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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
GRFS
1476
Grifois
GRFS
$5.53B
$2.65M 0.01%
174,848
+780
+0.4% +$12.1K
ASB icon
1477
Associated Banc-Corp
ASB
$5.82B
$2.64M 0.01%
170,535
-25,118
-13% -$413K
OIS icon
1478
Oil States International
OIS
$485M
$2.64M 0.01%
44,692
-1,713
-4% -$93.5K
CENX icon
1479
Century Aluminum
CENX
$4.38B
$2.64M 0.01%
328,487
+16,495
+5% +$146K
MLKN icon
1480
MillerKnoll
MLKN
$1.61B
$2.64M 0.01%
90,405
+1,869
+2% +$51.8K
GTI
1481
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$2.64M 0.01%
312,113
+16,004
+5% +$124K
STC icon
1482
Stewart Information Services
STC
$2.08B
$2.63M 0.01%
82,378
-4,528
-5% -$138K
FST
1483
DELISTED
FOREST OIL CORPORATION
FST
$2.63M 0.01%
431,233
-41,283
-9% -$221K
HNGR
1484
DELISTED
Hanger Inc.
HNGR
$2.63M 0.01%
77,894
+12,609
+19% +$419K
SKYW icon
1485
Skywest
SKYW
$4.52B
$2.63M 0.01%
180,952
+5,075
+3% +$72.9K
ABM icon
1486
ABM Industries
ABM
$2.87B
$2.63M 0.01%
98,648
+5,620
+6% +$144K
SGY
1487
DELISTED
Stone Energy
SGY
$2.63M 0.01%
1,425
+76
+6% +$118K
SEMG
1488
DELISTED
SEMGROUP CORPORATION
SEMG
$2.62M 0.01%
45,934
-1,373
-3% -$76.1K
ADEA icon
1489
Adeia
ADEA
$2.75B
$2.62M 0.01%
511,657
+13,313
+3% +$70.4K
DIOD icon
1490
Diodes
DIOD
$3.74B
$2.61M 0.01%
106,627
+6,782
+7% +$176K
AWF
1491
AllianceBernstein Global High Income Fund
AWF
$874M
$2.61M 0.01%
173,740
+141,797
+444% +$2.04M
WMGI
1492
DELISTED
Wright Medical Group Inc
WMGI
$2.61M 0.01%
100,133
+19,095
+24% +$499K
DEI icon
1493
Douglas Emmett
DEI
$2B
$2.61M 0.01%
111,221
+3,952
+4% +$96.1K
KELYA icon
1494
Kelly Services Class A
KELYA
$559M
$2.61M 0.01%
134,054
+12,290
+10% +$234K
GNC
1495
DELISTED
GNC Holdings, Inc.
GNC
$2.61M 0.01%
47,714
-590
-1% -$30.2K
HLIT icon
1496
Harmonic Inc
HLIT
$1.2B
$2.6M 0.01%
338,828
+45,570
+16% +$337K
MOH icon
1497
Molina Healthcare
MOH
$10.4B
$2.6M 0.01%
73,087
+1,965
+3% +$72.5K
UNF icon
1498
Unifirst Corp
UNF
$5.45B
$2.6M 0.01%
24,871
+652
+3% +$64.4K
MTRN icon
1499
Materion
MTRN
$4.47B
$2.59M 0.01%
80,850
+11,983
+17% +$366K
SHG icon
1500
Shinhan Financial Group
SHG
$32.9B
$2.59M 0.01%
63,991
-5,997
-9% -$222K
58 59
60
61 62

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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.