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
SCLN
3201
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$225K ﹤0.01%
44,326
+7,183
+19% +$40K
KIM.PRH
3202
DELISTED
KIMCO REALTY CORP DEP SH RPSTG 1/100TH REDM PFD CL H
KIM.PRH
$225K ﹤0.01%
9,035
+750
+9% +$18.9K
TAC icon
3203
TransAlta
TAC
$4.34B
$224K ﹤0.01%
+17,316
New +$234K
BCOV
3204
DELISTED
Brightcove, Inc.
BCOV
$224K ﹤0.01%
19,933
+1,437
+8% +$14.5K
ZLTQ
3205
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$224K ﹤0.01%
24,880
-1,427
-5% -$10.6K
GORO icon
3206
Goldgroup Mining Inc.
GORO
$151M
$223K ﹤0.01%
33,707
-19,322
-36% -$153K
SGA icon
3207
Saga Communications
SGA
$54.5M
$223K ﹤0.01%
+5,014
New +$246K
BHL
3208
DELISTED
Blackrock Defined Opp Crt Tr
BHL
$223K ﹤0.01%
+15,932
New +$220K
ALLT icon
3209
Allot
ALLT
$374M
$222K ﹤0.01%
17,549
+4,499
+34% +$60K
VGI
3210
Virtus Global Multi-Sector Income Fund
VGI
$81.2M
$222K ﹤0.01%
13,088
+91
+0.7% +$1.55K
AMPE
3211
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$222K ﹤0.01%
99
-2
-2% -$3.87K
PCMI
3212
DELISTED
PCM, Inc
PCMI
$222K ﹤0.01%
23,902
+1,322
+6% +$13.2K
CHDX
3213
DELISTED
CHINDEX INTL INC
CHDX
$220K ﹤0.01%
+12,938
New +$224K
SMS
3214
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$220K ﹤0.01%
25,067
-35,674
-59% -$299K
NEE.PRJ
3215
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$220K ﹤0.01%
11,635
+1,014
+10% +$20.4K
BBT.PRD.CL
3216
DELISTED
BB&T CORPORATION Depositary Shares, representing 1/1,000th interest in a share of Series D Non-Cumul
BBT.PRD.CL
$219K ﹤0.01%
10,188
+914
+10% +$21.3K
LEAF
3217
DELISTED
Leaf Group Ltd.
LEAF
$217K ﹤0.01%
17,292
-11,093
-39% -$145K
SHOS
3218
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$217K ﹤0.01%
6,846
+851
+14% +$32.7K
BCC icon
3219
Boise Cascade
BCC
$2.74B
$216K ﹤0.01%
+8,021
New +$205K
RPRX
3220
DELISTED
Repros Therapeutics Inc.
RPRX
$216K ﹤0.01%
+8,042
New +$172K
OPTR
3221
DELISTED
OPTIMER PHARMACEUTICALS, INC. COM STK
OPTR
$215K ﹤0.01%
+17,071
New +$226K
TRC icon
3222
Tejon Ranch
TRC
$476M
$214K ﹤0.01%
7,155
-12,402
-63% -$377K
PENX
3223
DELISTED
PENFORD CORP
PENX
$214K ﹤0.01%
14,991
-6,819
-31% -$97.1K
AMTG
3224
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$214K ﹤0.01%
14,658
+2,462
+20% +$38.2K
RBCN
3225
DELISTED
Rubicon Technology, Inc.
RBCN
$213K ﹤0.01%
1,756
+70
+4% +$7.09K
127 128
129
130 131

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.