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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
TER icon
1051
Teradyne
TER
$52.4B
$4.43M 0.01%
267,932
+1,023
+0.4% +$17K
FMBI
1052
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.42M 0.01%
292,865
+31,048
+12% +$471K
LPT
1053
DELISTED
Liberty Property Trust
LPT
$4.41M 0.01%
123,992
-3,590
-3% -$132K
FOE
1054
DELISTED
Ferro Corporation
FOE
$4.41M 0.01%
484,327
-54,610
-10% -$407K
WST icon
1055
West Pharmaceutical
WST
$23.3B
$4.39M 0.01%
106,815
+3,031
+3% +$116K
ALB icon
1056
Albemarle
ALB
$13.7B
$4.39M 0.01%
69,765
-33,226
-32% -$2.09M
KUB
1057
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$4.39M 0.01%
60,303
+2,708
+5% +$209K
ULTI
1058
DELISTED
Ultimate Software Group Inc
ULTI
$4.38M 0.01%
29,740
-1,496
-5% -$208K
MUSA icon
1059
Murphy USA
MUSA
$11.3B
$4.38M 0.01%
+108,410
New +$4.34M
ARCB icon
1060
ArcBest
ARCB
$3.31B
$4.38M 0.01%
170,549
+4,293
+3% +$103K
ROC
1061
DELISTED
ROCKWOOD HLDGS INC
ROC
$4.38M 0.01%
65,416
+2,032
+3% +$134K
LXP icon
1062
LXP Industrial Trust
LXP
$3.52B
$4.37M 0.01%
77,836
+5,265
+7% +$318K
SKX
1063
DELISTED
Skechers
SKX
$4.37M 0.01%
421,371
+1,854
+0.4% +$17.6K
LCC
1064
DELISTED
US AIRWAYS GROUP INC.
LCC
$4.35M 0.01%
229,335
-25,225
-10% -$446K
TVTY
1065
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$4.34M 0.01%
234,666
+52,790
+29% +$954K
CVG
1066
DELISTED
Convergys
CVG
$4.32M 0.01%
230,500
+5,473
+2% +$103K
AVGO icon
1067
Broadcom
AVGO
$1.82T
$4.32M 0.01%
1,002,220
-1,280
-0.1% -$4.92K
RYL
1068
DELISTED
RYLAND GROUP INC
RYL
$4.31M 0.01%
106,263
+1,393
+1% +$53.6K
GRA
1069
DELISTED
W.R. Grace & Co.
GRA
$4.31M 0.01%
49,269
-969
-2% -$80.3K
AIN icon
1070
Albany International
AIN
$2.16B
$4.3M 0.01%
119,901
+12,867
+12% +$445K
SAM icon
1071
Boston Beer
SAM
$1.91B
$4.29M 0.01%
17,548
+73
+0.4% +$15.1K
LAZ icon
1072
Lazard
LAZ
$4.23B
$4.28M 0.01%
118,876
+67
+0.1% +$2.38K
EQNR icon
1073
Equinor
EQNR
$91.4B
$4.27M 0.01%
188,171
+6,586
+4% +$144K
BDN
1074
Brandywine Realty Trust
BDN
$533M
$4.26M 0.01%
323,052
-22,364
-6% -$302K
DLR icon
1075
Digital Realty Trust
DLR
$72.4B
$4.25M 0.01%
80,077
+3,482
+5% +$198K
41 42
43
44 45

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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.