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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
SPWR
801
DELISTED
SunPower Corporation Common Stock
SPWR
$6.97M 0.02%
407,037
-6,200
-2% -$96.7K
DISCK
802
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$6.96M 0.02%
178,058
-2,118
-1% -$78.4K
ATVI
803
DELISTED
Activision Blizzard
ATVI
$6.94M 0.02%
416,178
+95,976
+30% +$1.59M
ERC
804
Allspring Multi-Sector Income Fund
ERC
$255M
$6.92M 0.02%
489,227
+121,714
+33% +$1.72M
EW icon
805
Edwards Lifesciences
EW
$47.5B
$6.91M 0.02%
594,984
+59,916
+11% +$701K
ATR icon
806
AptarGroup
ATR
$8.5B
$6.9M 0.02%
114,768
+4,169
+4% +$247K
AN icon
807
AutoNation
AN
$7.1B
$6.89M 0.02%
132,090
-570
-0.4% -$27.5K
EVT icon
808
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.07B
$6.85M 0.02%
380,462
-17,103
-4% -$313K
ING icon
809
ING
ING
$95.1B
$6.83M 0.02%
601,389
+41,914
+7% +$452K
LSI
810
DELISTED
LSI CORPORATION
LSI
$6.82M 0.02%
871,951
+39,628
+5% +$303K
SDX
811
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$6.82M 0.02%
72,982
+8,586
+13% +$802K
SPB icon
812
Spectrum Brands
SPB
$2.05B
$6.8M 0.02%
103,334
-2,057
-2% -$126K
JLA
813
DELISTED
NUVEEN EQUITY PREMIUM ADVANTAGE FUND
JLA
$6.79M 0.02%
559,562
+95,424
+21% +$1.19M
BRFS
814
DELISTED
BRF SA
BRFS
$6.78M 0.02%
276,384
+10,894
+4% +$250K
RKT
815
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$6.76M 0.02%
133,480
+4,048
+3% +$226K
UGI icon
816
UGI
UGI
$7.94B
$6.75M 0.02%
258,900
-1,007
-0.4% -$27K
CHKP icon
817
Check Point Software Technologies
CHKP
$13.7B
$6.75M 0.02%
119,324
-6,651
-5% -$374K
ODP
818
DELISTED
ODP
ODP
$6.72M 0.02%
139,175
-10,562
-7% -$455K
TE
819
DELISTED
TECO ENERGY INC
TE
$6.71M 0.02%
405,967
-27,721
-6% -$473K
FDS icon
820
Factset
FDS
$9.58B
$6.68M 0.02%
61,253
+2,056
+3% +$222K
HSP
821
DELISTED
HOSPIRA INC
HSP
$6.66M 0.02%
169,788
+5,283
+3% +$211K
AYI icon
822
Acuity Brands
AYI
$9.93B
$6.59M 0.02%
71,599
-1,619
-2% -$142K
SCI icon
823
Service Corp International
SCI
$11.5B
$6.58M 0.02%
353,370
-182,828
-34% -$3.4M
DAN icon
824
Dana Inc
DAN
$2.89B
$6.57M 0.02%
287,651
+21,111
+8% +$457K
TDG icon
825
TransDigm Group
TDG
$71.5B
$6.55M 0.02%
47,251
-4,467
-9% -$636K
31 32
33
34 35

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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.