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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
BKNG icon
76
Booking.com
BKNG
$138B
$84.1M 0.23%
2,079,100
+58,575
+3% +$2.19M
TFCFA
77
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$83.4M 0.23%
+2,489,762
New +$78.4M
WBA
78
DELISTED
Walgreens Boots Alliance
WBA
$81.5M 0.22%
1,514,059
-19,154
-1% -$963K
CL icon
79
Colgate-Palmolive
CL
$72.6B
$80.7M 0.22%
1,361,260
+14,265
+1% +$845K
PSX icon
80
Phillips 66
PSX
$82.9B
$79M 0.21%
1,366,227
+66,206
+5% +$3.84M
UPS icon
81
United Parcel Service
UPS
$97.6B
$78.5M 0.21%
859,280
+5,014
+0.6% +$441K
LLY icon
82
Eli Lilly
LLY
$1.07T
$78.2M 0.21%
1,554,013
-44,509
-3% -$2.33M
MDT icon
83
Medtronic
MDT
$107B
$76.3M 0.21%
1,432,815
+3,543
+0.2% +$191K
HPQ icon
84
HP
HPQ
$23.5B
$76M 0.21%
7,976,430
+9,002
+0.1% +$99.4K
CX icon
85
Cemex
CX
$17.4B
$75.2M 0.2%
7,869,540
+148,127
+2% +$1.46M
EMR icon
86
Emerson Electric
EMR
$82.9B
$74.8M 0.2%
1,155,375
+27,675
+2% +$1.69M
DD icon
87
DuPont de Nemours
DD
$18.6B
$74.6M 0.2%
767,212
-15,704
-2% -$1.46M
MET icon
88
MetLife
MET
$61B
$74.1M 0.2%
1,772,002
+124,746
+8% +$5.38M
AIG icon
89
American International
AIG
$41.9B
$73.5M 0.2%
1,511,162
+176,965
+13% +$8.41M
CAT icon
90
Caterpillar
CAT
$409B
$73.1M 0.2%
876,310
-19,004
-2% -$1.61M
F icon
91
Ford
F
$57.3B
$72.2M 0.2%
4,278,120
+75,635
+2% +$1.28M
HAL icon
92
Halliburton
HAL
$27.9B
$72.1M 0.2%
1,496,561
+78,095
+6% +$3.66M
NOC icon
93
Northrop Grumman
NOC
$77B
$71.8M 0.2%
753,982
-1,437
-0.2% -$133K
DHR icon
94
Danaher
DHR
$135B
$71.8M 0.19%
1,541,131
+49,258
+3% +$2.23M
BAP icon
95
Credicorp
BAP
$30.9B
$71.7M 0.19%
579,856
+24,630
+4% +$2.93M
PARA
96
DELISTED
Paramount Global Class B
PARA
$71.2M 0.19%
1,290,701
-52,848
-4% -$2.81M
DD
97
DELISTED
Du Pont De Nemours E I
DD
$70.9M 0.19%
1,275,325
-55,877
-4% -$3.05M
PNC icon
98
PNC Financial Services
PNC
$100B
$70.5M 0.19%
972,887
-8,350
-0.9% -$623K
VWO icon
99
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$70.4M 0.19%
1,755,013
+972,412
+124% +$38.5M
DUK icon
100
Duke Energy
DUK
$102B
$68.7M 0.19%
1,029,329
+19,468
+2% +$1.33M
2 3
4
5 6

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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.