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
EMB icon
1776
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.97M 0.01%
18,079
-1,374
-7% -$149K
CCMP
1777
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$1.97M 0.01%
51,190
+644
+1% +$23.8K
TOL icon
1778
Toll Brothers
TOL
$14.5B
$1.97M 0.01%
60,602
+747
+1% +$24.2K
WGO icon
1779
Winnebago Industries
WGO
$908M
$1.96M 0.01%
75,611
-3,278
-4% -$77.4K
IVC
1780
DELISTED
Invacare Corporation
IVC
$1.96M 0.01%
113,451
-21,351
-16% -$339K
LFUS icon
1781
Littelfuse
LFUS
$9.91B
$1.95M 0.01%
24,945
+469
+2% +$37.2K
DHG
1782
DELISTED
Deutsche High Incm Opportunities
DHG
$1.95M 0.01%
137,874
+18,806
+16% +$264K
MTH icon
1783
Meritage Homes
MTH
$4.89B
$1.95M 0.01%
90,754
-18,786
-17% -$404K
RMBS icon
1784
Rambus
RMBS
$9.49B
$1.95M 0.01%
207,228
+5,559
+3% +$50.9K
MOG.A icon
1785
Moog Inc Class A
MOG.A
$13.1B
$1.95M 0.01%
33,176
+1,860
+6% +$103K
NOW icon
1786
ServiceNow
NOW
$114B
$1.95M 0.01%
187,300
+40,895
+28% +$376K
VRNT
1787
DELISTED
Verint Systems
VRNT
$1.94M 0.01%
102,769
+31,226
+44% +$572K
VPHM
1788
DELISTED
VIROPHARMA INC
VPHM
$1.94M 0.01%
49,359
+13,071
+36% +$427K
SBW
1789
DELISTED
Western Asset Worldwide Income
SBW
$1.94M 0.01%
154,136
+23,551
+18% +$294K
MNK
1790
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.94M 0.01%
+43,910
New +$1.93M
RGP icon
1791
Resources Connection
RGP
$136M
$1.93M 0.01%
142,393
-27,349
-16% -$358K
DRH icon
1792
Diamondrock Hospitality Co
DRH
$2.67B
$1.93M 0.01%
181,006
+10,192
+6% +$102K
RBC icon
1793
RBC Bearings
RBC
$18.2B
$1.93M 0.01%
29,299
+858
+3% +$50.4K
CCO icon
1794
Clear Channel Outdoor Holdings
CCO
$1.23B
$1.93M 0.01%
234,817
+16,415
+8% +$126K
MPT
1795
Medical Properties Trust
MPT
$2.89B
$1.93M 0.01%
158,137
-1,943
-1% -$25.9K
MZTI
1796
The Marzetti Company
MZTI
$3.02B
$1.92M 0.01%
24,579
+2,889
+13% +$231K
WPP
1797
DELISTED
WAUSAU PAPER CORP.
WPP
$1.92M 0.01%
148,023
+3,928
+3% +$46.4K
MDC
1798
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.92M 0.01%
88,821
-8,825
-9% -$194K
WIRE
1799
DELISTED
Encore Wire Corp
WIRE
$1.92M 0.01%
48,618
+625
+1% +$24.4K
FIBK icon
1800
First Interstate BancSystem
FIBK
$3.7B
$1.92M 0.01%
79,306
+3,724
+5% +$87.2K
70 71
72
73 74

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.