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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
INN
3326
Summit Hotel Properties
INN
$761M
$126K ﹤0.01%
+13,747
New +$133K
WT icon
3327
WisdomTree
WT
$2.97B
$126K ﹤0.01%
10,850
+397
+4% +$4.8K
IVAC
3328
DELISTED
Intevac Inc
IVAC
$126K ﹤0.01%
21,473
-27,409
-56% -$170K
RSYS
3329
DELISTED
Radisys Corp
RSYS
$126K ﹤0.01%
39,283
-49,589
-56% -$199K
ACFN
3330
DELISTED
Acorn Energy Inc
ACFN
$126K ﹤0.01%
+21,340
New +$155K
SPRT
3331
DELISTED
support.com, Inc.
SPRT
$125K ﹤0.01%
7,641
-1,045
-12% -$17K
NES
3332
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$124K ﹤0.01%
5,424
-1,473
-21% -$41.6K
SPP
3333
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$122K ﹤0.01%
49,030
+20,300
+71% +$50.8K
ARNA
3334
DELISTED
Arena Pharmaceuticals Inc
ARNA
$121K ﹤0.01%
2,293
-1,277
-36% -$85.7K
CERS icon
3335
Cerus
CERS
$587M
$119K ﹤0.01%
17,713
+41
+0.2% +$223
PCW
3336
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$118K ﹤0.01%
26,525
+8,617
+48% +$38.3K
SMI
3337
DELISTED
Semiconductor Manufacturing Intl
SMI
$118K ﹤0.01%
34,020
-18,041
-35% -$68.2K
VTG
3338
DELISTED
VANTAGE DRILLING COMPANY ORD SHS (KY)
VTG
$117K ﹤0.01%
67,555
-11,246
-14% -$20.2K
ERII icon
3339
Energy Recovery
ERII
$434M
$116K ﹤0.01%
+16,027
New +$83.3K
HBIO icon
3340
Harvard Bioscience
HBIO
$27.1M
$115K ﹤0.01%
2,880
+946
+49% +$37.2K
LFVN icon
3341
LifeVantage
LFVN
$82.4M
$115K ﹤0.01%
6,898
-1,566
-19% -$27.1K
NL icon
3342
NLI Holdings
NL
$284M
$114K ﹤0.01%
10,042
-1,637
-14% -$18.1K
EPAX
3343
DELISTED
Ambassadors Group Inc
EPAX
$110K ﹤0.01%
31,814
+1,267
+4% +$4.42K
FBIO icon
3344
Fortress Biotech
FBIO
$111M
$107K ﹤0.01%
+1,020
New +$125K
FUBC
3345
DELISTED
1st United Bancorp (Florida)
FUBC
$107K ﹤0.01%
14,577
+3,261
+29% +$24.4K
TTGT icon
3346
TechTarget
TTGT
$246M
$104K ﹤0.01%
20,800
-2
-0% -$9
MPX
3347
DELISTED
Marine Products Corp
MPX
$103K ﹤0.01%
11,290
– –
ASFI
3348
DELISTED
Asta Funding Inc
ASFI
$101K ﹤0.01%
11,326
+1,250
+12% +$10.9K
IBCA
3349
DELISTED
INTERVEST BANCSHARES CORP COM
IBCA
$99K ﹤0.01%
+12,532
New +$90.4K
TLRA
3350
DELISTED
Telaria, Inc.
TLRA
$98K ﹤0.01%
+10,653
New +$87.2K
132 133
134
135 136

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MCM
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PSUF
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SCC
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BAM
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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.