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
QNST icon
2476
QuinStreet
QNST
$893M
$809K ﹤0.01%
85,696
+2,692
+3% +$24.7K
DTK.CL
2477
DELISTED
Deutsche Bank Contingent Cap Tst
DTK.CL
$808K ﹤0.01%
31,141
+2,690
+9% +$70.8K
CHDN icon
2478
Churchill Downs
CHDN
$6.15B
$807K ﹤0.01%
55,968
+1,920
+4% +$26.6K
RGP
2479
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$807K ﹤0.01%
28,208
+1,243
+5% +$34.4K
CRVL icon
2480
CorVel
CRVL
$3.08B
$806K ﹤0.01%
65,400
+2,019
+3% +$22.7K
EPIQ
2481
DELISTED
EPIQ SYSTEMS INC
EPIQ
$805K ﹤0.01%
61,051
+13,062
+27% +$170K
OMN
2482
DELISTED
OMNOVA Solutions Inc.
OMN
$803K ﹤0.01%
93,926
+1,848
+2% +$15.1K
GEOS icon
2483
Geospace Technologies
GEOS
$90M
$802K ﹤0.01%
9,515
+1,165
+14% +$86.8K
GLDD
2484
DELISTED
Great Lakes Dredge & Dock
GLDD
$802K ﹤0.01%
107,889
+1,337
+1% +$9.94K
LTXB
2485
DELISTED
LegacyTexas Financial Group Inc
LTXB
$795K ﹤0.01%
38,466
+2,235
+6% +$46.9K
ETP
2486
DELISTED
Energy Transfer Partners, L.P.
ETP
$795K ﹤0.01%
23,936
+2,136
+10% +$68.2K
SLF icon
2487
Sun Life Financial
SLF
$46B
$794K ﹤0.01%
24,835
+3,744
+18% +$119K
GMK
2488
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$793K ﹤0.01%
35,699
+1,361
+4% +$28.5K
CWEI
2489
DELISTED
Clayton Williams Energy, Inc.
CWEI
$792K ﹤0.01%
15,099
+110
+0.7% +$5.72K
RBS.PRL.CL
2490
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$792K ﹤0.01%
39,931
+3,508
+10% +$68.2K
BLX icon
2491
Bladex Inc
BLX
$2.23B
$789K ﹤0.01%
31,670
+1,945
+7% +$48.1K
CNQ icon
2492
Canadian Natural Resources
CNQ
$93.4B
$788K ﹤0.01%
51,823
+21,759
+72% +$327K
TI.A
2493
DELISTED
Telecom Italia 10 Svg
TI.A
$788K ﹤0.01%
120,150
+49,536
+70% +$276K
WLT
2494
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$788K ﹤0.01%
56,171
-4,086
-7% -$51.9K
VTA
2495
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$787K ﹤0.01%
+61,208
New +$782K
CRD.B icon
2496
Crawford & Co Class B
CRD.B
$496M
$786K ﹤0.01%
81,017
+37,680
+87% +$292K
LSCC icon
2497
Lattice Semiconductor
LSCC
$16.8B
$786K ﹤0.01%
176,242
+4,990
+3% +$24.7K
BCS.PRA.CL
2498
DELISTED
Barclays Bank Plc Series 3
BCS.PRA.CL
$786K ﹤0.01%
31,457
+2,754
+10% +$69K
CAMP
2499
DELISTED
CalAmp Corp.
CAMP
$785K ﹤0.01%
1,939
-68
-3% -$25.2K
BBRG
2500
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$783K ﹤0.01%
51,823
-1,250
-2% -$20.4K
98 99
100
101 102

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.