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
SD
1851
DELISTED
SANDRIDGE ENERGY, INC.
SD
$1.78M ﹤0.01%
304,690
+91,887
+43% +$493K
IOSP icon
1852
Innospec
IOSP
$2.12B
$1.78M ﹤0.01%
38,232
+4,559
+14% +$196K
FUL icon
1853
H.B. Fuller
FUL
$3.07B
$1.78M ﹤0.01%
39,408
+1,399
+4% +$55.8K
STGW icon
1854
Stagwell
STGW
$1.98B
$1.78M ﹤0.01%
95,294
+57,171
+150% +$891K
SWI
1855
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$1.78M ﹤0.01%
50,669
+6,089
+14% +$238K
BOKF icon
1856
BOK Financial
BOKF
$8.65B
$1.77M ﹤0.01%
28,005
+5,440
+24% +$358K
MTSC
1857
DELISTED
MTS Systems Corp
MTSC
$1.77M ﹤0.01%
27,548
+1,713
+7% +$105K
EDMC
1858
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
$1.77M ﹤0.01%
194,087
-4,870
-2% -$37K
AAWW
1859
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$1.77M ﹤0.01%
38,439
+2,758
+8% +$125K
IL
1860
DELISTED
IntraLinks Holdings Inc.
IL
$1.77M ﹤0.01%
200,875
+7,033
+4% +$61.4K
RUTH
1861
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.76M ﹤0.01%
148,508
+12,285
+9% +$150K
WTSL
1862
DELISTED
WET SEAL INC CL-A
WTSL
$1.76M ﹤0.01%
447,231
+32,117
+8% +$136K
MOV icon
1863
Movado Group
MOV
$846M
$1.76M ﹤0.01%
40,145
+1,308
+3% +$51.2K
DCT
1864
DELISTED
DCT Industrial Trust Inc.
DCT
$1.76M ﹤0.01%
61,074
+486
+0.8% +$14.1K
MFIC icon
1865
MidCap Financial Investment
MFIC
$811M
$1.75M ﹤0.01%
71,752
-6,085
-8% -$148K
RES icon
1866
RPC Inc
RES
$1.14B
$1.75M ﹤0.01%
113,379
+26,388
+30% +$386K
CW icon
1867
Curtiss-Wright
CW
$26.9B
$1.75M ﹤0.01%
37,302
+3,954
+12% +$168K
CLMS
1868
DELISTED
Calamos Asset Management, Inc.
CLMS
$1.75M ﹤0.01%
175,393
+11,395
+7% +$119K
SHOO icon
1869
Steven Madden
SHOO
$3.22B
$1.75M ﹤0.01%
73,154
-1,440
-2% -$33.8K
TRMK icon
1870
Trustmark
TRMK
$2.74B
$1.74M ﹤0.01%
67,937
-2,868
-4% -$75K
RSTI
1871
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$1.74M ﹤0.01%
71,844
+3,501
+5% +$83.1K
MDSO
1872
DELISTED
Medidata Solutions, Inc.
MDSO
$1.74M ﹤0.01%
35,090
+10,992
+46% +$485K
SSYS icon
1873
Stratasys
SSYS
$690M
$1.73M ﹤0.01%
17,125
-119
-0.7% -$11.5K
MASI
1874
DELISTED
Masimo
MASI
$1.73M ﹤0.01%
65,000
+2,984
+5% +$73.6K
NX icon
1875
Quanex
NX
$893M
$1.73M ﹤0.01%
91,957
+3,210
+4% +$56.5K
73 74
75
76 77

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.