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
PAYX icon
376
Paychex
PAYX
$40.4B
$20.1M 0.05%
495,333
+11,564
+2% +$457K
PPL
377
PPL Corp
PPL
$27.3B
$20.1M 0.05%
709,318
+35,960
+5% +$1.03M
VALE.P
378
DELISTED
Vale S A
VALE.P
$20.1M 0.05%
1,411,159
+396,096
+39% +$5.24M
PZE
379
DELISTED
Petrobras Argentina S A
PZE
$20M 0.05%
3,552,548
+697
+0% +$3.15K
GWW icon
380
W.W. Grainger
GWW
$65.3B
$20M 0.05%
76,485
+2,020
+3% +$526K
XL
381
DELISTED
XL Group Ltd.
XL
$20M 0.05%
648,324
-72,414
-10% -$2.25M
KSS icon
382
Kohl's
KSS
$2.03B
$20M 0.05%
385,530
+26,131
+7% +$1.37M
FISV
383
Fiserv Inc
FISV
$27.2B
$19.9M 0.05%
789,460
-7,956
-1% -$192K
CSC
384
DELISTED
Computer Sciences
CSC
$19.9M 0.05%
910,914
-49,878
-5% -$1.05M
WELL icon
385
Welltower
WELL
$178B
$19.8M 0.05%
317,246
+19,118
+6% +$1.22M
SKM icon
386
SK Telecom
SKM
$13.7B
$19.8M 0.05%
528,523
+1,645
+0.3% +$58.4K
HSIC icon
387
Henry Schein
HSIC
$9.74B
$19.7M 0.05%
484,475
+8,938
+2% +$362K
IDXX icon
388
Idexx Laboratories
IDXX
$42.9B
$19.6M 0.05%
393,284
+9,892
+3% +$475K
NFLX icon
389
Netflix
NFLX
$292B
$19.5M 0.05%
4,420,920
+121,590
+3% +$469K
SMFG icon
390
Sumitomo Mitsui Financial
SMFG
$166B
$19.5M 0.05%
2,001,446
+153,139
+8% +$1.45M
MCO icon
391
Moody's
MCO
$81.7B
$19.5M 0.05%
276,805
-1,843
-0.7% -$121K
CYH icon
392
Community Health Systems
CYH
$385M
$19.5M 0.05%
567,307
+92,670
+20% +$3.29M
CERN
393
DELISTED
Cerner Corp
CERN
$19.4M 0.05%
369,716
+15,694
+4% +$764K
GL icon
394
Globe Life
GL
$13.5B
$19.4M 0.05%
402,390
-16,697
-4% -$785K
CHD icon
395
Church & Dwight Co
CHD
$23.1B
$19.4M 0.05%
644,942
-1,914
-0.3% -$58.9K
AEE icon
396
Ameren
AEE
$31.5B
$19.3M 0.05%
554,136
-11,291
-2% -$391K
FE icon
397
FirstEnergy
FE
$28.9B
$19.3M 0.05%
529,061
+4,761
+0.9% +$179K
AZ
398
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$19.3M 0.05%
1,218,527
+52,196
+4% +$826K
PCG icon
399
PG&E
PCG
$47.8B
$19M 0.05%
464,526
-20,156
-4% -$876K
FXR icon
400
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$732M
$18.9M 0.05%
756,801
+227,399
+43% +$5.49M
14 15
16
17 18

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.