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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
ACH
3301
DELISTED
Alum Corp of China Ltd
ACH
$149K ﹤0.01%
16,124
-10,289
-39% -$87K
ACLS icon
3302
Axcelis
ACLS
$4.12B
$146K ﹤0.01%
17,328
+351
+2% +$2.85K
SCMP
3303
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$146K ﹤0.01%
23,474
-401
-2% -$2.5K
FFNW
3304
DELISTED
First Financial Northwest, Inc
FFNW
$145K ﹤0.01%
13,939
+15
+0.1% +$161
PCTI
3305
DELISTED
PCTEL, Inc. Common Stock
PCTI
$145K ﹤0.01%
16,377
-1,042
-6% -$9.36K
SRCI
3306
DELISTED
SRC Energy Inc
SRCI
$143K ﹤0.01%
14,695
-1,331
-8% -$11.1K
QADA
3307
DELISTED
QAD Inc.
QADA
$143K ﹤0.01%
10,464
+98
+0.9% +$1.25K
RIGL icon
3308
Rigel Pharmaceuticals
RIGL
$680M
$142K ﹤0.01%
+3,968
New +$145K
BREW
3309
DELISTED
Craft Brew Alliance, Inc.
BREW
$142K ﹤0.01%
+10,553
New +$114K
MM
3310
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$142K ﹤0.01%
20,046
+1,233
+7% +$9.97K
STRR
3311
Star Equity Holdings
STRR
$40.1M
$141K ﹤0.01%
4,347
-86
-2% -$2.33K
HK
3312
DELISTED
Halcon Resources Corporation
HK
$141K ﹤0.01%
185
-9
-5% -$8.21K
SAAS
3313
DELISTED
inContact, Inc.
SAAS
$140K ﹤0.01%
16,995
-3,289
-16% -$28.1K
BTA
3314
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$139K ﹤0.01%
+13,136
New +$137K
ENVI
3315
DELISTED
ENVIVIO INC COM STK (DE)
ENVI
$138K ﹤0.01%
43,816
-1,210
-3% -$3.25K
DMF
3316
DELISTED
BNY Mellon Municipal Income
DMF
$137K ﹤0.01%
+15,812
New +$135K
VERU icon
3317
Veru
VERU
$36.1M
$137K ﹤0.01%
1,393
-168
-11% -$15.5K
CIX icon
3318
Comp X International
CIX
$329M
$133K ﹤0.01%
10,222
-214
-2% -$3.14K
HTBK
3319
DELISTED
Heritage Commerce
HTBK
$133K ﹤0.01%
17,351
+1,391
+9% +$10.1K
UNIS
3320
DELISTED
Unilife Corporation
UNIS
$133K ﹤0.01%
3,999
+474
+13% +$14.8K
APEX
3321
DELISTED
Apex Global Brands Inc. Common Stock
APEX
$131K ﹤0.01%
335
-6
-2% -$2.26K
ENPH icon
3322
Enphase Energy
ENPH
$4.84B
$130K ﹤0.01%
15,992
+1,939
+14% +$14K
MHF
3323
Western Asset Municipal High Income Fund
MHF
$151M
$130K ﹤0.01%
+19,188
New +$130K
VVUS
3324
DELISTED
Vivus Inc
VVUS
$130K ﹤0.01%
1,393
-101
-7% -$12.6K
AKH
3325
DELISTED
AIR France-KLM
AKH
$128K ﹤0.01%
12,773
-1,395
-10% -$14K
131 132
133
134 135

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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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.