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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
SKY icon
3376
Champion Homes
SKY
$4.48B
$67K ﹤0.01%
13,603
-116
-0.8% -$540
TRQ
3377
DELISTED
Turquoise Hill Resources Ltd
TRQ
$67K ﹤0.01%
1,964
-1,535
-44% -$60.4K
ATNY
3378
DELISTED
API TECHNOLOGIES CORP. COMMON STOCK
ATNY
$67K ﹤0.01%
22,760
-5,282
-19% -$15.3K
LOJN
3379
DELISTED
LO JACK CORP
LOJN
$66K ﹤0.01%
20,693
– –
POZN
3380
DELISTED
POZEN INC
POZN
$66K ﹤0.01%
11,592
+883
+8% +$4.88K
MITK icon
3381
Mitek Systems
MITK
$762M
$65K ﹤0.01%
+12,612
New +$68.8K
MUX icon
3382
McEwen Inc
MUX
$1.03B
$65K ﹤0.01%
2,710
-669
-20% -$15.2K
SPNS
3383
DELISTED
Sapiens International
SPNS
$65K ﹤0.01%
+10,778
New +$63.2K
PLXT
3384
DELISTED
PLX TECHNOLOGY INC
PLXT
$65K ﹤0.01%
+10,844
New +$59.1K
DHT icon
3385
DHT Holdings
DHT
$2.97B
$62K ﹤0.01%
+14,192
New +$61.2K
NCIT
3386
DELISTED
NCI, Inc.
NCIT
$62K ﹤0.01%
11,057
+271
+3% +$1.39K
ENTR
3387
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
$62K ﹤0.01%
14,193
-742
-5% -$3.1K
OIIM
3388
DELISTED
02Micro International
OIIM
$59K ﹤0.01%
19,041
+7,085
+59% +$22.7K
CRNT icon
3389
Ceragon Networks
CRNT
$194M
$57K ﹤0.01%
+13,582
New +$48.4K
GLUU
3390
DELISTED
Glu Mobile Inc.
GLUU
$56K ﹤0.01%
20,232
+4,625
+30% +$11.5K
ALU
3391
DELISTED
Alcatel-Lucent
ALU
$54K ﹤0.01%
15,930
+1,840
+13% +$4.7K
CRWN
3392
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$52K ﹤0.01%
16,808
+3,320
+25% +$9.58K
SCMR
3393
DELISTED
SYCAMORE NETWORKS INC NEW
SCMR
$52K ﹤0.01%
109,024
-5,024
-4% -$2.4K
FXEN
3394
DELISTED
FX ENERGY INC
FXEN
$51K ﹤0.01%
14,732
+3,745
+34% +$12.7K
NBG
3395
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
$51K ﹤0.01%
12,596
-52
-0.4% -$197
BPZ
3396
DELISTED
BPZ RESOURCES INC COM STK
BPZ
$49K ﹤0.01%
25,138
– –
HTCH
3397
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$49K ﹤0.01%
+13,957
New +$56.1K
IAG icon
3398
IAMGOLD
IAG
$8.47B
$48K ﹤0.01%
10,034
-8,315
-45% -$43.6K
BIOL
3399
DELISTED
Biolase, Inc.
BIOL
$48K ﹤0.01%
+2
New +$64.4K
TWER
3400
DELISTED
Towerstream Corporation Common Stock
TWER
$48K ﹤0.01%
843
+250
+42% +$13.3K
134 135
136
137 138

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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.