We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+2.45%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$34.3B
AUM Growth
–
Cap. Flow
+$34.4B
Cap. Flow %
100.41%
Top 10 Hldgs %
11.7%
Holding
3,715
New
3,714
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
XOM icon
ExxonMobil
XOM
+$612M
2
AAPL icon
Apple
AAPL
+$574M
3
CVX icon
Chevron
CVX
+$428M
4
MSFT icon
Microsoft
MSFT
+$392M
5
JNJ icon
Johnson & Johnson
JNJ
+$366M

Top Sells

No sells this quarter

Sector Composition

Rank Sector Weight
1 Financials 14.77%
2 Technology 11.87%
3 Healthcare 11.02%
4 Energy 9.48%
5 Industrials 9.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CELG
51
DELISTED
Celgene Corp
CELG
$109M 0.32%
+1,861,826
New +$112M
MMM icon
52
3M
MMM
$89B
$109M 0.32%
+1,187,089
New +$108M
COST icon
53
Costco
COST
$415B
$108M 0.32%
+980,502
New +$107M
MO icon
54
Altria Group
MO
$122B
$107M 0.31%
+3,044,602
New +$109M
TGT icon
55
Target
TGT
$62.1B
$105M 0.3%
+1,518,410
New +$106M
MDLZ icon
56
Mondelez International
MDLZ
$77.7B
$104M 0.3%
+3,656,295
New +$111M
BA icon
57
Boeing
BA
$165B
$103M 0.3%
+1,003,378
New +$95.3M
EBAY icon
58
eBay
EBAY
$48.6B
$99M 0.29%
+4,548,978
New +$103M
ESRX
59
DELISTED
Express Scripts Holding Company
ESRX
$98.8M 0.29%
+1,600,781
New +$96.4M
HON icon
60
Honeywell
HON
$77B
$96.7M 0.28%
+1,355,854
New +$93.5M
TRV icon
61
Travelers Companies
TRV
$80.8B
$96.3M 0.28%
+1,205,422
New +$101M
NKE icon
62
Nike
NKE
$61.9B
$95.6M 0.28%
+3,002,254
New +$93.4M
ABT icon
63
Abbott
ABT
$180B
$93.8M 0.27%
+2,690,022
New +$98.7M
HPQ icon
64
HP
HPQ
$23.5B
$89.7M 0.26%
+7,967,428
New +$81.3M
USB icon
65
US Bancorp
USB
$99.6B
$87.4M 0.25%
+2,417,223
New +$82.9M
TWX
66
DELISTED
Time Warner Inc
TWX
$86.6M 0.25%
+1,561,326
New +$88.4M
EMC
67
DELISTED
EMC CORPORATION
EMC
$86.2M 0.25%
+3,647,511
New +$86M
BIIB icon
68
Biogen
BIIB
$29.9B
$83.2M 0.24%
+386,766
New +$82.6M
ABBV icon
69
AbbVie
ABBV
$458B
$81.2M 0.24%
+1,963,309
New +$85.9M
MON
70
DELISTED
Monsanto Co
MON
$80.9M 0.24%
+818,674
New +$85.7M
IVV icon
71
iShares Core S&P 500 ETF
IVV
$876B
$79.8M 0.23%
+495,930
New +$80.3M
LLY icon
72
Eli Lilly
LLY
$1.07T
$78.5M 0.23%
+1,598,522
New +$87M
SBUX icon
73
Starbucks
SBUX
$118B
$77.9M 0.23%
+2,379,486
New +$73.9M
CL icon
74
Colgate-Palmolive
CL
$72.6B
$77.2M 0.23%
+1,346,995
New +$80M
PSX icon
75
Phillips 66
PSX
$82.9B
$76.6M 0.22%
+1,300,021
New +$81.7M
1 2
3
4 5

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q2 2013 Portfolio in Review

Q2 2013 is the first quarter with a 13F filing on record for Parametric Portfolio Associates, which disclosed 3,715 positions worth $34.3B. Its ten largest holdings account for 12% of the portfolio.

Its largest position is ExxonMobil: 6,796,801 shares worth $614M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q2 2013 buy was ExxonMobil: 6,796,801 shares worth $614M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $34.3B portfolio in Q2 2013.
  • Parametric Portfolio Associates disclosed 3,715 positions in Q2 2013, its first 13F filing on record.

Based on Parametric Portfolio Associates's 13F filing for Q2 2013, filed 7 Aug 2013.