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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
EBSB
3101
DELISTED
Meridian Bancorp, Inc.
EBSB
$279K ﹤0.01%
31,342
+2,622
+9% +$21.6K
CHTP
3102
DELISTED
CHELSEA THERAPEUTICS INT'L LTD
CHTP
$279K ﹤0.01%
+93,322
New +$268K
COR
3103
DELISTED
Coresite Realty Corporation
COR
$278K ﹤0.01%
8,185
+702
+9% +$23.3K
GIB icon
3104
CGI
GIB
$13.9B
$277K ﹤0.01%
+7,897
New +$257K
RMTI icon
3105
Rockwell Medical
RMTI
$26.2M
$277K ﹤0.01%
221
+40
+22% +$27.2K
GABC icon
3106
German American Bancorp
GABC
$1.82B
$275K ﹤0.01%
+16,362
New +$276K
RCKY icon
3107
Rocky Brands
RCKY
$304M
$275K ﹤0.01%
15,795
+488
+3% +$8.26K
SRPT icon
3108
Sarepta Therapeutics
SRPT
$1.66B
$275K ﹤0.01%
+5,823
New +$224K
OREX
3109
DELISTED
Orexigen Therapeutics, Inc.
OREX
$275K ﹤0.01%
4,487
+331
+8% +$22.4K
EJ
3110
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$274K ﹤0.01%
32,153
+11,098
+53% +$64.3K
GMED icon
3111
Globus Medical
GMED
$10.4B
$273K ﹤0.01%
15,608
-26,604
-63% -$460K
MNTA
3112
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$273K ﹤0.01%
18,950
+626
+3% +$9.58K
ENZN
3113
DELISTED
ENZON PHARMACEUTICALS INC
ENZN
$273K ﹤0.01%
162,352
+863
+0.5% +$1.6K
MWO.CL
3114
DELISTED
MORGAN STANLEY CAPITAL TRUST V
MWO.CL
$272K ﹤0.01%
11,566
+1,022
+10% +$24.8K
RATE
3115
DELISTED
Bankrate Inc
RATE
$271K ﹤0.01%
13,182
-1,411
-10% -$24.2K
SPDC
3116
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
$271K ﹤0.01%
+82,645
New +$266K
HALO icon
3117
Halozyme
HALO
$9.72B
$270K ﹤0.01%
24,462
+1,941
+9% +$16.2K
PLPC icon
3118
Preformed Line Products
PLPC
$1.52B
$270K ﹤0.01%
3,754
-64
-2% -$4.52K
KEYW
3119
DELISTED
The KEYW Holding Corporation
KEYW
$269K ﹤0.01%
20,023
-491
-2% -$6.25K
WSTL
3120
DELISTED
Westell Technologies Inc
WSTL
$268K ﹤0.01%
19,986
-4,549
-19% -$53.1K
LNCO
3121
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$268K ﹤0.01%
9,170
-181
-2% -$5.25K
BBBY
3122
Bed Bath & Beyond
BBBY
$473M
$267K ﹤0.01%
+11,979
New +$271K
FET icon
3123
Forum Energy Technologies
FET
$654M
$267K ﹤0.01%
493
-625
-56% -$350K
VRNG
3124
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
$267K ﹤0.01%
9,304
+1,719
+23% +$54.2K
PSA.PRR
3125
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$267K ﹤0.01%
10,828
+985
+10% +$24.4K
123 124
125
126 127

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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.