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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
MPC icon
151
Marathon Petroleum
MPC
$90.3B
$47.7M 0.13%
1,482,320
-71,090
-5% -$2.5M
AET
152
DELISTED
Aetna Inc
AET
$47.6M 0.13%
743,271
-21,515
-3% -$1.38M
COR icon
153
Cencora
COR
$60.3B
$47.5M 0.13%
777,430
-25,295
-3% -$1.48M
ITUB icon
154
Itaú Unibanco
ITUB
$91.3B
$47.3M 0.13%
9,187,234
-66,393
-0.7% -$311K
VOD icon
155
Vodafone
VOD
$34.9B
$47.1M 0.13%
1,313,615
+63,580
+5% +$2.01M
CB
156
DELISTED
CHUBB CORPORATION
CB
$46.7M 0.13%
522,742
+31,463
+6% +$2.72M
CRM icon
157
Salesforce
CRM
$134B
$46.3M 0.13%
891,733
+68,303
+8% +$3.1M
BBD icon
158
Banco Bradesco
BBD
$38.1B
$46.2M 0.13%
8,497,352
-42,418
-0.5% -$209K
RF icon
159
Regions Financial
RF
$26.3B
$46.2M 0.13%
4,991,523
-519,527
-9% -$5.09M
HES
160
DELISTED
Hess
HES
$46.2M 0.13%
597,275
+11,674
+2% +$870K
FCX icon
161
Freeport-McMoran
FCX
$90B
$46.1M 0.13%
1,394,737
-6,059
-0.4% -$185K
M icon
162
Macy's
M
$6.15B
$46M 0.12%
1,063,609
-91,521
-8% -$4.28M
CI icon
163
Cigna
CI
$76.6B
$45.8M 0.12%
596,488
-1,944
-0.3% -$152K
SNY icon
164
Sanofi
SNY
$104B
$45.4M 0.12%
895,901
+25,406
+3% +$1.29M
ADM icon
165
Archer Daniels Midland
ADM
$41.4B
$45.1M 0.12%
1,223,282
-50,005
-4% -$1.82M
APA icon
166
APA Corp
APA
$12.8B
$45M 0.12%
527,949
+26,699
+5% +$2.22M
CB icon
167
Chubb
CB
$140B
$44.9M 0.12%
480,346
-8,269
-2% -$756K
SO icon
168
Southern Company
SO
$110B
$44.8M 0.12%
1,086,989
-87,044
-7% -$3.75M
AMP icon
169
Ameriprise Financial
AMP
$46.8B
$44.4M 0.12%
488,006
-58,713
-11% -$5.19M
KRFT
170
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$44.3M 0.12%
843,870
+42,832
+5% +$2.35M
VLO icon
171
Valero Energy
VLO
$89.8B
$43.9M 0.12%
1,285,227
-120,605
-9% -$4.26M
NBIS
172
Nebius Group N.V.
NBIS
$47.7B
$43.7M 0.12%
1,199,035
-3,528
-0.3% -$116K
PCP
173
DELISTED
PRECISION CASTPARTS CORP
PCP
$43.6M 0.12%
192,024
+6,239
+3% +$1.41M
LO
174
DELISTED
LORILLARD INC COM STK
LO
$43.4M 0.12%
969,504
+44,125
+5% +$1.94M
GD icon
175
General Dynamics
GD
$105B
$43.2M 0.12%
493,423
-3,318
-0.7% -$282K
5 6
7
8 9

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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.