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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
LHCG
2351
DELISTED
LHC Group LLC
LHCG
$966K ﹤0.01%
41,165
+1,071
+3% +$24.5K
CNS icon
2352
Cohen & Steers
CNS
$4.24B
$964K ﹤0.01%
27,296
– –
PHI icon
2353
PLDT
PHI
$4.32B
$963K ﹤0.01%
14,195
+1,564
+12% +$106K
SRDX
2354
DELISTED
Surmodics
SRDX
$963K ﹤0.01%
40,482
+631
+2% +$13.5K
BGX
2355
Blackstone Long-Short Credit Income Fund
BGX
$136M
$961K ﹤0.01%
+51,847
New +$950K
MSCC
2356
DELISTED
Microsemi Corp
MSCC
$961K ﹤0.01%
39,615
+347
+0.9% +$8.71K
TDK
2357
DELISTED
TDK CORP AMER DEP SH
TDK
$959K ﹤0.01%
24,338
+1,161
+5% +$45.7K
HR icon
2358
Healthcare Realty
HR
$7.58B
$956K ﹤0.01%
45,418
+20,339
+81% +$439K
DS
2359
DELISTED
Drive Shack Inc.
DS
$953K ﹤0.01%
187,576
+83,465
+80% +$423K
APEI icon
2360
American Public Education
APEI
$917M
$951K ﹤0.01%
25,164
+7,026
+39% +$277K
HAYN
2361
DELISTED
Haynes International, Inc.
HAYN
$950K ﹤0.01%
20,997
+187
+0.9% +$8.78K
BANF icon
2362
BancFirst
BANF
$3.89B
$948K ﹤0.01%
35,076
+762
+2% +$19.9K
STFC
2363
DELISTED
State Auto Financial Corp
STFC
$946K ﹤0.01%
45,184
+5,275
+13% +$105K
WPZ
2364
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
$945K ﹤0.01%
18,969
+2,019
+12% +$96.7K
DK icon
2365
Delek US
DK
$3.85B
$944K ﹤0.01%
44,779
+18,969
+73% +$501K
SEB icon
2366
Seaboard Corp
SEB
$4.36B
$943K ﹤0.01%
343
-3
-0.9% -$8.4K
CBM
2367
DELISTED
Cambrex Corporation
CBM
$943K ﹤0.01%
71,454
-27,807
-28% -$393K
IPGP icon
2368
IPG Photonics
IPGP
$3.57B
$942K ﹤0.01%
16,722
-1,622
-9% -$94.9K
ASI
2369
DELISTED
AMERICAN SAFETY INSURANCE HOLDINGS, LTD
ASI
$942K ﹤0.01%
31,178
-8,445
-21% -$252K
AVTA
2370
DELISTED
Avantax, Inc. Common Stock
AVTA
$940K ﹤0.01%
40,895
-14,909
-27% -$310K
ARII
2371
DELISTED
American Railcar Industries, Inc.
ARII
$939K ﹤0.01%
23,947
-883
-4% -$31.5K
VLTR
2372
DELISTED
VOLTERRA SEMCONDUCTOR CORP
VLTR
$939K ﹤0.01%
40,829
+424
+1% +$8.07K
ISCA
2373
DELISTED
International Speedway Corp
ISCA
$936K ﹤0.01%
29,020
+4,704
+19% +$155K
DGIT
2374
DELISTED
DIGITAL GENERATION INC COM STK (DE)
DGIT
$935K ﹤0.01%
72,275
+7,397
+11% +$77.4K
DGII icon
2375
Digi International
DGII
$2.53B
$934K ﹤0.01%
93,487
+3,368
+4% +$32.9K
93 94
95
96 97

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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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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.