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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
VTLE
2801
DELISTED
Vital Energy
VTLE
$513K ﹤0.01%
865
-105
-11% -$51.4K
ALX
2802
Alexander's
ALX
$1.37B
$512K ﹤0.01%
1,790
+1,095
+158% +$320K
KVHI icon
2803
KVH Industries
KVHI
$181M
$512K ﹤0.01%
+37,121
New +$507K
LYTS icon
2804
LSI Industries
LYTS
$854M
$512K ﹤0.01%
60,717
-3,336
-5% -$26.3K
SUPX
2805
DELISTED
SUPERTEX INC
SUPX
$510K ﹤0.01%
20,135
+81
+0.4% +$2K
DEL
2806
DELISTED
Deltic Timber
DEL
$507K ﹤0.01%
7,786
+1,349
+21% +$85K
PVR
2807
DELISTED
PVR PARTNERS L P COM UNIT REPTG LTD PARTNERSHIP INT
PVR
$507K ﹤0.01%
21,917
+1,169
+6% +$29.2K
MUA icon
2808
BlackRock MuniAssets Fund
MUA
$529M
$506K ﹤0.01%
42,526
+23,139
+119% +$275K
MUS
2809
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$506K ﹤0.01%
+40,815
New +$488K
AEC
2810
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
$505K ﹤0.01%
33,884
-22,503
-40% -$342K
STAG icon
2811
STAG Industrial
STAG
$7.77B
$502K ﹤0.01%
24,937
+852
+4% +$17.4K
HWKN icon
2812
Hawkins
HWKN
$2.94B
$501K ﹤0.01%
26,566
+1,200
+5% +$23.8K
IXYS
2813
DELISTED
IXYS Corp
IXYS
$500K ﹤0.01%
51,863
+1,194
+2% +$12.8K
HPP
2814
Hudson Pacific Properties
HPP
$794M
$499K ﹤0.01%
3,665
+1,649
+82% +$240K
TREX icon
2815
Trex
TREX
$4.57B
$498K ﹤0.01%
80,384
-1,456
-2% -$8.47K
GIC icon
2816
Global Industrial
GIC
$1.36B
$495K ﹤0.01%
53,420
+2,509
+5% +$23.7K
PRH
2817
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$494K ﹤0.01%
22,988
+2,016
+10% +$45.6K
MMSI icon
2818
Merit Medical Systems
MMSI
$4.54B
$492K ﹤0.01%
40,563
+406
+1% +$5.23K
RRTS
2819
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$491K ﹤0.01%
695
-754
-52% -$539K
FC icon
2820
Franklin Covey
FC
$245M
$490K ﹤0.01%
27,310
+3,848
+16% +$61.6K
BCIC
2821
BCP Investment Corp
BCIC
$88.1M
$487K ﹤0.01%
5,444
-423
-7% -$40.2K
RSE
2822
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$487K ﹤0.01%
23,663
-561
-2% -$11.2K
HITK
2823
DELISTED
HI-TECH PHARMACAL INC
HITK
$485K ﹤0.01%
11,244
+699
+7% +$26.8K
DTSI
2824
DELISTED
DTS, Inc.
DTSI
$484K ﹤0.01%
23,029
+877
+4% +$19.1K
TDJ
2825
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 7% Senior Notes due 2060,
TDJ
$481K ﹤0.01%
19,357
+1,768
+10% +$44.3K
111 112
113
114 115

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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.