYMAN ISLANDS)
SPRD
$246K ﹤0.01%
8,071
-2,603
-24% -$77.1K
AMSC icon
3156
American Superconductor
AMSC
$1.48B
$245K ﹤0.01%
10,476
-3,624
-26% -$91.8K
PODD icon
3157
Insulet
PODD
$11.3B
$245K ﹤0.01%
6,769
+163
+2% +$5.47K
TSRO
3158
DELISTED
TESARO, Inc.
TSRO
$245K ﹤0.01%
+6,329
New +$232K
OTE
3159
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$245K ﹤0.01%
46,597
+6,968
+18% +$36.6K
JRI icon
3160
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$244K ﹤0.01%
13,069
+175
+1% +$3.22K
PJH
3161
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$244K ﹤0.01%
11,330
+1,024
+10% +$23.2K
REG.PRF.CL
3162
DELISTED
Regency Centers Corporation
REG.PRF.CL
$244K ﹤0.01%
10,463
+948
+10% +$22.7K
HCN.PRJ.CL
3163
DELISTED
Welltower Inc.
HCN.PRJ.CL
$243K ﹤0.01%
10,511
+945
+10% +$22.9K
AXIA.PR
3164
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$242K ﹤0.01%
51,874
-14,617
-22% -$60.6K
WNC icon
3165
Wabash National
WNC
$543M
$242K ﹤0.01%
20,758
-270
-1% -$2.91K
AMRS
3166
DELISTED
Amyris Inc.
AMRS
$242K ﹤0.01%
6,979
+649
+10% +$26.3K
AMAP
3167
DELISTED
AUTONAVI HLDGS LTD SPON ADR (CYM)
AMAP
$242K ﹤0.01%
16,209
+6,105
+60% +$82.9K
BKCC
3168
DELISTED
BlackRock Capital Investment Corporation
BKCC
$240K ﹤0.01%
25,350
-6,679
-21% -$65.9K
COB
3169
DELISTED
CommunityOne Bancorp
COB
$240K ﹤0.01%
24,259
-1,055
-4% -$9.34K
PSA.PRQ
3170
DELISTED
PUBLIC STORAGE DEPOSITARY SHS REPSTG 1/1000TH PFD SHS
PSA.PRQ
$240K ﹤0.01%
9,540
+876
+10% +$21.9K
VNO.PRJ
3171
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$240K ﹤0.01%
9,545
+891
+10% +$22.4K
FXCB
3172
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$240K ﹤0.01%
13,799
+51
+0.4% +$882
TAL icon
3173
TAL Education Group
TAL
$5.71B
$239K ﹤0.01%
99,102
+25,350
+34% +$51.7K
DUKH
3174
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$239K ﹤0.01%
11,441
+1,041
+10% +$22.9K
INDA icon
3175
iShares MSCI India ETF
INDA
$6.71B
$238K ﹤0.01%
10,696
-15,557
-59% -$350K
125 126
127
128 129

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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
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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.