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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
LIFE
451
DELISTED
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
$16.3M 0.04%
217,732
+14,459
+7% +$1.08M
NYX
452
DELISTED
NYSE EURONEXT INC
NYX
$16.3M 0.04%
387,771
+134
+0% +$5.62K
EMBJ
453
Embraer S.A. ADS
EMBJ
$11.6B
$16.2M 0.04%
500,382
-2,028
-0.4% -$70.5K
TEVA icon
454
Teva Pharmaceuticals
TEVA
$35.9B
$16.2M 0.04%
428,938
+7,176
+2% +$280K
PRE
455
DELISTED
PARTNERRE LTD
PRE
$16.2M 0.04%
176,494
-19,775
-10% -$1.77M
BT
456
DELISTED
BT Group plc (ADR)
BT
$16.1M 0.04%
583,022
+7,956
+1% +$207K
LVS icon
457
Las Vegas Sands
LVS
$30.5B
$16.1M 0.04%
242,105
-1,245
-0.5% -$72.2K
PBI icon
458
Pitney Bowes
PBI
$2.42B
$16M 0.04%
879,456
-31,514
-3% -$517K
CP icon
459
Canadian Pacific Kansas City
CP
$82B
$16M 0.04%
647,285
-78,010
-11% -$1.93M
BCS icon
460
Barclays
BCS
$94.1B
$15.9M 0.04%
1,009,447
-36,020
-3% -$564K
MKC icon
461
McCormick & Company Non-Voting
MKC
$13.4B
$15.9M 0.04%
490,152
+22,606
+5% +$793K
BWA icon
462
BorgWarner
BWA
$13.2B
$15.8M 0.04%
354,855
+17,381
+5% +$730K
RENX
463
DELISTED
RELX N.V.
RENX
$15.8M 0.04%
1,212,002
+74,246
+7% +$902K
BF.B icon
464
Brown-Forman Class B
BF.B
$12B
$15.8M 0.04%
724,466
+24,741
+4% +$557K
WBD icon
465
Warner Bros
WBD
$64.6B
$15.7M 0.04%
363,773
+4,403
+1% +$183K
NWL icon
466
Newell Brands
NWL
$2.16B
$15.6M 0.04%
568,262
-19,771
-3% -$527K
IX icon
467
ORIX
IX
$44B
$15.6M 0.04%
951,765
+135,945
+17% +$2.02M
CFR icon
468
Cullen/Frost Bankers
CFR
$10.3B
$15.5M 0.04%
220,107
+10,384
+5% +$739K
RHI icon
469
Robert Half
RHI
$3.61B
$15.5M 0.04%
396,339
+41,846
+12% +$1.54M
IPG
470
DELISTED
Interpublic Group of Companies
IPG
$15.3M 0.04%
889,788
+44,356
+5% +$715K
OI icon
471
O-I Glass
OI
$1.39B
$15.3M 0.04%
508,337
+4,807
+1% +$143K
SYT
472
DELISTED
Syngenta Ag
SYT
$15.3M 0.04%
187,628
+6,645
+4% +$533K
COL
473
DELISTED
Rockwell Collins
COL
$15.2M 0.04%
224,705
-262
-0.1% -$18.5K
SVU
474
DELISTED
SUPERVALU Inc.
SVU
$15.2M 0.04%
263,278
-21,709
-8% -$1.14M
BTZ icon
475
BlackRock Credit Allocation Income Trust
BTZ
$927M
$15.2M 0.04%
1,162,214
+6,832
+0.6% +$86K
17 18
19
20 21

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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.