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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
CTSH icon
126
Cognizant
CTSH
$21.5B
$57.1M 0.16%
1,391,556
+31,784
+2% +$1.18M
VIAB
127
DELISTED
Viacom Inc. Class B
VIAB
$56.6M 0.15%
677,537
-3,453
-0.5% -$267K
STT icon
128
State Street
STT
$50.9B
$56.4M 0.15%
857,553
-85,824
-9% -$5.87M
MCK icon
129
McKesson
MCK
$98.5B
$56.1M 0.15%
437,550
+20,415
+5% +$2.51M
SPG icon
130
Simon Property Group
SPG
$74.5B
$56.1M 0.15%
402,272
-19,561
-5% -$2.84M
ALL icon
131
Allstate
ALL
$66.9B
$55.9M 0.15%
1,106,452
-61,729
-5% -$3.1M
TWC
132
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$55M 0.15%
493,034
+12,532
+3% +$1.41M
RTN
133
DELISTED
Raytheon Company
RTN
$55M 0.15%
713,467
+17,215
+2% +$1.28M
WFM
134
DELISTED
Whole Foods Market Inc
WFM
$54.8M 0.15%
937,411
+37,482
+4% +$2.07M
NVS icon
135
Novartis
NVS
$295B
$54.8M 0.15%
797,742
+50,422
+7% +$3.34M
TMO icon
136
Thermo Fisher Scientific
TMO
$211B
$54.7M 0.15%
593,169
-10,825
-2% -$979K
ETP
137
DELISTED
Energy Transfer Partners L.p.
ETP
$54.1M 0.15%
1,039,247
+210,899
+25% +$10.9M
MMP
138
DELISTED
Magellan Midstream Partners, L.P.
MMP
$53.7M 0.15%
952,481
-88,590
-9% -$4.87M
AFL icon
139
Aflac
AFL
$63.9B
$53.7M 0.15%
1,732,724
+22,280
+1% +$671K
CCI icon
140
Crown Castle
CCI
$32.7B
$53.6M 0.15%
734,632
+28,091
+4% +$2.01M
BNY
141
Bank of New York Mellon
BNY
$108B
$53.5M 0.15%
1,771,998
-9,969
-0.6% -$306K
META icon
142
Meta Platforms (Facebook)
META
$1.51T
$52.9M 0.14%
1,053,777
+293,972
+39% +$10.9M
PX
143
DELISTED
Praxair Inc
PX
$52.8M 0.14%
438,863
+12,308
+3% +$1.46M
YUM icon
144
Yum! Brands
YUM
$41B
$52.6M 0.14%
1,023,947
-18,275
-2% -$948K
TCOM icon
145
Trip.com Group
TCOM
$27.5B
$51.5M 0.14%
1,765,944
-90,652
-5% -$1.95M
D icon
146
Dominion Energy
D
$62.5B
$50.8M 0.14%
813,765
+18,291
+2% +$1.08M
NEE icon
147
NextEra Energy
NEE
$187B
$50.7M 0.14%
2,530,396
+44,876
+2% +$926K
AGN
148
DELISTED
Allergan Inc
AGN
$50.1M 0.14%
553,994
-5,045
-0.9% -$453K
SCHW
149
Charles Schwab
SCHW
$177B
$49.9M 0.14%
2,358,251
-281,171
-11% -$6.11M
CMI icon
150
Cummins
CMI
$91.7B
$49.4M 0.13%
372,133
+32,640
+10% +$4.03M
4 5
6
7 8

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MCM
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PSUF
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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.