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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
HMY icon
3451
Harmony Gold Mining
HMY
$9.73B
– –
-25,201
Closed -$96K
HTD
3452
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$924M
– –
-12,267
Closed -$231K
NFJ
3453
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
– –
-110,678
Closed -$1.86M
OXSQ icon
3454
Oxford Square Capital
OXSQ
$154M
– –
-10,770
Closed -$104K
PAAS icon
3455
Pan American Silver
PAAS
$18.3B
– –
-35,072
Closed -$408K
SBSW icon
3456
Sibanye-Stillwater
SBSW
$5.93B
– –
-14,598
Closed -$40K
SNFCA icon
3457
Security National Financial
SNFCA
$252M
– –
-42,666
Closed -$131K
SUB icon
3458
iShares Short-Term National Muni Bond ETF
SUB
$11.3B
– –
-6,588
Closed -$694K
AUMN
3459
DELISTED
Golden Minerals Company
AUMN
– –
-2,682
Closed -$91K
FRTX
3460
DELISTED
Fresh Tracks Therapeutics, Inc. Common Stock
FRTX
– –
-4
Closed -$36K
EMAN
3461
DELISTED
eMagin Corporation
EMAN
– –
-10,238
Closed -$36K
MTEM
3462
DELISTED
Molecular Templates, Inc.
MTEM
– –
-80
Closed -$70K
ACHN
3463
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-19,212
Closed -$157K
SNHNI
3464
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
– –
-8,447
Closed -$202K
BORN
3465
DELISTED
China New Borun Corporation
BORN
– –
-18,934
Closed -$22K
YGE
3466
DELISTED
Yingli Green Energy Holding Comp
YGE
– –
-1,588
Closed -$51K
DGAS
3467
DELISTED
Delta Natural Gas Co Inc
DGAS
– –
-9,998
Closed -$212K
ACUR
3468
DELISTED
Acura Pharmaceuticals
ACUR
– –
-2,590
Closed -$24K
FMD
3469
DELISTED
FIRST MARBLEHEAD CORP COM STK NEW (DE)
FMD
– –
-8,835
Closed -$104K
XNPT
3470
DELISTED
XENOPORT, INC.
XNPT
– –
-12,890
Closed -$64K
CCSC
3471
DELISTED
COUNTRY STYLE COOKING RESTAURANT CHAIN CO LTD ADS CAYMAN ISL
CCSC
– –
-11,045
Closed -$67K
JMI
3472
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
– –
-15,569
Closed -$219K
ARPI
3473
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
– –
-10,689
Closed -$184K
CHOP
3474
DELISTED
CHINA GERUI ADVANCED MATERIALS GROUP LTD ORD SHS
CHOP
– –
-1,206
Closed -$22K
BGMD
3475
DELISTED
BG MEDICINE INC COM STK NEW
BGMD
– –
-4,404
Closed -$23K
137 138
139
140 141

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PSUF
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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.