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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
DFT
2701
DELISTED
DuPont Fabros Technology Inc.
DFT
$587K ﹤0.01%
22,791
-5,551
-20% -$132K
ATCO
2702
DELISTED
Atlas Corp.
ATCO
$586K ﹤0.01%
23,966
+2,447
+11% +$53.1K
MED icon
2703
Medifast
MED
$110M
$585K ﹤0.01%
21,758
+1,355
+7% +$36.2K
BWP
2704
DELISTED
Boardwalk Pipeline Partners
BWP
$585K ﹤0.01%
19,260
+1,367
+8% +$41.9K
GFA
2705
DELISTED
Gafisa S.A.
GFA
$585K ﹤0.01%
13,506
-1,868
-12% -$66.6K
LF
2706
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$582K ﹤0.01%
61,783
-188
-0.3% -$1.94K
GPX
2707
DELISTED
GP Strategies Corp.
GPX
$580K ﹤0.01%
22,102
+4,088
+23% +$106K
SZYM
2708
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$580K ﹤0.01%
53,781
+5,647
+12% +$64.3K
BLMN icon
2709
Bloomin' Brands
BLMN
$731M
$579K ﹤0.01%
24,516
-20,074
-45% -$481K
ARC
2710
DELISTED
ARC Document Solutions, Inc.
ARC
$578K ﹤0.01%
126,008
+17,495
+16% +$82.3K
CAC icon
2711
Camden National
CAC
$927M
$576K ﹤0.01%
21,197
+4,878
+30% +$125K
ACTG icon
2712
Acacia Research
ACTG
$447M
$575K ﹤0.01%
24,952
+6,082
+32% +$139K
JPM.PRA.CL
2713
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$575K ﹤0.01%
26,998
+7,108
+36% +$160K
TRK
2714
DELISTED
Speedway Motorsports, Inc.
TRK
$575K ﹤0.01%
32,106
+806
+3% +$14.9K
BBT.PRE.CL
2715
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$575K ﹤0.01%
27,972
+7,925
+40% +$176K
CJES
2716
DELISTED
C&J ENERGY SVCS LTD
CJES
$575K ﹤0.01%
28,632
+1,336
+5% +$27.5K
C.PRS
2717
DELISTED
CITIGROUP CAP IX 6.0% TR PFD
C.PRS
$574K ﹤0.01%
22,930
+2,049
+10% +$51.3K
DCP
2718
DELISTED
DCP Midstream, LP
DCP
$573K ﹤0.01%
11,538
+699
+6% +$35.6K
NKG
2719
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
$573K ﹤0.01%
+49,067
New +$586K
ARR
2720
Armour Residential REIT
ARR
$2.01B
$571K ﹤0.01%
3,400
+1,478
+77% +$254K
FIO
2721
DELISTED
FUSION-IO INC COM
FIO
$571K ﹤0.01%
42,675
+26,873
+170% +$354K
ENV
2722
DELISTED
ENVESTNET, INC.
ENV
$571K ﹤0.01%
18,410
+4,224
+30% +$117K
STKL
2723
DELISTED
SunOpta
STKL
$570K ﹤0.01%
58,618
+2,746
+5% +$24.3K
JRO
2724
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$570K ﹤0.01%
+46,090
New +$575K
GTE icon
2725
Gran Tierra Energy
GTE
$238M
$569K ﹤0.01%
8,027
+450
+6% +$29.5K
107 108
109
110 111

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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.