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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
EXC icon
226
Exelon
EXC
$48.6B
$34.4M 0.09%
1,626,874
-40,607
-2% -$888K
TTE icon
227
TotalEnergies
TTE
$193B
$34.3M 0.09%
592,787
+44,450
+8% +$2.4M
OMC icon
228
Omnicom Group
OMC
$22.7B
$34.2M 0.09%
539,285
+2,009
+0.4% +$128K
AMT icon
229
American Tower
AMT
$77.7B
$33.4M 0.09%
451,065
+9,238
+2% +$667K
HSY icon
230
Hershey
HSY
$35.4B
$33.3M 0.09%
359,592
+12,585
+4% +$1.17M
JWN
231
DELISTED
Nordstrom
JWN
$33.2M 0.09%
590,678
-1,021
-0.2% -$60.3K
MJN
232
DELISTED
Mead Johnson Nutrition Company
MJN
$33.2M 0.09%
446,788
+28,373
+7% +$2.13M
NTAP icon
233
NetApp
NTAP
$32.9B
$33.2M 0.09%
778,000
+2,958
+0.4% +$123K
PSA icon
234
Public Storage
PSA
$60.2B
$33M 0.09%
205,672
+15,192
+8% +$2.41M
PH icon
235
Parker-Hannifin
PH
$125B
$32.7M 0.09%
300,615
-9,636
-3% -$992K
MELI icon
236
Mercado Libre
MELI
$91.3B
$32.4M 0.09%
239,945
-40,766
-15% -$4.9M
PRGO icon
237
Perrigo
PRGO
$1.4B
$32.2M 0.09%
260,672
+18,789
+8% +$2.34M
HUM icon
238
Humana
HUM
$46.7B
$31.9M 0.09%
342,245
+1,494
+0.4% +$137K
BEN icon
239
Franklin Resources
BEN
$16.9B
$31.8M 0.09%
628,917
-18,102
-3% -$874K
HOG icon
240
Harley-Davidson
HOG
$2.68B
$31.6M 0.09%
491,850
-5,332
-1% -$315K
PBR icon
241
Petrobras
PBR
$121B
$31.6M 0.09%
2,038,530
+16,366
+0.8% +$233K
MHFI
242
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$31.6M 0.09%
481,261
+10,141
+2% +$614K
SYK icon
243
Stryker
SYK
$127B
$31.4M 0.09%
464,295
-5,014
-1% -$346K
PBR.A icon
244
Petrobras Class A
PBR.A
$107B
$31.3M 0.08%
1,869,053
-7,110
-0.4% -$107K
GM icon
245
General Motors
GM
$74.7B
$31.2M 0.08%
867,889
+153,620
+22% +$5.51M
PNR icon
246
Pentair
PNR
$10.2B
$31M 0.08%
709,778
+26,263
+4% +$1.09M
TSN icon
247
Tyson Foods
TSN
$20.2B
$30.8M 0.08%
1,089,543
+119,226
+12% +$3.46M
ISRG icon
248
Intuitive Surgical
ISRG
$121B
$30.7M 0.08%
735,480
-23,499
-3% -$1.04M
SE
249
DELISTED
Spectra Energy Corp Wi
SE
$30.7M 0.08%
898,080
+31,611
+4% +$1.09M
SRE icon
250
Sempra
SRE
$60.8B
$30.5M 0.08%
712,770
+7,296
+1% +$310K
8 9
10
11 12

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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.