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
OUTR
1726
DELISTED
OUTERWALL INC
OUTR
$2.1M 0.01%
42,007
+9,423
+29% +$555K
VAC icon
1727
Marriott Vacations Worldwide
VAC
$3.52B
$2.1M 0.01%
47,672
+6,023
+14% +$268K
CYT
1728
DELISTED
CYTEC INDS INC
CYT
$2.1M 0.01%
51,494
-1,110
-2% -$43.1K
PTC icon
1729
PTC
PTC
$14.7B
$2.09M 0.01%
73,483
+6,836
+10% +$186K
LYG.PRA
1730
DELISTED
LLOYDS BANKING GROUP PLC 7.75% INCM NTS (PINES)7/15/2050
LYG.PRA
$2.09M 0.01%
78,349
+6,905
+10% +$184K
ADVS
1731
DELISTED
Advent Software Inc
ADVS
$2.09M 0.01%
65,709
-24,890
-27% -$742K
AGO icon
1732
Assured Guaranty
AGO
$3.79B
$2.08M 0.01%
110,860
-1,189
-1% -$25.1K
PTNR
1733
DELISTED
Partner Communications
PTNR
$2.08M 0.01%
263,515
-595
-0.2% -$4.36K
BLOX
1734
DELISTED
Infoblox Inc
BLOX
$2.08M 0.01%
49,641
-3,913
-7% -$136K
APOG icon
1735
Apogee Enterprises
APOG
$873M
$2.07M 0.01%
69,981
+3,903
+6% +$108K
HEI icon
1736
HEICO Corp
HEI
$50.8B
$2.07M 0.01%
93,430
+2,424
+3% +$47.6K
HNI icon
1737
HNI Corp
HNI
$3.17B
$2.07M 0.01%
57,328
-1,750
-3% -$64.6K
INFN
1738
DELISTED
Infinera Corporation Common Stock
INFN
$2.07M 0.01%
182,592
+21,427
+13% +$235K
WDAY icon
1739
Workday
WDAY
$39.4B
$2.06M 0.01%
25,475
+6,679
+36% +$487K
ECPG icon
1740
Encore Capital Group
ECPG
$2.06B
$2.06M 0.01%
44,999
+16,627
+59% +$674K
LTC
1741
LTC Properties
LTC
$2.14B
$2.05M 0.01%
54,079
-4,526
-8% -$172K
N
1742
DELISTED
Netsuite Inc
N
$2.05M 0.01%
19,000
-412
-2% -$40.7K
BMR
1743
DELISTED
BIOMED REALTY TRUST INC
BMR
$2.05M 0.01%
110,096
-19,189
-15% -$377K
HOMB icon
1744
Home BancShares
HOMB
$6.31B
$2.04M 0.01%
134,478
+8,936
+7% +$123K
IDCC icon
1745
InterDigital
IDCC
$6.72B
$2.04M 0.01%
54,714
-2,669
-5% -$101K
UFPI icon
1746
UFP Industries
UFPI
$5.14B
$2.04M 0.01%
145,824
-17,589
-11% -$234K
TWO
1747
Two Harbors Investment
TWO
$1.27B
$2.04M 0.01%
26,251
-3,397
-11% -$267K
ELUX
1748
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$2.04M 0.01%
39,204
+3,488
+10% +$181K
VHS
1749
DELISTED
VANGUARD HEALTH SYS INC COM STK (DE)
VHS
$2.04M 0.01%
96,933
+56,764
+141% +$1.19M
DRIV
1750
DELISTED
DIGITAL RIVER INC.
DRIV
$2.04M 0.01%
113,893
-30,995
-21% -$560K
68 69
70
71 72

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.