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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
LH icon
601
Labcorp
LH
$24.3B
$11.1M 0.03%
130,520
+5,863
+5% +$494K
XRAY icon
602
Dentsply Sirona
XRAY
$2.59B
$11.1M 0.03%
256,012
+3,762
+1% +$161K
MTD icon
603
Mettler-Toledo International
MTD
$26.8B
$11.1M 0.03%
46,114
-3,197
-6% -$721K
AVP
604
DELISTED
Avon Products, Inc.
AVP
$11.1M 0.03%
536,630
-53,077
-9% -$1.14M
PFF icon
605
iShares Preferred and Income Securities ETF
PFF
$13.2B
$11M 0.03%
290,640
+11,739
+4% +$449K
MORN icon
606
Morningstar
MORN
$6.56B
$10.9M 0.03%
137,754
+6,973
+5% +$539K
PNW icon
607
Pinnacle West Capital
PNW
$12.9B
$10.9M 0.03%
198,648
-45,863
-19% -$2.58M
SCG
608
DELISTED
Scana
SCG
$10.8M 0.03%
235,657
+11,983
+5% +$590K
ZION icon
609
Zions Bancorporation
ZION
$10.1B
$10.8M 0.03%
393,441
-15,307
-4% -$447K
CFN
610
DELISTED
CAREFUSION CORPORATION
CFN
$10.8M 0.03%
291,595
+16,420
+6% +$613K
PUK icon
611
Prudential
PUK
$36.5B
$10.7M 0.03%
296,748
+10,189
+4% +$355K
XLS
612
DELISTED
EXELIS INC COM STK
XLS
$10.7M 0.03%
732,403
+117,540
+19% +$1.65M
SEE
613
DELISTED
Sealed Air
SEE
$10.7M 0.03%
393,771
-40,639
-9% -$1.15M
SBAC icon
614
SBA Communications
SBAC
$18.4B
$10.7M 0.03%
132,947
-25,955
-16% -$1.97M
ASH icon
615
Ashland
ASH
$3.04B
$10.7M 0.03%
235,994
-14,175
-6% -$611K
NGG icon
616
National Grid
NGG
$82.7B
$10.7M 0.03%
187,389
+1,064
+0.6% +$60K
GAS
617
DELISTED
AGL Resources Inc
GAS
$10.7M 0.03%
231,805
-3,001
-1% -$135K
AZN icon
618
AstraZeneca
AZN
$263B
$10.7M 0.03%
205,377
+1,334
+0.7% +$67K
LEG icon
619
Leggett & Platt
LEG
$1.52B
$10.7M 0.03%
353,393
-1,473
-0.4% -$45.2K
INGR icon
620
Ingredion
INGR
$6.38B
$10.6M 0.03%
160,782
-20,870
-11% -$1.36M
TRW
621
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$10.6M 0.03%
148,802
+13,899
+10% +$977K
ALV icon
622
Autoliv
ALV
$8.6B
$10.6M 0.03%
168,077
-2,433
-1% -$146K
JBHT icon
623
JB Hunt Transport Services
JBHT
$27.1B
$10.6M 0.03%
145,104
+1,674
+1% +$125K
IMO icon
624
Imperial Oil
IMO
$62.1B
$10.6M 0.03%
240,257
+78,801
+49% +$3.31M
NSANY
625
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$10.6M 0.03%
522,056
+7,637
+1% +$154K
23 24
25
26 27

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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.