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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
NSC icon
201
Norfolk Southern
NSC
$78.8B
$37.9M 0.1%
490,485
-8,083
-2% -$606K
HIG icon
202
Hartford Financial Services
HIG
$38.5B
$37.9M 0.1%
1,217,649
-5,035
-0.4% -$157K
EIX icon
203
Edison International
EIX
$30.7B
$37.7M 0.1%
818,901
-10,329
-1% -$488K
GIS icon
204
General Mills
GIS
$19.2B
$37.5M 0.1%
783,580
-11,607
-1% -$583K
VEON icon
205
VEON
VEON
$3.53B
$37.5M 0.1%
127,631
+2,301
+2% +$613K
WM icon
206
Waste Management
WM
$95.9B
$37.4M 0.1%
906,811
+42,277
+5% +$1.76M
ETN icon
207
Eaton
ETN
$157B
$37.4M 0.1%
542,891
+5,765
+1% +$387K
TPR icon
208
Tapestry
TPR
$28.8B
$37.3M 0.1%
684,695
-10,025
-1% -$552K
WHR icon
209
Whirlpool
WHR
$2.42B
$37.3M 0.1%
254,786
-5,039
-2% -$667K
JCI icon
210
Johnson Controls International
JCI
$87.5B
$37.2M 0.1%
855,156
+1,590
+0.2% +$67.4K
TFC icon
211
Truist Financial
TFC
$63.2B
$36.8M 0.1%
1,089,859
-18,001
-2% -$629K
APD icon
212
Air Products & Chemicals
APD
$66.3B
$36.6M 0.1%
371,368
-15,227
-4% -$1.45M
TM icon
213
Toyota
TM
$210B
$36.3M 0.1%
283,471
+18,337
+7% +$2.33M
WMB icon
214
Williams Companies
WMB
$90.5B
$36.3M 0.1%
997,787
+18,665
+2% +$654K
CHK
215
DELISTED
Chesapeake Energy Corporation
CHK
$36M 0.1%
7,360
-54
-0.7% -$250K
BBY icon
216
Best Buy
BBY
$18B
$35.9M 0.1%
956,750
+46,610
+5% +$1.55M
CME icon
217
CME Group
CME
$92.2B
$35.6M 0.1%
482,085
-19,356
-4% -$1.43M
CSX icon
218
CSX Corp
CSX
$98.6B
$35.3M 0.1%
4,112,820
+39,372
+1% +$330K
ICE icon
219
Intercontinental Exchange
ICE
$82.4B
$35.2M 0.1%
969,245
+108,550
+13% +$3.93M
ITW icon
220
Illinois Tool Works
ITW
$81.4B
$35.1M 0.1%
459,734
+208
+0% +$15.2K
INTU icon
221
Intuit
INTU
$81.1B
$34.7M 0.09%
523,782
-31,536
-6% -$2.03M
PGR icon
222
Progressive
PGR
$124B
$34.7M 0.09%
1,274,749
+18,439
+1% +$478K
AON icon
223
Aon
AON
$77.3B
$34.7M 0.09%
465,848
+3,179
+0.7% +$218K
KMI icon
224
Kinder Morgan
KMI
$73.1B
$34.6M 0.09%
972,291
-4,471
-0.5% -$168K
SYY icon
225
Sysco
SYY
$39.7B
$34.4M 0.09%
1,081,579
-10,535
-1% -$353K
7 8
9
10 11

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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.