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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
WMT icon
26
Walmart Inc
WMT
$871B
$203M 0.55%
8,224,803
-34,797
-0.4% -$877K
PEP icon
27
PepsiCo
PEP
$186B
$191M 0.52%
2,401,990
-13,055
-0.5% -$1.07M
CMCSA icon
28
Comcast
CMCSA
$79.7B
$186M 0.51%
8,265,648
+84,780
+1% +$1.85M
INTC icon
29
Intel
INTC
$464B
$185M 0.5%
8,076,554
+96,904
+1% +$2.23M
SLB icon
30
SLB Ltd
SLB
$78.4B
$173M 0.47%
1,954,494
+75,072
+4% +$6.17M
DIS icon
31
Walt Disney
DIS
$165B
$168M 0.46%
2,599,346
-1,251
-0% -$80.2K
GILD icon
32
Gilead Sciences
GILD
$161B
$165M 0.45%
2,627,333
+72,833
+3% +$4.35M
AMGN icon
33
Amgen
AMGN
$203B
$161M 0.44%
1,442,045
-24,229
-2% -$2.63M
V icon
34
Visa
V
$677B
$159M 0.43%
3,331,936
+440,700
+15% +$20.4M
SPY icon
35
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$157M 0.43%
933,381
-47,405
-5% -$7.95M
AMZN icon
36
Amazon
AMZN
$2.5T
$156M 0.42%
9,974,920
+291,620
+3% +$4.35M
MCD icon
37
McDonald's
MCD
$188B
$156M 0.42%
1,617,820
+28,166
+2% +$2.75M
CVS icon
38
CVS Health
CVS
$137B
$156M 0.42%
2,740,376
-73,062
-3% -$4.35M
HD icon
39
Home Depot
HD
$332B
$154M 0.42%
2,031,699
-70,629
-3% -$5.45M
IWD icon
40
iShares Russell 1000 Value ETF
IWD
$82B
$145M 0.39%
1,681,443
+236,550
+16% +$20.5M
RTX icon
41
RTX Corp
RTX
$287B
$144M 0.39%
2,121,750
+20,687
+1% +$1.35M
CELG
42
DELISTED
Celgene Corp
CELG
$144M 0.39%
1,867,322
+5,496
+0.3% +$385K
EFA icon
43
iShares MSCI EAFE ETF
EFA
$76.4B
$129M 0.35%
2,021,651
-59,629
-3% -$3.65M
AXP icon
44
American Express
AXP
$223B
$126M 0.34%
1,662,113
-56,402
-3% -$4.24M
UNH icon
45
UnitedHealth
UNH
$382B
$125M 0.34%
1,742,708
+39,937
+2% +$2.86M
BMY icon
46
Bristol-Myers Squibb
BMY
$127B
$121M 0.33%
2,611,374
+25,663
+1% +$1.13M
UNP icon
47
Union Pacific
UNP
$182B
$120M 0.33%
1,550,062
+29,446
+2% +$2.33M
OXY icon
48
Occidental Petroleum
OXY
$57B
$119M 0.32%
1,327,123
-1,792
-0.1% -$154K
MA icon
49
Mastercard
MA
$477B
$119M 0.32%
1,766,120
-215,740
-11% -$13.5M
BA icon
50
Boeing
BA
$165B
$119M 0.32%
1,009,054
+5,676
+0.6% +$611K
1
2
3 4 5

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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.