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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
IP icon
251
International Paper
IP
$22.3B
$30.4M 0.08%
726,773
-18,052
-2% -$803K
TV icon
252
Televisa
TV
$1.45B
$30.2M 0.08%
1,080,206
-2,274
-0.2% -$60.9K
RDS.A
253
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$29.8M 0.08%
453,631
+9,496
+2% +$621K
DAL icon
254
Delta Air Lines
DAL
$55.9B
$29.8M 0.08%
1,261,799
+118,403
+10% +$2.47M
GEN icon
255
Gen Digital
GEN
$15.6B
$29.8M 0.08%
1,202,610
+31,993
+3% +$803K
GAP
256
The Gap Inc
GAP
$6.84B
$29.7M 0.08%
738,376
-25,073
-3% -$1.08M
SWY
257
DELISTED
SAFEWAY INC
SWY
$29.6M 0.08%
1,034,124
-76,260
-7% -$1.82M
BSX icon
258
Boston Scientific
BSX
$65.8B
$29.4M 0.08%
2,502,796
+283,244
+13% +$3.06M
BUD icon
259
AB InBev
BUD
$158B
$29.3M 0.08%
295,847
-11,922
-4% -$1.14M
MRSH
260
Marsh
MRSH
$86.3B
$29.2M 0.08%
670,437
+7,162
+1% +$301K
FMX icon
261
Fomento Económico Mexicano
FMX
$43.3B
$29.1M 0.08%
299,890
+426
+0.1% +$42.8K
L icon
262
Loews
L
$24.3B
$28.9M 0.08%
618,640
-1,038
-0.2% -$47.7K
CAH icon
263
Cardinal Health
CAH
$53.4B
$28.8M 0.08%
552,827
+28,834
+6% +$1.46M
NVO
264
Novo Nordisk
NVO
$216B
$28.8M 0.08%
1,699,710
+47,160
+3% +$793K
TT icon
265
Trane Technologies
TT
$106B
$28.5M 0.08%
550,133
+9,961
+2% +$488K
MUR icon
266
Murphy Oil
MUR
$5.58B
$28.3M 0.08%
469,757
-47,199
-9% -$2.78M
GLW icon
267
Corning
GLW
$126B
$28.3M 0.08%
1,941,388
+139,720
+8% +$2.07M
MSI icon
268
Motorola Solutions
MSI
$69.4B
$28.3M 0.08%
475,997
-16,562
-3% -$953K
GPC icon
269
Genuine Parts
GPC
$17.1B
$28.2M 0.08%
348,302
+564
+0.2% +$45.8K
APH icon
270
Amphenol
APH
$188B
$28.2M 0.08%
2,910,992
-30,088
-1% -$294K
BTI icon
271
British American Tobacco
BTI
$132B
$28.1M 0.08%
534,170
+26,906
+5% +$1.42M
MU icon
272
Micron Technology
MU
$1.04T
$28.1M 0.08%
1,606,611
+326,311
+25% +$4.73M
ABV
273
DELISTED
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
$28M 0.08%
731,106
+9,905
+1% +$363K
OKS
274
DELISTED
Oneok Partners LP
OKS
$27.9M 0.08%
526,846
-49,619
-9% -$2.52M
PXD
275
DELISTED
Pioneer Natural Resource Co.
PXD
$27.9M 0.08%
147,860
+1,897
+1% +$322K
9 10
11
12 13

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MCM
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PSUF
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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.