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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
ONB icon
1751
Old National Bancorp
ONB
$10.3B
$2.03M 0.01%
143,163
+3,626
+3% +$51.1K
RNDY
1752
DELISTED
ROUNDYS INC COM STK
RNDY
$2.03M 0.01%
236,199
+9,920
+4% +$88.6K
UPM
1753
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$2.03M 0.01%
146,862
+23,328
+19% +$322K
AMCC
1754
DELISTED
Applied Micro Circuits Corporation New
AMCC
$2.03M 0.01%
157,396
+1,591
+1% +$18.1K
CVE icon
1755
Cenovus Energy
CVE
$51.6B
$2.02M 0.01%
67,759
+6,099
+10% +$180K
GLO
1756
Clough Global Opportunities Fund
GLO
$248M
$2.02M 0.01%
157,067
+1,502
+1% +$19.3K
CCC
1757
DELISTED
Calgon Carbon Corp
CCC
$2.01M 0.01%
105,988
-73
-0.1% -$1.31K
PPO
1758
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$2.01M 0.01%
49,132
+3,599
+8% +$153K
FFIC
1759
DELISTED
Flushing Financial
FFIC
$2.01M 0.01%
109,057
+3,792
+4% +$70K
CIE
1760
DELISTED
Cobalt International Energy, Inc
CIE
$2.01M 0.01%
5,396
-265
-5% -$107K
MSGS icon
1761
Madison Square Garden
MSGS
$9.58B
$2.01M 0.01%
48,557
-12,452
-20% -$524K
FRED
1762
DELISTED
Fred's Inc
FRED
$2M 0.01%
128,050
+5,720
+5% +$94.5K
ZINC
1763
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$2M 0.01%
160,812
+16,114
+11% +$201K
WPM icon
1764
Wheaton Precious Metals
WPM
$49.8B
$2M 0.01%
80,822
+6,843
+9% +$163K
BPFH
1765
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2M 0.01%
180,214
+2,133
+1% +$23.3K
HSEB.CL
1766
DELISTED
HSBC Holdings plc
HSEB.CL
$2M 0.01%
73,780
+6,575
+10% +$178K
FWRD icon
1767
Forward Air
FWRD
$467M
$1.99M 0.01%
49,325
+2,700
+6% +$103K
TFM
1768
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$1.99M 0.01%
41,996
-1,076
-2% -$55.9K
AMN icon
1769
AMN Healthcare
AMN
$1.35B
$1.99M 0.01%
144,336
-8,700
-6% -$128K
CATO icon
1770
Cato Corp
CATO
$67.3M
$1.99M 0.01%
70,941
+1,728
+2% +$47.1K
VRE
1771
DELISTED
Veris Residential
VRE
$1.98M 0.01%
90,361
+15,938
+21% +$363K
ICFI icon
1772
ICF International
ICFI
$1.51B
$1.98M 0.01%
55,982
+2,939
+6% +$99K
MX
1773
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.98M 0.01%
50,292
-5,442
-10% -$214K
MKSI icon
1774
MKS Inc
MKSI
$19.3B
$1.97M 0.01%
74,237
+917
+1% +$24.5K
WBMD
1775
DELISTED
WebMD Health Corp.
WBMD
$1.97M 0.01%
69,129
+10,690
+18% +$334K
69 70
71
72 73

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PSUF
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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.