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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
ARQL
3351
DELISTED
Arqule Inc
ARQL
$96K ﹤0.01%
41,318
-512
-1% -$1.29K
STV
3352
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$95K ﹤0.01%
+70,013
New +$92.7K
KIOR
3353
DELISTED
KIOR, INC CLASS A COM STK
KIOR
$95K ﹤0.01%
33,569
-2,564
-7% -$8.51K
PRKR
3354
DELISTED
Parkervision Inc
PRKR
$94K ﹤0.01%
2,812
+10
+0.4% +$400
MNI
3355
DELISTED
The McClatchy Company Class A Common Stock
MNI
$93K ﹤0.01%
3,085
+192
+7% +$5.72K
EDG
3356
DELISTED
EDGEN GROUP INC CLASS A COM STK
EDG
$92K ﹤0.01%
+12,081
New +$92.2K
SALM
3357
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
$88K ﹤0.01%
10,586
-1,455
-12% -$11.6K
CADX
3358
DELISTED
CADENCE PHARMACEUTICALS, INC COM STK
CADX
$88K ﹤0.01%
13,977
-4,868
-26% -$30.9K
RTK
3359
DELISTED
Rentech, Inc.
RTK
$88K ﹤0.01%
4,424
+46
+1% +$966
RLD
3360
DELISTED
REALD INC COM STK
RLD
$87K ﹤0.01%
12,440
-3,271
-21% -$31.8K
FES
3361
DELISTED
Forbes Energy Services Ltd
FES
$84K ﹤0.01%
18,023
-1,100
-6% -$5.05K
GSE
3362
DELISTED
GSE HLDG INC COM STK (DE)
GSE
$84K ﹤0.01%
40,263
+29,470
+273% +$101K
TNK icon
3363
Teekay Tankers
TNK
$2.63B
$83K ﹤0.01%
3,970
+1,510
+61% +$33.1K
GST
3364
DELISTED
Gastar Exploration Inc.
GST
$83K ﹤0.01%
20,921
+31
+0.1% +$107
RDI icon
3365
Reading International Class A
RDI
$32.9M
$81K ﹤0.01%
+12,361
New +$78.2K
REXI
3366
DELISTED
RESOURCE AMERICA INC CL-A
REXI
$81K ﹤0.01%
10,031
– –
GAIA icon
3367
Gaia
GAIA
$47.3M
$80K ﹤0.01%
15,900
– –
UEC icon
3368
Uranium Energy
UEC
$4.71B
$79K ﹤0.01%
35,092
-1,759
-5% -$4.04K
MSPD
3369
DELISTED
MINDSPEED TECHNOLOGIES INC COM STK
MSPD
$78K ﹤0.01%
25,715
-1,120
-4% -$3.49K
MEA
3370
DELISTED
METALICO INC
MEA
$76K ﹤0.01%
54,203
-1,756
-3% -$2.43K
JMP
3371
DELISTED
JMP Group LLC
JMP
$73K ﹤0.01%
11,754
+19
+0.2% +$129
BBW icon
3372
Build-A-Bear
BBW
$423M
$71K ﹤0.01%
10,162
-28,762
-74% -$199K
FAC
3373
DELISTED
First Acceptance Corp.
FAC
$71K ﹤0.01%
40,414
– –
GEVO icon
3374
Gevo
GEVO
$397M
$68K ﹤0.01%
6
-2
-25% -$23K
MDGL icon
3375
Madrigal Pharmaceuticals
MDGL
$12.6B
$67K ﹤0.01%
301
+5
+2% +$1.06K
133 134
135
136 137

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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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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.