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
PRTK
3401
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$47K ﹤0.01%
1,244
-61
-5% -$2.18K
ACTS
3402
DELISTED
Actions Semiconductor Co
ACTS
$46K ﹤0.01%
19,040
+6,699
+54% +$18.1K
ENZ
3403
DELISTED
Enzo Biochem, Inc.
ENZ
$45K ﹤0.01%
17,692
-629
-3% -$1.49K
OIBR.C
3404
DELISTED
OI S.A. American Depositary Shares, each representing five shares of common stock
OIBR.C
$45K ﹤0.01%
47
-11
-19% -$10.4K
ASMB icon
3405
Assembly Biosciences
ASMB
$506M
$44K ﹤0.01%
255
-93
-27% -$14.2K
MACK
3406
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$43K ﹤0.01%
+1,454
New +$50.9K
ZGNX
3407
DELISTED
Zogenix, Inc.
ZGNX
$43K ﹤0.01%
2,883
-2,429
-46% -$32.6K
PZG icon
3408
Paramount Gold Nevada
PZG
$94.4M
$42K ﹤0.01%
+32,393
New +$44.8K
OCZ
3409
DELISTED
OCZ TECHNOLOGY GROUP INC COM STK NEW (DE)
OCZ
$42K ﹤0.01%
32,292
-1,685
-5% -$2.63K
VRS
3410
DELISTED
VERSO CORP COM STK (DE)
VRS
$39K ﹤0.01%
51,584
-1,617
-3% -$1.44K
CORT icon
3411
Corcept Therapeutics
CORT
$10.2B
$37K ﹤0.01%
23,416
-7,165
-23% -$12.6K
RVLT
3412
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
$37K ﹤0.01%
+1,447
New +$52.5K
EGIO
3413
DELISTED
Edgio, Inc. Common Stock
EGIO
$36K ﹤0.01%
463
-88
-16% -$7.72K
AEHL icon
3414
Antelope Enterprise Holdings
AEHL
$9.75M
– –
0
– –
ALSK
3415
DELISTED
Alaska Communications Systems
ALSK
$34K ﹤0.01%
13,213
-108,866
-89% -$295K
PCO
3416
DELISTED
Pendrell Corporation - Class A
PCO
$34K ﹤0.01%
18
-8
-31% -$17.9K
WH
3417
DELISTED
WSP HOLDINGS LTD ADR NEW
WH
$33K ﹤0.01%
+15,717
New +$42.4K
UTSI icon
3418
UTStarcom
UTSI
$22.7M
$32K ﹤0.01%
+2,907
New +$31.2K
GMO
3419
DELISTED
General Moly, Inc.
GMO
$32K ﹤0.01%
+19,350
New +$34.9K
GCVRZ
3420
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$32K ﹤0.01%
16,038
-1,755
-10% -$3.34K
LLEN
3421
DELISTED
L & L ENERGY INC COM STK (NV)
LLEN
$31K ﹤0.01%
24,419
+6,642
+37% +$18.1K
CDXS icon
3422
Codexis
CDXS
$135M
$28K ﹤0.01%
15,862
-26,119
-62% -$54.4K
NPD
3423
DELISTED
CHINA NEPSTAR CHAIN DRUGSTORE LTD. COM
NPD
$28K ﹤0.01%
17,907
-39,621
-69% -$62.1K
BAMM
3424
DELISTED
BOOKS-A-MILLION INC
BAMM
$28K ﹤0.01%
11,451
-1,695
-13% -$4.1K
KID
3425
DELISTED
KID BRANDS,INC COMMON STOCK
KID
$25K ﹤0.01%
17,300
– –
135 136
137
138 139

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.