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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
MMM icon
51
3M
MMM
$89B
$118M 0.32%
1,179,151
-7,938
-0.7% -$772K
IVV icon
52
iShares Core S&P 500 ETF
IVV
$876B
$118M 0.32%
695,862
+199,932
+40% +$33.7M
AMX icon
53
America Movil
AMX
$78.1B
$117M 0.32%
5,908,589
-52,218
-0.9% -$1.07M
GS icon
54
Goldman Sachs
GS
$313B
$115M 0.31%
729,376
-27,984
-4% -$4.51M
MDLZ icon
55
Mondelez International
MDLZ
$77.7B
$115M 0.31%
3,664,902
+8,607
+0.2% +$267K
COST icon
56
Costco
COST
$415B
$115M 0.31%
995,518
+15,016
+2% +$1.73M
NKE icon
57
Nike
NKE
$61.9B
$111M 0.3%
3,050,344
+48,090
+2% +$1.57M
MO icon
58
Altria Group
MO
$122B
$108M 0.29%
3,158,144
+113,542
+4% +$4M
EBAY icon
59
eBay
EBAY
$48.6B
$108M 0.29%
4,592,875
+43,897
+1% +$985K
ESRX
60
DELISTED
Express Scripts Holding Company
ESRX
$104M 0.28%
1,685,172
+84,391
+5% +$5.46M
BIDU icon
61
Baidu
BIDU
$35.8B
$102M 0.28%
659,004
-24,246
-4% -$3.13M
HON icon
62
Honeywell
HON
$77.1B
$101M 0.27%
1,350,350
-5,504
-0.4% -$408K
TWX
63
DELISTED
Time Warner Inc
TWX
$99.8M 0.27%
1,581,143
+19,817
+1% +$1.19M
BIIB icon
64
Biogen
BIIB
$29.9B
$99.3M 0.27%
412,640
+25,874
+7% +$5.79M
TRV icon
65
Travelers Companies
TRV
$80.8B
$99.3M 0.27%
1,171,780
-33,642
-3% -$2.78M
EMC
66
DELISTED
EMC CORPORATION
EMC
$97.1M 0.26%
3,800,572
+153,061
+4% +$3.98M
TGT icon
67
Target
TGT
$62.1B
$96.5M 0.26%
1,508,020
-10,390
-0.7% -$707K
SBUX icon
68
Starbucks
SBUX
$118B
$92.4M 0.25%
2,401,212
+21,726
+0.9% +$781K
TXN icon
69
Texas Instruments
TXN
$255B
$89.2M 0.24%
2,214,128
+28,240
+1% +$1.1M
ABBV icon
70
AbbVie
ABBV
$458B
$88.9M 0.24%
1,986,659
+23,350
+1% +$1.04M
EOG icon
71
EOG Resources
EOG
$78B
$87.8M 0.24%
1,037,462
+29,756
+3% +$2.31M
MON
72
DELISTED
Monsanto Co
MON
$87.8M 0.24%
840,993
+22,319
+3% +$2.24M
ABT icon
73
Abbott
ABT
$180B
$87.7M 0.24%
2,641,498
-48,524
-2% -$1.7M
LOW icon
74
Lowe's Companies
LOW
$116B
$87.3M 0.24%
1,832,814
-18,358
-1% -$833K
USB icon
75
US Bancorp
USB
$99.6B
$85.2M 0.23%
2,330,346
-86,877
-4% -$3.22M
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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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.