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
VALE icon
351
Vale
VALE
$62.9B
$21.7M 0.06%
1,391,559
-12,369
-0.9% -$183K
EMN icon
352
Eastman Chemical
EMN
$7.8B
$21.7M 0.06%
278,837
+6,643
+2% +$512K
PCAR icon
353
PACCAR
PCAR
$69.6B
$21.7M 0.06%
585,000
-1,901
-0.3% -$70.7K
CVD
354
DELISTED
COVANCE INC.
CVD
$21.7M 0.06%
250,927
+2,875
+1% +$237K
LKQ icon
355
LKQ Corp
LKQ
$6.58B
$21.7M 0.06%
679,986
-54,956
-7% -$1.59M
CLB icon
356
Core Laboratories
CLB
$538M
$21.3M 0.06%
125,978
+3,436
+3% +$533K
BVN icon
357
Compañía de Minas Buenaventura
BVN
$7.85B
$21.3M 0.06%
1,818,120
+120,618
+7% +$1.59M
SHW icon
358
Sherwin-Williams
SHW
$78.3B
$21.2M 0.06%
349,551
-23,784
-6% -$1.4M
HOT
359
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$21.2M 0.06%
319,016
-10,929
-3% -$723K
SLM icon
360
SLM Corp
SLM
$4.57B
$21.2M 0.06%
2,381,686
+254,076
+12% +$2.22M
BXP icon
361
Boston Properties
BXP
$11B
$21.2M 0.06%
198,085
+10,060
+5% +$1.06M
IBN icon
362
ICICI Bank
IBN
$106B
$21.2M 0.06%
3,818,095
-305,651
-7% -$1.79M
NRG icon
363
NRG Energy
NRG
$29.8B
$21.1M 0.06%
773,060
+7,051
+0.9% +$191K
LEA icon
364
Lear
LEA
$7.19B
$21.1M 0.06%
477,722
+42,325
+10% +$2.91M
BND icon
365
Vanguard Total Bond Market
BND
$157B
$21M 0.06%
259,235
+53,865
+26% +$4.33M
BG icon
366
Bunge Global
BG
$23.6B
$20.9M 0.06%
275,053
+17,434
+7% +$1.32M
EG icon
367
Everest Group
EG
$15.2B
$20.9M 0.06%
143,465
+2,032
+1% +$275K
ROST icon
368
Ross Stores
ROST
$76.6B
$20.9M 0.06%
573,000
+20,654
+4% +$705K
STJ
369
DELISTED
St Jude Medical
STJ
$20.7M 0.06%
386,079
+6,172
+2% +$318K
A icon
370
Agilent Technologies
A
$39.1B
$20.7M 0.06%
563,781
+42,298
+8% +$1.43M
AIZ icon
371
Assurant
AIZ
$13.7B
$20.5M 0.06%
379,511
-5,245
-1% -$284K
LINE
372
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$20.4M 0.06%
788,948
-107,595
-12% -$2.79M
CA
373
DELISTED
CA, Inc.
CA
$20.4M 0.06%
686,974
+104,036
+18% +$3.12M
ROK icon
374
Rockwell Automation
ROK
$51.4B
$20.3M 0.06%
190,118
-4,773
-2% -$466K
LBTYA icon
375
Liberty Global Class A
LBTYA
$3.31B
$20.3M 0.06%
618,887
-38,710
-6% -$1.25M
13 14
15
16 17

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.