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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
PSA.PRP
3176
DELISTED
PUBLIC STORAGE DEPOSITARY SHS RPSTG % CUMV PFD SHS SER P
PSA.PRP
$237K ﹤0.01%
9,379
+803
+9% +$20.2K
ACCL
3177
DELISTED
Accelrys Inc
ACCL
$237K ﹤0.01%
24,091
+140
+0.6% +$1.28K
BIL icon
3178
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.8B
$236K ﹤0.01%
2,572
-258
-9% -$23.6K
MLNX
3179
DELISTED
Mellanox Technologies, Ltd.
MLNX
$236K ﹤0.01%
+6,222
New +$266K
RBS.PRN
3180
DELISTED
ROYAL BK SCOTLAND GROUP PLC ADR RPTNG PFD SHRS SER N (UK)
RBS.PRN
$236K ﹤0.01%
+11,321
New +$231K
SWJ.CL
3181
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$235K ﹤0.01%
10,687
+967
+10% +$22.5K
AFQ.CL
3182
DELISTED
AMERICAN FINANCIAL GROUP INC 7% SENIOR NOTES DUE 2050 (OH)
AFQ.CL
$235K ﹤0.01%
9,381
+857
+10% +$22.2K
COLE
3183
DELISTED
COLE REAL ESTATE INVESTMENTS, INC COM
COLE
$235K ﹤0.01%
+19,149
New +$218K
FRO icon
3184
Frontline
FRO
$8.75B
$234K ﹤0.01%
17,684
+3,326
+23% +$41.7K
OVV icon
3185
Ovintiv
OVV
$17.5B
$234K ﹤0.01%
2,705
-2,424
-47% -$211K
PSB.PRS.CL
3186
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$234K ﹤0.01%
10,200
+895
+10% +$21.2K
TCP
3187
DELISTED
TC Pipelines LP
TCP
$233K ﹤0.01%
+4,786
New +$237K
PSUN
3188
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$233K ﹤0.01%
77,452
+37,494
+94% +$139K
TAHO
3189
DELISTED
Tahoe Resources Inc
TAHO
$232K ﹤0.01%
12,927
-669
-5% -$10.8K
ACRE
3190
Ares Commercial Real Estate
ACRE
$252M
$231K ﹤0.01%
+18,569
New +$237K
BSRR icon
3191
Sierra Bancorp
BSRR
$548M
$231K ﹤0.01%
14,673
+91
+0.6% +$1.42K
TCF.PRB.CL
3192
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$230K ﹤0.01%
9,153
+801
+10% +$20.3K
CCBG icon
3193
Capital City Bank Group
CCBG
$882M
$229K ﹤0.01%
19,407
– –
MFM
3194
Aberdeen Municipal Income Fund
MFM
$222M
$229K ﹤0.01%
+35,749
New +$224K
KIM.PRK.CL
3195
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$229K ﹤0.01%
11,231
+985
+10% +$21.6K
AEM icon
3196
Agnico Eagle Mines
AEM
$72.6B
$227K ﹤0.01%
+8,593
New +$245K
MQT
3197
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$227K ﹤0.01%
+18,312
New +$218K
AUY
3198
DELISTED
Yamana Gold, Inc.
AUY
$227K ﹤0.01%
+21,846
New +$230K
DMRC icon
3199
Digimarc Corp
DMRC
$133M
$226K ﹤0.01%
11,200
-14,221
-56% -$297K
GGS
3200
DELISTED
GLOBAL GEOPHYSICAL SERVICES, INC COM STK
GGS
$226K ﹤0.01%
83,493
-11,490
-12% -$39.7K
126 127
128
129 130

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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.