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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
TIMB icon
1226
TIM SA
TIMB
$9.98B
$3.45M 0.01%
146,342
+6,318
+5% +$128K
KS
1227
DELISTED
KapStone Paper and Pack Corp.
KS
$3.44M 0.01%
160,744
-24,906
-13% -$543K
IHG icon
1228
InterContinental Hotels
IHG
$23.5B
$3.44M 0.01%
82,302
-997
-1% -$42K
KMPR icon
1229
Kemper
KMPR
$1.73B
$3.43M 0.01%
102,213
-2,021
-2% -$70.5K
MBFI
1230
DELISTED
MB Financial Corp
MBFI
$3.43M 0.01%
121,704
+5,035
+4% +$142K
SONY icon
1231
Sony
SONY
$131B
$3.43M 0.01%
796,485
+69,830
+10% +$296K
SAFM
1232
DELISTED
Sanderson Farms Inc
SAFM
$3.42M 0.01%
52,496
-14,424
-22% -$998K
STRZA
1233
DELISTED
Starz - Series A
STRZA
$3.42M 0.01%
121,743
+27,266
+29% +$672K
TELN
1234
DELISTED
TELENOR ASA
TELN
$3.42M 0.01%
49,786
+8,900
+22% +$612K
BDC icon
1235
Belden
BDC
$4.12B
$3.42M 0.01%
53,326
-18,106
-25% -$1.06M
DHC
1236
Diversified Healthcare Trust
DHC
$2.28B
$3.41M 0.01%
147,460
+5,982
+4% +$145K
CLW icon
1237
Clearwater Paper
CLW
$278M
$3.4M 0.01%
71,236
+5,593
+9% +$271K
NVRI icon
1238
Enviri
NVRI
$620M
$3.4M 0.01%
136,576
-1,827
-1% -$45.5K
PGI
1239
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$3.4M 0.01%
341,314
+20,739
+6% +$222K
OZK icon
1240
Bank OZK
OZK
$5.5B
$3.39M 0.01%
141,598
-7,002
-5% -$165K
TMH
1241
DELISTED
Team Health Holdings Inc
TMH
$3.39M 0.01%
89,431
-12,102
-12% -$474K
TIVO
1242
DELISTED
Tivo Inc
TIVO
$3.39M 0.01%
176,855
-11,054
-6% -$221K
BHE icon
1243
Benchmark Electronics
BHE
$2.86B
$3.39M 0.01%
147,916
+15,954
+12% +$353K
BYD icon
1244
Boyd Gaming
BYD
$6.64B
$3.38M 0.01%
238,684
-12,897
-5% -$158K
FELE icon
1245
Franklin Electric
FELE
$4.66B
$3.37M 0.01%
85,547
+3,390
+4% +$128K
TUES
1246
DELISTED
Tuesday Morning Corp
TUES
$3.37M 0.01%
220,492
+7,283
+3% +$90K
NLSN
1247
DELISTED
Nielsen Holdings plc
NLSN
$3.36M 0.01%
92,078
+36,652
+66% +$1.26M
SNN icon
1248
Smith & Nephew
SNN
$13.1B
$3.35M 0.01%
134,215
+8,972
+7% +$217K
TCF
1249
DELISTED
TCF Financial Corporation
TCF
$3.34M 0.01%
234,200
-25,014
-10% -$373K
SANM icon
1250
Sanmina
SANM
$11.2B
$3.34M 0.01%
191,146
-1,275
-0.7% -$20.9K
48 49
50
51 52

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
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.