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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
FTI icon
276
TechnipFMC
FTI
$30.6B
$27.9M 0.08%
675,521
+31,636
+5% +$1.3M
MTB icon
277
M&T Bank
MTB
$36.2B
$27.8M 0.08%
248,627
+39,292
+19% +$4.55M
BBWI icon
278
Bath & Body Works
BBWI
$4.01B
$27.7M 0.08%
561,119
+94,716
+20% +$4.34M
QVCGA
279
DELISTED
QVC Group Inc Series A
QVCGA
$27.5M 0.07%
28,562
+837
+3% +$814K
BDX icon
280
Becton Dickinson
BDX
$43.1B
$27.5M 0.07%
281,423
+11,612
+4% +$1.14M
TROW icon
281
T. Rowe Price
TROW
$25B
$27.5M 0.07%
381,774
+20,377
+6% +$1.51M
BHI
282
DELISTED
Baker Hughes
BHI
$27.4M 0.07%
558,706
+26,159
+5% +$1.26M
UNM icon
283
Unum
UNM
$13.8B
$27.4M 0.07%
900,462
-27,206
-3% -$836K
SWK icon
284
Stanley Black & Decker
SWK
$14.2B
$27M 0.07%
298,538
+4
+0% +$343
TDC icon
285
Teradata
TDC
$2.68B
$27M 0.07%
486,483
+20,553
+4% +$1.21M
ED icon
286
Consolidated Edison
ED
$41.6B
$26.9M 0.07%
487,809
+10,234
+2% +$590K
CAG icon
287
Conagra Brands
CAG
$7.07B
$26.9M 0.07%
1,137,409
-82,760
-7% -$2.23M
SI
288
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$26.8M 0.07%
222,226
+28,818
+15% +$3.21M
BPL
289
DELISTED
Buckeye Partners, L.P.
BPL
$26.7M 0.07%
408,058
+7,767
+2% +$537K
EEP
290
DELISTED
Enbridge Energy Partners
EEP
$26.7M 0.07%
875,339
-11,342
-1% -$348K
BBBY
291
DELISTED
Bed Bath & Beyond Inc
BBBY
$26.6M 0.07%
344,482
+6,952
+2% +$521K
DOV icon
292
Dover
DOV
$27.2B
$26.6M 0.07%
441,395
+9,786
+2% +$564K
ADI icon
293
Analog Devices
ADI
$181B
$26.4M 0.07%
560,309
-54,116
-9% -$2.59M
LLL
294
DELISTED
L3 Technologies, Inc.
LLL
$26.4M 0.07%
278,868
+13,735
+5% +$1.27M
DVA icon
295
DaVita
DVA
$15.1B
$26.3M 0.07%
462,943
+20,843
+5% +$1.19M
VRSN icon
296
VeriSign
VRSN
$25.3B
$26.2M 0.07%
515,265
+14,771
+3% +$713K
VFC icon
297
VF Corp
VFC
$6.68B
$25.5M 0.07%
544,220
-10,127
-2% -$467K
ROP icon
298
Roper Technologies
ROP
$36.3B
$25.5M 0.07%
191,841
+5,412
+3% +$695K
ETR icon
299
Entergy
ETR
$54.1B
$25.4M 0.07%
804,102
+40,808
+5% +$1.36M
FIS icon
300
Fidelity National Information Services
FIS
$21.5B
$25.3M 0.07%
545,585
+5,324
+1% +$241K
10 11
12
13 14

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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.