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
DGX icon
701
Quest Diagnostics
DGX
$25.1B
$8.82M 0.02%
142,785
-14,844
-9% -$888K
LXK
702
DELISTED
Lexmark Intl Inc
LXK
$8.8M 0.02%
266,663
-2,283
-0.8% -$80.9K
CTAS icon
703
Cintas
CTAS
$82.4B
$8.79M 0.02%
686,316
+45,840
+7% +$556K
OKE icon
704
Oneok
OKE
$58.7B
$8.78M 0.02%
188,172
+4,798
+3% +$208K
CIG icon
705
CEMIG Preferred Shares
CIG
$6.09B
$8.78M 0.02%
2,605,764
-65,514
-2% -$222K
SU icon
706
Suncor Energy
SU
$77.7B
$8.75M 0.02%
244,572
+14,524
+6% +$483K
AXS icon
707
AXIS Capital
AXS
$8.59B
$8.73M 0.02%
201,661
+93,350
+86% +$4.12M
LDOS icon
708
Leidos
LDOS
$14.1B
$8.7M 0.02%
243,370
-55,636
-19% -$2.07M
EVG
709
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$8.7M 0.02%
561,550
+44,679
+9% +$689K
LQD icon
710
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$8.69M 0.02%
76,523
-37,734
-33% -$4.27M
GMCR
711
DELISTED
KEURIG GREEN MTN INC
GMCR
$8.64M 0.02%
114,754
-2,788
-2% -$220K
BLKB icon
712
Blackbaud
BLKB
$1.5B
$8.62M 0.02%
220,860
+9,481
+4% +$338K
FSLR icon
713
First Solar
FSLR
$21.8B
$8.61M 0.02%
214,180
-48,016
-18% -$2.03M
APTV icon
714
Aptiv
APTV
$12B
$8.6M 0.02%
147,231
-49,638
-25% -$2.76M
AOD
715
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$8.57M 0.02%
1,066,540
+93,477
+10% +$749K
RHT
716
DELISTED
Red Hat Inc
RHT
$8.55M 0.02%
185,232
+3,172
+2% +$161K
FHN icon
717
First Horizon
FHN
$12.1B
$8.49M 0.02%
772,510
-56,931
-7% -$671K
ERIC icon
718
Ericsson
ERIC
$30.7B
$8.48M 0.02%
635,576
+41,491
+7% +$515K
RS icon
719
Reliance Steel & Aluminium
RS
$20.8B
$8.48M 0.02%
115,773
-2,747
-2% -$192K
CCK icon
720
Crown Holdings
CCK
$12.8B
$8.48M 0.02%
200,470
-6,215
-3% -$272K
E icon
721
ENI
E
$76B
$8.45M 0.02%
183,655
+20,799
+13% +$935K
SIRI icon
722
SiriusXM
SIRI
$10B
$8.43M 0.02%
217,619
+26,422
+14% +$984K
IFF icon
723
International Flavors & Fragrances
IFF
$19.4B
$8.42M 0.02%
102,296
+8,014
+9% +$649K
HCF
724
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
$8.42M 0.02%
1,100,437
-22,807
-2% -$174K
GNTX icon
725
Gentex
GNTX
$4.88B
$8.4M 0.02%
656,916
+25,542
+4% +$303K
27 28
29
30 31

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.