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
SYNA icon
1376
Synaptics
SYNA
$4.3B
$2.91M 0.01%
65,768
+8,015
+14% +$328K
UHAL icon
1377
U-Haul Holding Co
UHAL
$14.5B
$2.9M 0.01%
157,760
+3,010
+2% +$52K
CTB
1378
DELISTED
Cooper Tire & Rubber Co.
CTB
$2.9M 0.01%
94,252
+1,731
+2% +$56.4K
SWC
1379
DELISTED
Stillwater Mining Co
SWC
$2.89M 0.01%
262,795
+2,837
+1% +$32.8K
CHE icon
1380
Chemed
CHE
$6.9B
$2.89M 0.01%
40,436
+6,145
+18% +$437K
ZBRA icon
1381
Zebra Technologies
ZBRA
$12.8B
$2.88M 0.01%
63,293
-741
-1% -$34.2K
ETD icon
1382
Ethan Allen Interiors
ETD
$608M
$2.88M 0.01%
103,452
+6,619
+7% +$189K
KRC icon
1383
Kilroy Realty
KRC
$4.32B
$2.88M 0.01%
57,672
+7,039
+14% +$363K
CEB
1384
DELISTED
CEB Inc.
CEB
$2.88M 0.01%
39,657
+783
+2% +$53.1K
HPY
1385
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$2.88M 0.01%
72,511
-8,279
-10% -$318K
BBG
1386
DELISTED
Bill Barrett Corp
BBG
$2.88M 0.01%
114,646
+7,352
+7% +$165K
ACIW icon
1387
ACI Worldwide
ACIW
$6.06B
$2.87M 0.01%
159,237
+3,819
+2% +$62.8K
NEU icon
1388
NewMarket
NEU
$7.19B
$2.87M 0.01%
9,956
-9,737
-49% -$2.7M
CBU icon
1389
Community Bank
CBU
$3.42B
$2.87M 0.01%
83,955
+3,142
+4% +$105K
SCHL icon
1390
Scholastic
SCHL
$768M
$2.87M 0.01%
99,912
-873
-0.9% -$26.5K
SGI
1391
Somnigroup International
SGI
$15.2B
$2.86M 0.01%
260,596
-4,088
-2% -$42.4K
UNTD
1392
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$2.86M 0.01%
51,336
+5,978
+13% +$336K
NZF icon
1393
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$2.86M 0.01%
225,403
+94,433
+72% +$1.17M
ACM icon
1394
Aecom
ACM
$9.31B
$2.86M 0.01%
91,491
-4,382
-5% -$137K
SUSQ
1395
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$2.86M 0.01%
228,342
-39,308
-15% -$519K
UVV icon
1396
Universal Corp
UVV
$1.39B
$2.86M 0.01%
56,085
+6,078
+12% +$336K
DFE icon
1397
WisdomTree Europe SmallCap Dividend Fund
DFE
$163M
$2.85M 0.01%
+56,548
New +$2.66M
MTOR
1398
DELISTED
MERITOR, Inc.
MTOR
$2.85M 0.01%
362,644
+5,566
+2% +$43K
AXIA
1399
AXIA Energia
AXIA
$23.4B
$2.85M 0.01%
1,278,767
+44,813
+4% +$80.7K
JNS
1400
DELISTED
Janus Capital Group Inc
JNS
$2.85M 0.01%
334,281
-5,846
-2% -$52.5K
54 55
56
57 58

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.