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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
KEX icon
551
Kirby Corp
KEX
$7.95B
$12.4M 0.03%
143,039
-1,687
-1% -$142K
ANZ
552
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$12.4M 0.03%
432,933
+20,858
+5% +$596K
HAR
553
DELISTED
Harman International Industries
HAR
$12.4M 0.03%
186,510
+61,451
+49% +$3.84M
NAB
554
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$12.3M 0.03%
381,574
+22,894
+6% +$737K
HRB icon
555
H&R Block
HRB
$5.18B
$12.3M 0.03%
460,606
-29,404
-6% -$856K
HRI icon
556
Herc Holdings
HRI
$5.43B
$12.3M 0.03%
184,695
-24,688
-12% -$1.89M
KIM icon
557
Kimco Realty
KIM
$17.6B
$12.2M 0.03%
606,369
+4,656
+0.8% +$99.3K
HIT
558
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$12.2M 0.03%
183,609
+28,876
+19% +$1.92M
WPX
559
DELISTED
WPX Energy, Inc.
WPX
$12.2M 0.03%
630,895
+12,820
+2% +$247K
TAP icon
560
Molson Coors Class B
TAP
$7.68B
$12.1M 0.03%
241,278
+15,753
+7% +$792K
AVY icon
561
Avery Dennison
AVY
$12.3B
$12.1M 0.03%
277,687
+18,372
+7% +$814K
BBL
562
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$12.1M 0.03%
205,188
+11,152
+6% +$649K
UL icon
563
Unilever
UL
$131B
$12.1M 0.03%
278,174
+2,825
+1% +$128K
FCN icon
564
FTI Consulting
FCN
$4.82B
$12M 0.03%
317,743
+22,652
+8% +$803K
IEX icon
565
IDEX
IEX
$16.5B
$11.9M 0.03%
183,041
+9,983
+6% +$603K
UN
566
DELISTED
Unilever NV New York Registry Shares
UN
$11.9M 0.03%
316,301
+23,249
+8% +$919K
BRCM
567
DELISTED
BROADCOM CORP CL-A
BRCM
$11.9M 0.03%
455,832
-110,342
-19% -$3.11M
RGA icon
568
Reinsurance Group of America
RGA
$15.7B
$11.9M 0.03%
176,953
-3,892
-2% -$263K
URS
569
DELISTED
URS CORP
URS
$11.8M 0.03%
219,722
+27,997
+15% +$1.39M
SQM icon
570
Sociedad Química y Minera de Chile
SQM
$19.6B
$11.8M 0.03%
395,180
+41,056
+12% +$1.28M
AVT icon
571
Avnet
AVT
$7.33B
$11.7M 0.03%
280,707
+19,270
+7% +$744K
MUFG icon
572
Mitsubishi UFJ Financial
MUFG
$258B
$11.7M 0.03%
1,826,418
+175,354
+11% +$1.12M
PL
573
DELISTED
PROTECTIVE LIFE CORP
PL
$11.7M 0.03%
275,025
-9,561
-3% -$408K
SOHU
574
Sohu.com
SOHU
$336M
$11.7M 0.03%
148,215
-18,413
-11% -$1.21M
LHX icon
575
L3Harris
LHX
$55.9B
$11.6M 0.03%
196,014
-1,366
-0.7% -$76.1K
21 22
23
24 25

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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.