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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
TOWR
1951
DELISTED
Tower International, Inc.
TOWR
$1.57M ﹤0.01%
78,588
+46,578
+146% +$991K
MRH
1952
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$1.57M ﹤0.01%
60,269
-39,535
-40% -$1.03M
GNCMA
1953
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$1.57M ﹤0.01%
164,513
+5,626
+4% +$51.7K
VE
1954
DELISTED
VEOLIA ENVIRONNEMENT
VE
$1.57M ﹤0.01%
91,496
+3,626
+4% +$53K
AKO.B icon
1955
Embotelladora Andina Series B
AKO.B
$4.69B
$1.56M ﹤0.01%
47,633
-5,562
-10% -$182K
VGM icon
1956
Invesco Trust Investment Grade Municipals
VGM
$552M
$1.56M ﹤0.01%
+125,497
New +$1.55M
DLB icon
1957
Dolby
DLB
$4.97B
$1.56M ﹤0.01%
45,266
+7,954
+21% +$264K
TYPE
1958
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.56M ﹤0.01%
54,474
+1,506
+3% +$39.4K
EVC icon
1959
Entravision Communication
EVC
$1.01B
$1.56M ﹤0.01%
264,458
+145,807
+123% +$844K
ELS icon
1960
Equity Lifestyle Properties
ELS
$12.8B
$1.56M ﹤0.01%
91,236
+4,660
+5% +$86.8K
PIR
1961
DELISTED
Pier 1 Imports, Inc.
PIR
$1.56M ﹤0.01%
3,993
-528
-12% -$239K
KAI icon
1962
Kadant
KAI
$3.72B
$1.56M ﹤0.01%
46,375
+998
+2% +$32.8K
MLCO icon
1963
Melco Resorts & Entertainment
MLCO
$2.19B
$1.56M ﹤0.01%
48,892
+6,857
+16% +$183K
HAFC icon
1964
Hanmi Financial
HAFC
$947M
$1.55M ﹤0.01%
93,765
+529
+0.6% +$9.06K
ALNY icon
1965
Alnylam Pharmaceuticals
ALNY
$38.5B
$1.55M ﹤0.01%
24,235
-2,816
-10% -$140K
ASCMA
1966
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.55M ﹤0.01%
19,179
-2,369
-11% -$186K
BEBE
1967
DELISTED
Bebe Stores Inc
BEBE
$1.54M ﹤0.01%
25,374
-2,748
-10% -$160K
CDE icon
1968
Coeur Mining
CDE
$15.4B
$1.54M ﹤0.01%
127,993
+72,468
+131% +$990K
NQU
1969
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.54M ﹤0.01%
122,286
+44,105
+56% +$554K
ISBC
1970
DELISTED
Investors Bancorp, Inc.
ISBC
$1.53M ﹤0.01%
178,560
+4,777
+3% +$40.9K
ECH icon
1971
iShares MSCI Chile ETF
ECH
$1B
$1.53M ﹤0.01%
30,415
-1,525
-5% -$76.5K
BKS
1972
DELISTED
Barnes & Noble
BKS
$1.52M ﹤0.01%
179,552
-15,347
-8% -$160K
HWC icon
1973
Hancock Whitney
HWC
$6.19B
$1.52M ﹤0.01%
48,407
+2,649
+6% +$85.8K
AIRM
1974
DELISTED
Air Methods Corp
AIRM
$1.51M ﹤0.01%
35,587
+1,885
+6% +$72.4K
DBEF icon
1975
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.16B
$1.51M ﹤0.01%
58,532
+31,412
+116% +$793K
77 78
79
80 81

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AF
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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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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.