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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
MMS icon
851
Maximus
MMS
$3.23B
$6.18M 0.02%
137,152
-14,346
-9% -$555K
TYL icon
852
Tyler Technologies
TYL
$13.3B
$6.17M 0.02%
70,535
-2,382
-3% -$183K
GHC icon
853
Graham Holdings Company
GHC
$5.13B
$6.16M 0.02%
16,686
-38
-0.2% -$12.8K
FBIN icon
854
Fortune Brands Innovations
FBIN
$6.13B
$6.16M 0.02%
173,044
-2,077
-1% -$70.9K
TEX icon
855
Terex
TEX
$7.81B
$6.15M 0.02%
182,983
-15,196
-8% -$461K
ULTA icon
856
Ulta Beauty
ULTA
$20.7B
$6.14M 0.02%
51,403
+4,106
+9% +$426K
RYN icon
857
Rayonier
RYN
$6.52B
$6.14M 0.02%
162,757
+94
+0.1% +$3.6K
ACWV icon
858
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.29B
$6.12M 0.02%
99,005
+41,736
+73% +$2.56M
CBI
859
DELISTED
Chicago Bridge & Iron Nv
CBI
$6.11M 0.02%
90,131
+14,507
+19% +$895K
QEP
860
DELISTED
QEP RESOURCES, INC.
QEP
$6.1M 0.02%
220,283
-57,015
-21% -$1.65M
AJG icon
861
Arthur J. Gallagher & Co
AJG
$65.2B
$6.1M 0.02%
139,683
+4,150
+3% +$182K
BWXT icon
862
BWX Technologies
BWXT
$16B
$6.08M 0.02%
251,962
+11,056
+5% +$251K
HUB.B
863
DELISTED
HUBBELL INC CL-B
HUB.B
$6.08M 0.02%
58,010
-1,943
-3% -$204K
AVK
864
Advent Convertible and Income Fund
AVK
$539M
$6.06M 0.02%
353,936
-22,126
-6% -$376K
SON icon
865
Sonoco
SON
$5.81B
$6.06M 0.02%
155,603
+28,525
+22% +$1.08M
NDAQ icon
866
Nasdaq
NDAQ
$52.4B
$6.06M 0.02%
566,037
+42,618
+8% +$456K
MFG icon
867
Mizuho Financial
MFG
$128B
$6.05M 0.02%
1,401,603
+235,447
+20% +$1.01M
RELX icon
868
RELX
RELX
$62.8B
$6.03M 0.02%
447,152
+67,072
+18% +$850K
MHK icon
869
Mohawk Industries
MHK
$7.03B
$6.01M 0.02%
46,149
-4,389
-9% -$535K
HYG icon
870
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$6M 0.02%
65,549
+29,312
+81% +$2.69M
VC icon
871
Visteon
VC
$2.79B
$6M 0.02%
79,357
+4,396
+6% +$306K
HII icon
872
Huntington Ingalls Industries
HII
$11.3B
$6M 0.02%
88,956
-4,919
-5% -$314K
FHI icon
873
Federated Hermes
FHI
$4.47B
$6M 0.02%
220,740
+4,382
+2% +$125K
NPP
874
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$5.99M 0.02%
443,385
+27,942
+7% +$374K
UAA icon
875
Under Armour
UAA
$3.02B
$5.95M 0.02%
301,682
-2,107
-0.7% -$36.9K
33 34
35
36 37

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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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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.