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
NFP
3501
DELISTED
NATIONAL FINANCIAL PARTNERS CORP
NFP
– –
-180,589
Closed -$4.57M
CHG
3502
DELISTED
CH ENERGY GRP INC(HOLDING CO)
CHG
– –
-14,529
Closed -$944K
XIDE
3503
DELISTED
EXIDE TECHNOLOGIES NEW COM
XIDE
– –
-99,106
Closed -$13K
TCL
3504
DELISTED
TATA COMMUNICATIONS LTD SPONSORED ADR
TCL
– –
-34,247
Closed -$175K
KITD
3505
DELISTED
KIT DIGITAL INC NEW COM STK (DE)
KITD
– –
-15,077
Closed -$6K
MDTH
3506
DELISTED
MEDCATH CORPORATION
MDTH
$0 ﹤0.01%
35,431
– –
EUBK
3507
DELISTED
EUROBANCSHARES, INC.
EUBK
$0 ﹤0.01%
12,843
– –
AMFI
3508
DELISTED
AMCORE FINANCIAL INC
AMFI
$0 ﹤0.01%
65,641
– –
CBBO
3509
DELISTED
COLUMBIA BANCORP (OR)
CBBO
$0 ﹤0.01%
26,200
– –
ADVNB
3510
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
15,196
– –
ALC
3511
DELISTED
ASSISTED LIVING CONCEPTS INC NEW CL A COM STK (NV)
ALC
– –
-59,505
Closed -$712K
STEC
3512
DELISTED
STEC INC COM STK
STEC
– –
-175,748
Closed -$1.18M
NITE
3513
DELISTED
KNIGHT CAPITAL GROUP, INC. CLASS A
NITE
– –
-616,437
Closed -$2.21M
FNC
3514
DELISTED
SCBT FINANCIAL CORPORATION
FNC
– –
-20,190
Closed -$1.02M
MY
3515
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
– –
-13,542
Closed -$23K
XUE
3516
DELISTED
XUEDA EDUCATION GROUP ADS REPTG 2 ORD SHS
XUE
– –
-13,248
Closed -$43K
FON
3517
DELISTED
SPRINT CORP FON COM
FON
– –
-6,157,239
Closed -$43.2M
ONE
3518
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
– –
-12,526
Closed -$146K
PKO
3519
DELISTED
Pimco Income Opportunity Fund
PKO
– –
-20,250
Closed -$579K
CLWR
3520
DELISTED
CLEARWIRE CORP NEW CL A COM STK (DE)
CLWR
– –
-369,788
Closed -$1.84M
137 138 139 140
141

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.