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
APOL
901
DELISTED
Apollo Education Group Inc Class A
APOL
$5.66M 0.02%
272,096
-7,018
-3% -$136K
UMPQ
902
DELISTED
Umpqua Holdings Corp
UMPQ
$5.66M 0.02%
348,700
+2,666
+0.8% +$44K
MAA icon
903
Mid-America Apartment Communities
MAA
$15.6B
$5.64M 0.02%
90,177
-14,012
-13% -$905K
AGNC icon
904
AGNC Investment
AGNC
$12.4B
$5.63M 0.02%
249,246
+111,769
+81% +$2.52M
CE icon
905
Celanese
CE
$4.88B
$5.63M 0.02%
106,609
-1,738
-2% -$85.1K
CZR
906
DELISTED
Caesars Entertainment Corporation
CZR
$5.63M 0.02%
285,998
-13,912
-5% -$262K
NXPI icon
907
NXP Semiconductors
NXPI
$67.6B
$5.63M 0.02%
151,203
+18,689
+14% +$661K
IT icon
908
Gartner
IT
$10B
$5.61M 0.02%
93,475
-4,964
-5% -$292K
UFS
909
DELISTED
DOMTAR CORPORATION (New)
UFS
$5.61M 0.02%
141,228
-3,098
-2% -$110K
PUB
910
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$5.6M 0.02%
281,700
+718
+0.3% +$14.3K
MANH icon
911
Manhattan Associates
MANH
$9.6B
$5.59M 0.02%
234,392
+1,272
+0.5% +$28.1K
UDR icon
912
UDR
UDR
$12.8B
$5.58M 0.02%
235,590
+14,207
+6% +$346K
BKT icon
913
BlackRock Income Trust
BKT
$330M
$5.58M 0.02%
278,648
+129,311
+87% +$2.53M
SRLN icon
914
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$5.58M 0.02%
111,917
-93,201
-45% -$4.65M
EQIX icon
915
Equinix
EQIX
$104B
$5.56M 0.02%
30,268
-14,215
-32% -$2.58M
DNB
916
DELISTED
Dun & Bradstreet
DNB
$5.54M 0.02%
53,351
+1,734
+3% +$180K
PHH
917
DELISTED
PHH Corporation
PHH
$5.54M 0.02%
233,336
-7,873
-3% -$175K
EAT icon
918
Brinker International
EAT
$8.4B
$5.54M 0.02%
136,587
+4,590
+3% +$188K
RMD icon
919
ResMed
RMD
$29.4B
$5.54M 0.02%
104,813
-2,302
-2% -$112K
MINI
920
DELISTED
Mobile Mini Inc
MINI
$5.54M 0.02%
162,519
+17,326
+12% +$569K
COO icon
921
Cooper Companies
COO
$13.8B
$5.53M 0.02%
170,660
-6,732
-4% -$217K
WAB icon
922
Wabtec
WAB
$50.3B
$5.51M 0.02%
87,688
-1,333
-1% -$78.2K
LR
923
DELISTED
LAFARGE ADS (1/4 COM) NEW
LR
$5.51M 0.02%
317,886
-7,063
-2% -$122K
AROC icon
924
Archrock
AROC
$6.28B
$5.51M 0.01%
199,707
-6,819
-3% -$200K
LAMR icon
925
Lamar Advertising Co
LAMR
$16.3B
$5.49M 0.01%
116,815
-2,683
-2% -$118K
35 36
37
38 39

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.