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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
ELV icon
101
Elevance Health
ELV
$81.9B
$67.7M 0.18%
809,407
+90,364
+13% +$7.74M
COF icon
102
Capital One
COF
$124B
$67.2M 0.18%
977,024
-42,131
-4% -$2.83M
MRO
103
DELISTED
Marathon Oil Corporation
MRO
$67.1M 0.18%
1,925,130
+38,794
+2% +$1.38M
EPD icon
104
Enterprise Products Partners
EPD
$83.8B
$66.9M 0.18%
2,191,152
+30,762
+1% +$941K
INFY icon
105
Infosys
INFY
$45B
$65.8M 0.18%
10,935,464
-55,216
-0.5% -$327K
PRU icon
106
Prudential Financial
PRU
$41.7B
$64.7M 0.18%
829,915
-30,882
-4% -$2.42M
KMB icon
107
Kimberly-Clark
KMB
$36.4B
$63.8M 0.17%
706,454
-8,123
-1% -$753K
APC
108
DELISTED
Anadarko Petroleum
APC
$63.8M 0.17%
685,802
+7,981
+1% +$726K
ADBE icon
109
Adobe
ADBE
$89.5B
$63.7M 0.17%
1,226,843
+6,268
+0.5% +$299K
KMP
110
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
$63.2M 0.17%
792,235
+75,918
+11% +$6.29M
PAA icon
111
Plains All American Pipeline
PAA
$17.4B
$63.2M 0.17%
1,199,589
-151,827
-11% -$8.11M
DFS
112
DELISTED
Discover Financial Services
DFS
$62.6M 0.17%
1,238,571
-7,966
-0.6% -$399K
LMT icon
113
Lockheed Martin
LMT
$134B
$61.4M 0.17%
481,108
-14,284
-3% -$1.73M
MS icon
114
Morgan Stanley
MS
$337B
$60.9M 0.17%
2,260,082
-206,808
-8% -$5.55M
KR icon
115
Kroger
KR
$34.8B
$60.8M 0.17%
3,013,390
-48,878
-2% -$940K
ADP icon
116
Automatic Data Processing
ADP
$100B
$60.4M 0.16%
949,831
+19,793
+2% +$1.26M
ACN icon
117
Accenture
ACN
$89.9B
$59.8M 0.16%
812,341
-4,956
-0.6% -$367K
NOV icon
118
NOV
NOV
$7.45B
$59.5M 0.16%
844,689
+74,352
+10% +$4.98M
ECL icon
119
Ecolab
ECL
$75.6B
$59M 0.16%
597,564
-1,618
-0.3% -$151K
SCCO icon
120
Southern Copper
SCCO
$141B
$57.9M 0.16%
2,291,948
+37,342
+2% +$966K
BAX icon
121
Baxter International
BAX
$11.6B
$57.5M 0.16%
1,611,186
+57,165
+4% +$2.22M
FDX icon
122
FedEx
FDX
$74.5B
$57.4M 0.16%
503,095
+25,624
+5% +$2.77M
DTV
123
DELISTED
DIRECTV COM STK (DE)
DTV
$57.3M 0.16%
959,275
-10,471
-1% -$645K
TJX icon
124
TJX Companies
TJX
$170B
$57.2M 0.16%
2,029,060
+20,580
+1% +$548K
EL icon
125
Estee Lauder
EL
$29B
$57.2M 0.16%
817,779
-83,520
-9% -$5.66M
3 4
5
6 7

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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.