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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
FXL icon
401
First Trust Technology AlphaDEX Fund
FXL
$2.47B
$18.9M 0.05%
695,536
+216,559
+45% +$5.68M
FXD icon
402
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$263M
$18.9M 0.05%
637,175
+178,213
+39% +$5.13M
FXN icon
403
First Trust Energy AlphaDEX Fund
FXN
$398M
$18.9M 0.05%
822,218
+305,527
+59% +$6.9M
CMG icon
404
Chipotle Mexican Grill
CMG
$40.8B
$18.8M 0.05%
2,193,950
+51,400
+2% +$416K
CINF icon
405
Cincinnati Financial
CINF
$28.3B
$18.8M 0.05%
398,316
-39,951
-9% -$1.91M
BRG
406
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
$18.8M 0.05%
985,185
-36,041
-4% -$687K
FXH icon
407
First Trust Health Care AlphaDEX Fund
FXH
$1.02B
$18.8M 0.05%
433,341
+122,008
+39% +$5.15M
FXO icon
408
First Trust Financials AlphaDEX Fund
FXO
$1.12B
$18.7M 0.05%
948,017
+291,710
+44% +$5.73M
AGCO icon
409
AGCO
AGCO
$8.78B
$18.7M 0.05%
309,426
+22,923
+8% +$1.3M
FXZ icon
410
First Trust Materials AlphaDEX Fund
FXZ
$378M
$18.7M 0.05%
643,636
+238,362
+59% +$6.72M
BAY
411
DELISTED
BAYER AG SPONS ADR
BAY
$18.6M 0.05%
158,014
+10,246
+7% +$1.21M
FXU icon
412
First Trust Utilities AlphaDEX Fund
FXU
$840M
$18.6M 0.05%
935,859
+341,388
+57% +$6.9M
DOC icon
413
Healthpeak Properties
DOC
$15.4B
$18.6M 0.05%
498,894
-45,438
-8% -$1.77M
SJM icon
414
J.M. Smucker
SJM
$12.6B
$18.6M 0.05%
177,029
+3,721
+2% +$403K
AVB icon
415
AvalonBay Communities
AVB
$27.1B
$18.5M 0.05%
145,602
-6,388
-4% -$843K
IM
416
DELISTED
Ingram Micro
IM
$18.5M 0.05%
800,674
+122,049
+18% +$2.69M
HRL icon
417
Hormel Foods
HRL
$13.9B
$18.4M 0.05%
873,368
+20,666
+2% +$434K
HST icon
418
Host Hotels & Resorts
HST
$16.8B
$18.4M 0.05%
1,039,508
+47,715
+5% +$846K
TEL icon
419
TE Connectivity
TEL
$58.8B
$18.2M 0.05%
351,178
+18,024
+5% +$902K
ORLY icon
420
O'Reilly Automotive
ORLY
$72.4B
$18.1M 0.05%
2,133,045
-31,980
-1% -$261K
RNR icon
421
RenaissanceRe
RNR
$13.7B
$18.1M 0.05%
200,416
+13,760
+7% +$1.2M
TNL icon
422
Travel + Leisure Co
TNL
$4.54B
$18.1M 0.05%
658,389
-16,382
-2% -$449K
WX
423
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
$17.9M 0.05%
654,811
-51,405
-7% -$1.22M
REGN icon
424
Regeneron Pharmaceuticals
REGN
$68.8B
$17.9M 0.05%
57,053
+5,209
+10% +$1.37M
PBCT
425
DELISTED
People's United Financial Inc
PBCT
$17.7M 0.05%
1,233,443
+19,954
+2% +$296K
15 16
17
18 19

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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.