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
FCBC icon
2576
First Community Bankshares
FCBC
$909M
$707K ﹤0.01%
43,249
+1,261
+3% +$20.2K
KOS icon
2577
Kosmos Energy
KOS
$1.45B
$706K ﹤0.01%
68,715
-2,725
-4% -$28.5K
DAKT icon
2578
Daktronics
DAKT
$956M
$704K ﹤0.01%
62,929
+3,881
+7% +$42.8K
KRG icon
2579
Kite Realty
KRG
$5.99B
$703K ﹤0.01%
29,646
+6,233
+27% +$146K
AVHI
2580
DELISTED
A V Homes, Inc.
AVHI
$702K ﹤0.01%
40,208
+2,300
+6% +$37.9K
NILE
2581
DELISTED
Blue Nile, Inc.
NILE
$702K ﹤0.01%
17,149
+844
+5% +$32.5K
BK.PRC
2582
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$701K ﹤0.01%
34,879
+3,105
+10% +$66.9K
UBNK
2583
DELISTED
UNITIED FINANCIAL BANCORP INC
UBNK
$701K ﹤0.01%
43,382
+3,013
+7% +$48.3K
CKEC
2584
DELISTED
Carmike Cinemas Inc
CKEC
$699K ﹤0.01%
31,640
+1,327
+4% +$25.6K
INVA icon
2585
Innoviva
INVA
$1.57B
$698K ﹤0.01%
21,188
+977
+5% +$30.4K
HTGC icon
2586
Hercules Capital
HTGC
$2.95B
$697K ﹤0.01%
45,706
-140
-0.3% -$2.03K
KG
2587
Kestrel Group
KG
$70.1M
$696K ﹤0.01%
2,945
+128
+5% +$31.8K
PMM
2588
Franklin Managed Municipal Income Trust
PMM
$273M
$696K ﹤0.01%
+101,755
New +$689K
MHGC
2589
DELISTED
Morgans Hotel Group Co.
MHGC
$695K ﹤0.01%
90,639
+36,602
+68% +$262K
ARAY icon
2590
Accuray
ARAY
$26.8M
$694K ﹤0.01%
94,095
+4,075
+5% +$25.8K
SMA
2591
DELISTED
SYMMETRY MEDICAL INC
SMA
$693K ﹤0.01%
84,890
+3,728
+5% +$31.6K
ARI
2592
Apollo Commercial Real Estate
ARI
$876M
$692K ﹤0.01%
45,315
+20,731
+84% +$323K
PCBK
2593
DELISTED
Pacific Continental Corp
PCBK
$692K ﹤0.01%
53,190
+2,281
+4% +$29.4K
INZ.CL
2594
DELISTED
Ing Groep N.v.
INZ.CL
$692K ﹤0.01%
27,704
+2,442
+10% +$60.9K
ACP
2595
abrdn Income Credit Strategies Fund
ACP
$641M
$691K ﹤0.01%
+42,247
New +$699K
AMWD
2596
DELISTED
American Woodmark
AMWD
$691K ﹤0.01%
19,950
+3,155
+19% +$113K
PDI icon
2597
PIMCO Dynamic Income Fund
PDI
$7.33B
$691K ﹤0.01%
24,073
-47,966
-67% -$1.34M
MDRX
2598
DELISTED
Veradigm Inc. Common Stock
MDRX
$691K ﹤0.01%
46,476
-13,469
-22% -$203K
CZZ
2599
DELISTED
Cosan Limited
CZZ
$691K ﹤0.01%
44,987
+7,320
+19% +$110K
CYD icon
2600
China Yuchai International
CYD
$1.75B
$690K ﹤0.01%
29,036
+3,040
+12% +$59.4K
102 103
104
105 106

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.