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
LBAI
2426
DELISTED
Lakeland Bancorp Inc
LBAI
$871K ﹤0.01%
81,323
+8,492
+12% +$90.6K
IQNT
2427
DELISTED
Inteliquent, Inc.
IQNT
$870K ﹤0.01%
90,056
-7,331
-8% -$58.4K
NHC icon
2428
National Healthcare
NHC
$3.6B
$869K ﹤0.01%
18,389
+3,827
+26% +$183K
GWRE icon
2429
Guidewire Software
GWRE
$13.2B
$868K ﹤0.01%
18,415
-2,665
-13% -$120K
BSFT
2430
DELISTED
BroadSoft, Inc.
BSFT
$868K ﹤0.01%
24,044
+655
+3% +$21.2K
INVN
2431
DELISTED
Invensense Inc
INVN
$868K ﹤0.01%
49,276
-7,087
-13% -$120K
GA
2432
DELISTED
GIANT INTERACTIVE GROUP INC ADR (CAYMAN ISLANDS)
GA
$865K ﹤0.01%
94,897
+23,995
+34% +$196K
EXXI
2433
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$865K ﹤0.01%
28,646
+4,069
+17% +$109K
ROIC
2434
DELISTED
Retail Opportunity Investments Corp.
ROIC
$864K ﹤0.01%
62,620
+5,987
+11% +$81.4K
YELL
2435
DELISTED
Yellow Corporation Common Stock
YELL
$864K ﹤0.01%
51,161
+41,800
+447% +$979K
OLP
2436
One Liberty Properties
OLP
$554M
$863K ﹤0.01%
42,532
+2,496
+6% +$56K
ZUMZ icon
2437
Zumiez
ZUMZ
$346M
$862K ﹤0.01%
31,291
-2,061
-6% -$57.7K
NMA
2438
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$862K ﹤0.01%
68,931
+47,360
+220% +$589K
NKTR icon
2439
Nektar Therapeutics
NKTR
$2.37B
$861K ﹤0.01%
5,497
+108
+2% +$20K
PMT
2440
PennyMac Mortgage Investment
PMT
$856M
$857K ﹤0.01%
37,792
+14,146
+60% +$309K
ENSG icon
2441
The Ensign Group
ENSG
$10.6B
$854K ﹤0.01%
81,436
+12,027
+17% +$119K
SENEA icon
2442
Seneca Foods Class A
SENEA
$1.16B
$854K ﹤0.01%
28,384
-110
-0.4% -$3.55K
SWBI icon
2443
Smith & Wesson
SWBI
$659M
$854K ﹤0.01%
101,138
+58,727
+138% +$508K
BID
2444
DELISTED
Sotheby's
BID
$854K ﹤0.01%
17,378
-308
-2% -$13.7K
EXPR
2445
DELISTED
Express, Inc.
EXPR
$853K ﹤0.01%
1,809
-1,045
-37% -$461K
PLUS icon
2446
ePlus
PLUS
$2.43B
$852K ﹤0.01%
65,948
+49,236
+295% +$717K
PKY
2447
DELISTED
Parkway, Inc.
PKY
$852K ﹤0.01%
47,937
+17,966
+60% +$315K
GSJ.CL
2448
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
$852K ﹤0.01%
33,523
+2,978
+10% +$75.7K
ANW
2449
DELISTED
Aegean Marine Petroleum Network
ANW
$851K ﹤0.01%
+71,789
New +$690K
CDI
2450
DELISTED
CDI Corp.
CDI
$849K ﹤0.01%
55,448
+1,973
+4% +$29.4K
96 97
98
99 100

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.