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
ERF
2276
DELISTED
Enerplus Corporation
ERF
$1.08M ﹤0.01%
65,335
+14,595
+29% +$239K
CALX icon
2277
Calix
CALX
$2.34B
$1.07M ﹤0.01%
84,436
+2,055
+2% +$25.2K
ORN icon
2278
Orion Group Holdings
ORN
$485M
$1.07M ﹤0.01%
103,285
+1,431
+1% +$15.8K
LMOS
2279
DELISTED
Lumos Networks Corp
LMOS
$1.07M ﹤0.01%
49,623
+19,005
+62% +$341K
BCA
2280
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$1.07M ﹤0.01%
67,345
+2,000
+3% +$31.2K
HTO
2281
H2O America
HTO
$2.69B
$1.07M ﹤0.01%
38,347
+1,679
+5% +$45.6K
NGLS
2282
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$1.07M ﹤0.01%
20,867
+584
+3% +$29.4K
C.PRC.CL
2283
DELISTED
Citigroup Inc.
C.PRC.CL
$1.07M ﹤0.01%
50,707
+4,510
+10% +$101K
VCO
2284
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.07M ﹤0.01%
29,153
-147
-0.5% -$5.51K
AVID
2285
DELISTED
Avid Technology Inc
AVID
$1.07M ﹤0.01%
178,739
-10,026
-5% -$57.9K
DWSN
2286
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
$1.07M ﹤0.01%
33,008
+899
+3% +$33K
AUD
2287
DELISTED
Audacy, Inc.
AUD
$1.07M ﹤0.01%
121,930
+5,184
+4% +$48.1K
GLOG
2288
DELISTED
GASLOG LTD
GLOG
$1.07M ﹤0.01%
+71,756
New +$1,000K
VER
2289
DELISTED
VEREIT, Inc.
VER
$1.07M ﹤0.01%
17,519
+13,836
+376% +$942K
THOR
2290
DELISTED
THORATEC CORPORATION
THOR
$1.07M ﹤0.01%
28,633
+299
+1% +$10.4K
ABCB icon
2291
Ameris Bancorp
ABCB
$5.9B
$1.07M ﹤0.01%
58,059
+3,679
+7% +$69.3K
SYBT icon
2292
Stock Yards Bancorp
SYBT
$2.52B
$1.07M ﹤0.01%
56,489
+2,349
+4% +$42.5K
MRTN icon
2293
Marten Transport
MRTN
$1.25B
$1.06M ﹤0.01%
155,083
-1,742
-1% -$12.1K
TRP icon
2294
TC Energy
TRP
$70.5B
$1.06M ﹤0.01%
24,230
+5,131
+27% +$229K
CNXN icon
2295
PC Connection
CNXN
$2.1B
$1.06M ﹤0.01%
70,354
+5,177
+8% +$82.6K
NGS icon
2296
Natural Gas Services Group
NGS
$460M
$1.06M ﹤0.01%
39,555
-225
-0.6% -$5.88K
BSV icon
2297
Vanguard Short-Term Bond ETF
BSV
$44.7B
$1.06M ﹤0.01%
13,153
-48,655
-79% -$3.9M
CSOD
2298
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$1.06M ﹤0.01%
20,532
+956
+5% +$47.1K
BLT
2299
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$1.06M ﹤0.01%
87,176
-19,268
-18% -$236K
EHTH icon
2300
eHealth
EHTH
$43.2M
$1.05M ﹤0.01%
32,687
+445
+1% +$12.3K
90 91
92
93 94

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.