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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
AAPL icon
1
Apple
AAPL
$4.8T
$636M 1.73%
37,355,080
+39,368
+0.1% +$653K
XOM icon
2
ExxonMobil
XOM
$615B
$576M 1.56%
6,689,120
-107,681
-2% -$9.71M
CVX icon
3
Chevron
CVX
$378B
$434M 1.18%
3,573,603
+30,517
+0.9% +$3.75M
MSFT icon
4
Microsoft
MSFT
$2.99T
$408M 1.11%
12,273,188
+294,372
+2% +$9.68M
JNJ icon
5
Johnson & Johnson
JNJ
$599B
$371M 1.01%
4,280,064
-28,221
-0.7% -$2.53M
GOOG icon
6
Alphabet (Google) Class C
GOOG
$4.29T
$356M 0.97%
16,328,254
+426,272
+3% +$9.42M
GE icon
7
GE Aerospace
GE
$354B
$328M 0.89%
2,864,957
-106,712
-4% -$12.2M
JPM icon
8
JPMorgan Chase
JPM
$901B
$319M 0.87%
6,165,290
-160,668
-3% -$8.62M
PFE icon
9
Pfizer
PFE
$141B
$310M 0.84%
11,364,069
-522,695
-4% -$14.2M
IBM icon
10
IBM
IBM
$200B
$305M 0.83%
1,720,219
-70,470
-4% -$12.8M
WFC icon
11
Wells Fargo
WFC
$261B
$302M 0.82%
7,307,963
-154,748
-2% -$6.61M
T icon
12
AT&T
T
$153B
$301M 0.82%
11,789,700
-513,853
-4% -$13.5M
PG icon
13
Procter & Gamble
PG
$347B
$297M 0.81%
3,923,591
+23,205
+0.6% +$1.85M
VOO icon
14
Vanguard S&P 500 ETF
VOO
$973B
$294M 0.8%
1,962,170
+372,939
+23% +$57.3M
QCOM icon
15
Qualcomm
QCOM
$180B
$243M 0.66%
3,613,642
+64,590
+2% +$4.23M
BAC icon
16
Bank of America
BAC
$424B
$230M 0.62%
16,660,184
-953,351
-5% -$13.6M
C icon
17
Citigroup
C
$216B
$221M 0.6%
4,546,790
+10,109
+0.2% +$511K
MRK icon
18
Merck
MRK
$307B
$211M 0.57%
4,650,113
-119,285
-3% -$5.45M
CSCO icon
19
Cisco
CSCO
$436B
$211M 0.57%
9,008,092
-106,911
-1% -$2.65M
COP icon
20
ConocoPhillips
COP
$141B
$211M 0.57%
3,034,957
-15,252
-0.5% -$1.02M
KO icon
21
Coca-Cola
KO
$353B
$210M 0.57%
5,540,221
-23,591
-0.4% -$933K
ORCL icon
22
Oracle
ORCL
$350B
$207M 0.56%
6,243,380
-457,407
-7% -$14.8M
PM icon
23
Philip Morris
PM
$300B
$206M 0.56%
2,381,546
-56,853
-2% -$4.97M
VZ icon
24
Verizon
VZ
$182B
$206M 0.56%
4,409,700
-81,259
-2% -$3.97M
BRK.B icon
25
Berkshire Hathaway Class B
BRK.B
$1.06T
$205M 0.56%
1,808,166
+5,015
+0.3% +$579K
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.