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
TDY icon
1676
Teledyne Technologies
TDY
$30.1B
$2.21M 0.01%
25,985
+660
+3% +$53.5K
WAC
1677
DELISTED
Walter Investment Mgt Corp
WAC
$2.21M 0.01%
55,825
-430
-0.8% -$16.5K
KNBWY
1678
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$2.21M 0.01%
150,240
+2,102
+1% +$30.9K
MNRO icon
1679
Monro
MNRO
$537M
$2.21M 0.01%
47,489
-3,215
-6% -$147K
ATSG
1680
DELISTED
Air Transport Services Group
ATSG
$2.21M 0.01%
294,352
+8,633
+3% +$57.8K
CII icon
1681
BlackRock Enhanced Captial and Income Fund
CII
$980M
$2.2M 0.01%
170,196
+61,673
+57% +$800K
HTLD icon
1682
Heartland Express
HTLD
$1.04B
$2.2M 0.01%
155,113
+8,987
+6% +$129K
BOBE
1683
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.2M 0.01%
38,411
+1,901
+5% +$98.1K
MLM icon
1684
Martin Marietta Materials
MLM
$35B
$2.2M 0.01%
22,399
-9,088
-29% -$903K
WMS
1685
DELISTED
WMS INDS INC
WMS
$2.2M 0.01%
84,738
+1,368
+2% +$35.2K
JAZZ icon
1686
Jazz Pharmaceuticals
JAZZ
$16.1B
$2.2M 0.01%
23,887
+13,467
+129% +$1.09M
WW
1687
DELISTED
WW International
WW
$2.2M 0.01%
58,762
-13,881
-19% -$559K
ANR
1688
DELISTED
Alpha Natural Resources Inc
ANR
$2.2M 0.01%
368,398
-6,836
-2% -$40.1K
IBKC
1689
DELISTED
IBERIABANK Corp
IBKC
$2.19M 0.01%
42,122
+10,429
+33% +$580K
OSIS icon
1690
OSI Systems
OSIS
$3.64B
$2.18M 0.01%
29,333
+823
+3% +$58.4K
DENN
1691
DELISTED
Denny's
DENN
$2.18M 0.01%
356,915
+25,332
+8% +$148K
GLQ
1692
Clough Global Equity Fund
GLQ
$152M
$2.18M 0.01%
144,913
-14,396
-9% -$215K
SCSC icon
1693
Scansource
SCSC
$1.16B
$2.17M 0.01%
62,735
+2,305
+4% +$78.1K
GFF icon
1694
Griffon
GFF
$4.29B
$2.16M 0.01%
172,375
+15,140
+10% +$180K
FSS icon
1695
Federal Signal
FSS
$7.19B
$2.16M 0.01%
167,877
-385
-0.2% -$4.22K
JJSF icon
1696
J&J Snack Foods
JJSF
$1.49B
$2.16M 0.01%
26,766
+918
+4% +$73.2K
MDCO
1697
DELISTED
Medicines Co
MDCO
$2.16M 0.01%
64,439
+3,451
+6% +$110K
BRC icon
1698
Brady Corp
BRC
$4.6B
$2.15M 0.01%
70,476
-810
-1% -$26.6K
PCYC
1699
DELISTED
PHARMACYCLICS INC
PCYC
$2.15M 0.01%
15,543
+4,882
+46% +$542K
SLXP
1700
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$2.15M 0.01%
32,081
+3,049
+11% +$210K
66 67
68
69 70

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.