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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
GATX icon
1251
GATX Corp
GATX
$6.52B
$3.34M 0.01%
70,317
-6,203
-8% -$287K
IDTI
1252
DELISTED
Integrated Device Technology I
IDTI
$3.33M 0.01%
353,466
+5,081
+1% +$45.2K
ALOG
1253
DELISTED
Analogic Corp
ALOG
$3.32M 0.01%
40,209
+3,884
+11% +$291K
SCS
1254
DELISTED
Steelcase
SCS
$3.31M 0.01%
199,476
-6,043
-3% -$92.3K
UIS icon
1255
Unisys
UIS
$245M
$3.31M 0.01%
131,452
-3,504
-3% -$87.9K
EXP icon
1256
Eagle Materials
EXP
$6.69B
$3.31M 0.01%
45,596
-14,868
-25% -$1.01M
HERO
1257
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$3.31M 0.01%
449,434
+92,602
+26% +$675K
SAIC icon
1258
Saic
SAIC
$5.01B
$3.31M 0.01%
+97,955
New +$3.31M
ATML
1259
DELISTED
ATMEL CORP
ATML
$3.31M 0.01%
444,188
+1,153
+0.3% +$8.77K
DBD
1260
DELISTED
Diebold Nixdorf Incorporated
DBD
$3.3M 0.01%
112,350
+4,853
+5% +$152K
ESV
1261
DELISTED
Ensco Rowan plc
ESV
$3.29M 0.01%
15,323
-3,093
-17% -$709K
OB
1262
DELISTED
Onebeacon Insurance Group Ltd
OB
$3.28M 0.01%
222,236
+33,911
+18% +$494K
CST
1263
DELISTED
CST Brands, Inc.
CST
$3.28M 0.01%
110,041
-44,370
-29% -$1.39M
ROL icon
1264
Rollins
ROL
$18.8B
$3.28M 0.01%
417,218
+32,087
+8% +$246K
ALGN icon
1265
Align Technology
ALGN
$12B
$3.26M 0.01%
67,694
+2,099
+3% +$91.6K
BYI
1266
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$3.25M 0.01%
45,147
+9,696
+27% +$683K
POOL icon
1267
Pool Corp
POOL
$6.73B
$3.25M 0.01%
57,990
-9,863
-15% -$534K
GLF
1268
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$3.25M 0.01%
63,885
+1,973
+3% +$96.7K
VMC icon
1269
Vulcan Materials
VMC
$36.9B
$3.25M 0.01%
62,700
+3,380
+6% +$167K
ANN
1270
DELISTED
ANN INC
ANN
$3.25M 0.01%
89,662
+3,994
+5% +$136K
BAH icon
1271
Booz Allen Hamilton
BAH
$8.59B
$3.25M 0.01%
168,016
+19,340
+13% +$378K
RFMD
1272
DELISTED
RF MICRO DEVICES INC
RFMD
$3.24M 0.01%
575,240
+84,802
+17% +$446K
TBI
1273
Trueblue
TBI
$237M
$3.24M 0.01%
135,059
+3,951
+3% +$98.7K
DF
1274
DELISTED
Dean Foods Company
DF
$3.24M 0.01%
168,041
-4,621
-3% -$93.5K
CIM
1275
Chimera Investment
CIM
$1.05B
$3.24M 0.01%
71,094
-5,676
-7% -$252K
49 50
51
52 53

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.