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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
SBCF icon
3426
Seacoast Banking Corp of Florida
SBCF
$3.26B
$24K ﹤0.01%
2,186
– –
BXC icon
3427
BlueLinx
BXC
$455M
$23K ﹤0.01%
1,158
-182
-14% -$3.45K
ATEC icon
3428
Alphatec Holdings
ATEC
$1.27B
$22K ﹤0.01%
930
-822
-47% -$20.8K
STSI
3429
DELISTED
STAR SCIENTIFIC INC
STSI
$22K ﹤0.01%
+11,475
New +$21.7K
ZA
3430
DELISTED
ZUOAN FASHION LTD SPON ADR REPSTG 16 ORD SHS
ZA
$21K ﹤0.01%
+2,555
New +$23.8K
GSS
3431
DELISTED
Golden Star Resources Ltd.
GSS
$13K ﹤0.01%
6,679
– –
RVM
3432
DELISTED
REVETT MINING COMPANY COMMON SHARES (DELAWARE)
RVM
$13K ﹤0.01%
11,377
-74
-0.6% -$65
CCU.RT
3433
DELISTED
COMPANIA CERVECERIAS UNIDAS RTS EXP 10/4/13 PUR ADS (CHL)
CCU.RT
$11K ﹤0.01%
+24,083
New +$10.8K
MESA
3434
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$3K ﹤0.01%
1,031,237
– –
UCBH
3435
DELISTED
UCBH HOLDINGS INC
UCBH
$1K ﹤0.01%
271,697
– –
CHB
3436
DELISTED
CHAMPION ENTERPRISES INC
CHB
$1K ﹤0.01%
194,245
– –
FRP
3437
DELISTED
FAIRPOINT COMMUNICATIONS INC.
FRP
$1K ﹤0.01%
123,001
– –
AMBA icon
3438
Ambarella
AMBA
$2.99B
– –
-36,231
Closed -$610K
AMRN
3439
Amarin Corp
AMRN
$284M
– –
-781
Closed -$91K
YDKG
3440
Yueda Digital Holding
YDKG
$5M
– –
-13
Closed -$50K
ASRT
3441
DELISTED
Assertio
ASRT
– –
-171
Closed -$58K
BIV icon
3442
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
– –
-10,236
Closed -$855K
CVLG icon
3443
Covenant Logistics
CVLG
$1.18B
– –
-25,258
Closed -$79K
DBC icon
3444
Invesco DB Commodity Index Tracking Fund
DBC
$1.73B
– –
-57,870
Closed -$1.45M
EPI icon
3445
WisdomTree India Earnings Fund ETF
EPI
$2.02B
– –
-222,050
Closed -$3.6M
EWS icon
3446
iShares MSCI Singapore ETF
EWS
$1.01B
– –
-12,686
Closed -$324K
FXG icon
3447
First Trust Consumer Staples AlphaDEX Fund
FXG
$231M
– –
-408,073
Closed -$12.6M
GBAB
3448
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
GBAB
$382M
– –
-29,015
Closed -$635K
GLAD icon
3449
Gladstone Capital
GLAD
$425M
– –
-5,082
Closed -$83K
GVI icon
3450
iShares Intermediate Government/Credit Bond ETF
GVI
$3.72B
– –
-5,500
Closed -$604K
136 137
138
139 140

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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.