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
+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
ANSS
326
DELISTED
Ansys
ANSS
$23.7M 0.06%
273,943
+2,848
+1% +$238K
DVN icon
327
Devon Energy
DVN
$51.9B
$23.5M 0.06%
407,189
-7,282
-2% -$416K
KSU
328
DELISTED
Kansas City Southern
KSU
$23.5M 0.06%
214,896
+132
+0.1% +$14.5K
CMS icon
329
CMS Energy
CMS
$23.1B
$23.3M 0.06%
886,943
-9,186
-1% -$250K
AGN
330
DELISTED
Allergan plc
AGN
$23.3M 0.06%
161,756
-3,111
-2% -$414K
SAP icon
331
SAP
SAP
$187B
$23.3M 0.06%
314,525
+20,154
+7% +$1.49M
TGNA
332
DELISTED
TEGNA Inc
TGNA
$23.2M 0.06%
1,653,648
-34,984
-2% -$468K
SPLV icon
333
Invesco S&P 500 Low Volatility ETF
SPLV
$7.2B
$23.1M 0.06%
753,377
-83,098
-10% -$2.63M
CF icon
334
CF Industries
CF
$19.2B
$23.1M 0.06%
547,340
+78,240
+17% +$3M
AES icon
335
AES
AES
$10.6B
$23M 0.06%
1,732,745
+8,284
+0.5% +$106K
SHPG
336
DELISTED
Shire pic
SHPG
$23M 0.06%
191,488
+2,393
+1% +$264K
IVZ icon
337
Invesco
IVZ
$13.3B
$22.8M 0.06%
716,013
+20,559
+3% +$656K
PLL
338
DELISTED
PALL CORP
PLL
$22.8M 0.06%
296,164
+1,009
+0.3% +$72.3K
TEO icon
339
Telecom Argentina
TEO
$5.89B
$22.6M 0.06%
1,260,932
-195,952
-13% -$3.46M
CLX icon
340
Clorox
CLX
$11.6B
$22.5M 0.06%
275,752
+8,736
+3% +$738K
TSM icon
341
TSMC
TSM
$2.09T
$22.4M 0.06%
1,319,641
-55,747
-4% -$951K
ES icon
342
Eversource Energy
ES
$28.2B
$22.2M 0.06%
538,061
+14,638
+3% +$619K
BF
343
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$22.1M 0.06%
230,045
+3,194
+1% +$307K
BSAC icon
344
Banco Santander Chile
BSAC
$15.8B
$22.1M 0.06%
839,818
+63,468
+8% +$1.51M
HCA icon
345
HCA Healthcare
HCA
$84.8B
$22.1M 0.06%
515,963
+10,330
+2% +$404K
AZO icon
346
AutoZone
AZO
$48.3B
$22.1M 0.06%
52,173
+1,886
+4% +$807K
HBAN icon
347
Huntington Bancshares
HBAN
$35.1B
$21.9M 0.06%
2,651,703
-3,935
-0.1% -$33.2K
K
348
DELISTED
Kellanova
K
$21.9M 0.06%
396,288
-41
-0% -$2.44K
SNDK
349
DELISTED
SANDISK CORP
SNDK
$21.8M 0.06%
367,055
+56,461
+18% +$3.32M
PLD icon
350
Prologis
PLD
$138B
$21.8M 0.06%
579,254
+19,890
+4% +$750K
12 13
14
15 16

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 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.