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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
XLF icon
3076
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$297K ﹤0.01%
16,976
-25
-0.1% -$443
CONE
3077
DELISTED
CyrusOne Inc Common Stock
CONE
$296K ﹤0.01%
15,599
+3,121
+25% +$62.3K
FARM
3078
DELISTED
Farmer Brothers
FARM
$294K ﹤0.01%
+19,509
New +$285K
MEN
3079
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$294K ﹤0.01%
+27,635
New +$294K
FBNK
3080
DELISTED
First Connecticut Bancorp, Inc
FBNK
$294K ﹤0.01%
20,009
+944
+5% +$13.8K
LMIA
3081
DELISTED
LMI Aerospace Inc
LMIA
$294K ﹤0.01%
21,970
+578
+3% +$9.03K
SQNM
3082
DELISTED
SEQUENOM INC NEW
SQNM
$293K ﹤0.01%
109,782
-8,514
-7% -$28.6K
WLB
3083
DELISTED
Westmoreland Coal Company
WLB
$292K ﹤0.01%
22,144
+1,213
+6% +$15.5K
PEOP
3084
DELISTED
PEOPLES FED BANCSHARES INC COM STK (MD)
PEOP
$292K ﹤0.01%
16,734
-829
-5% -$15.1K
OMAB icon
3085
Grupo Aeroportuario Centro Norte
OMAB
$4.99B
$291K ﹤0.01%
10,910
+1,139
+12% +$31.2K
RBA icon
3086
RB Global
RBA
$20.8B
$291K ﹤0.01%
14,420
-43,224
-75% -$835K
ADAM
3087
Adamas Trust
ADAM
$777M
$290K ﹤0.01%
11,604
-9,569
-45% -$241K
VHC icon
3088
VirnetX Holding Corp
VHC
$52.3M
$290K ﹤0.01%
711
+34
+5% +$13.4K
ECYT
3089
DELISTED
Endocyte, Inc. Common Stock
ECYT
$289K ﹤0.01%
21,695
+8,853
+69% +$140K
VSEC icon
3090
VSE Corp
VSEC
$5.48B
$288K ﹤0.01%
12,288
+1,078
+10% +$24.6K
SIR
3091
DELISTED
SELECT INCOME REIT
SIR
$287K ﹤0.01%
+25,275
New +$287K
RLOC
3092
DELISTED
REACHLOCAL INC COM STK (DE)
RLOC
$287K ﹤0.01%
24,130
+1,573
+7% +$19.6K
PFPT
3093
DELISTED
Proofpoint, Inc.
PFPT
$286K ﹤0.01%
+8,904
New +$251K
DLN icon
3094
WisdomTree US LargeCap Dividend Fund
DLN
$6.24B
$285K ﹤0.01%
9,296
-470
-5% -$14.5K
NEE.PRI
3095
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$284K ﹤0.01%
14,750
+1,285
+10% +$26.3K
AGX icon
3096
Argan
AGX
$7.98B
$283K ﹤0.01%
12,887
-2,356
-15% -$41.3K
ESSA
3097
DELISTED
ESSA Bancorp
ESSA
$283K ﹤0.01%
27,198
-2,924
-10% -$32.1K
AORT icon
3098
Artivion
AORT
$1.23B
$282K ﹤0.01%
40,315
+10,424
+35% +$70.6K
GAIN icon
3099
Gladstone Investment Corp
GAIN
$635M
$282K ﹤0.01%
39,975
-149
-0.4% -$1.07K
GHM icon
3100
Graham Corp
GHM
$1.22B
$279K ﹤0.01%
+7,718
New +$262K
122 123
124
125 126

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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.