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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
THR
2951
DELISTED
Thermon Group Holdings
THR
$386K ﹤0.01%
16,724
+1,709
+11% +$36.2K
SCHW.PRB.CL
2952
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$386K ﹤0.01%
17,055
+1,570
+10% +$37.9K
PWE
2953
DELISTED
Penn West Energy Petroleum Ltd
PWE
$384K ﹤0.01%
34,545
+11,915
+53% +$138K
KMR
2954
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
$383K ﹤0.01%
5,555
-774
-12% -$56.7K
O.PRF.CL
2955
DELISTED
Realty Income Corporation
O.PRF.CL
$382K ﹤0.01%
15,772
+1,432
+10% +$35.6K
TLM
2956
DELISTED
TALISMAN ENERGY INC
TLM
$380K ﹤0.01%
33,039
+11,061
+50% +$124K
AMRE
2957
DELISTED
AMREIT INC NEW COM STK
AMRE
$379K ﹤0.01%
21,862
+12
+0.1% +$214
MGI
2958
DELISTED
MoneyGram International, Inc. New
MGI
$375K ﹤0.01%
19,138
-202
-1% -$4.33K
GFI icon
2959
Gold Fields
GFI
$29.4B
$374K ﹤0.01%
81,849
-39,192
-32% -$210K
GNE icon
2960
Genie Energy
GNE
$380M
$373K ﹤0.01%
38,062
-8,804
-19% -$86.2K
MESG
2961
DELISTED
XURA INC COM (DE)
MESG
$373K ﹤0.01%
11,676
+2,398
+26% +$74.8K
CVGI icon
2962
Commercial Vehicle Group
CVGI
$153M
$372K ﹤0.01%
46,817
-1,787
-4% -$13.5K
PTRY
2963
DELISTED
PANTRY INC (THE)
PTRY
$371K ﹤0.01%
33,524
+1,865
+6% +$22.3K
GEG icon
2964
Great Elm Group
GEG
$68M
$370K ﹤0.01%
17,808
+1,243
+8% +$27.8K
SKUL
2965
DELISTED
SKULLCANDY INC
SKUL
$369K ﹤0.01%
59,604
+21,148
+55% +$118K
AYN
2966
DELISTED
Alliance New York Income Fund
AYN
$369K ﹤0.01%
+31,606
New +$377K
OAK
2967
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$367K ﹤0.01%
7,004
-43
-0.6% -$2.29K
PRE.PRE.CL
2968
DELISTED
Partnerre Ltd
PRE.PRE.CL
$367K ﹤0.01%
14,572
+1,309
+10% +$33.7K
PRE.PRF
2969
DELISTED
PartnerRe Ltd. 5.875% Series F Non-Cumulative Preferred Shares
PRE.PRF
$366K ﹤0.01%
17,348
+1,557
+10% +$34.6K
MNR
2970
DELISTED
Monmouth Real Estate Investment Corp
MNR
$365K ﹤0.01%
40,203
+538
+1% +$5.1K
ONTO icon
2971
Onto Innovation
ONTO
$12.9B
$364K ﹤0.01%
22,580
+1,523
+7% +$22.9K
CEVA icon
2972
CEVA Inc
CEVA
$974M
$363K ﹤0.01%
21,026
+2,779
+15% +$51.2K
EXAC
2973
DELISTED
Exactech Inc
EXAC
$363K ﹤0.01%
18,035
-43
-0.2% -$862
CWCO icon
2974
Consolidated Water Co
CWCO
$472M
$362K ﹤0.01%
24,214
+6,177
+34% +$78.9K
JBSS icon
2975
John B. Sanfilippo & Son
JBSS
$984M
$360K ﹤0.01%
15,537
+2,249
+17% +$48.8K
117 118
119
120 121

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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.