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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
+0.12%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$45.2B
AUM Growth
+$821M
Cap. Flow
+$1.32B
Cap. Flow %
2.92%
Top 10 Hldgs %
12.06%
Holding
3,993
New
263
Increased
2,225
Reduced
1,314
Closed
165

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$243M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$185M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$153M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$41.1M
5
FXD icon
First Trust Consumer Discretionary AlphaDEX Fund
FXD
+$33.8M

Top Sells

Rank Stock Value
1
FRX
FOREST LABORATORIES INC
FRX
+$36.7M
2
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$30.4M
3
FXN icon
First Trust Energy AlphaDEX Fund
FXN
+$30.2M
4
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
+$25.5M
5
AAPL icon
Apple
AAPL
+$16.1M

Sector Composition

Rank Sector Weight
1 Financials 13.62%
2 Technology 12.74%
3 Healthcare 11.93%
4 Industrials 9.22%
5 Energy 9.05%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AGX icon
2976
Argan
AGX
$7.98B
$410K ﹤0.01%
12,287
+477
+4% +$17.5K
EXAR
2977
DELISTED
Exar Corporation
EXAR
$410K ﹤0.01%
45,777
-1,468
-3% -$14.4K
ENZ
2978
DELISTED
Enzo Biochem, Inc.
ENZ
$409K ﹤0.01%
+79,387
New +$424K
BBT.PRG
2979
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$409K ﹤0.01%
18,858
-354
-2% -$7.8K
BFYT
2980
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$408K ﹤0.01%
37,784
-757
-2% -$9.44K
SCHW.PRB.CL
2981
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$408K ﹤0.01%
16,245
-253
-2% -$6.4K
AVIV
2982
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
$408K ﹤0.01%
15,476
+5,248
+51% +$147K
MFM
2983
Aberdeen Municipal Income Fund
MFM
$222M
$407K ﹤0.01%
62,088
+2,062
+3% +$13.3K
ISH
2984
DELISTED
INTL SHIPHOLDING CORP
ISH
$407K ﹤0.01%
22,740
+431
+2% +$9.13K
MPO
2985
DELISTED
MIDSTATES PETE CO INC COM NEW
MPO
$407K ﹤0.01%
8,064
-13
-0.2% -$831
RQI icon
2986
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$405K ﹤0.01%
+38,138
New +$425K
LION
2987
DELISTED
Fidelity Southern Corporation
LION
$405K ﹤0.01%
29,549
-41
-0.1% -$565
GIMO
2988
DELISTED
Gigamon Inc.
GIMO
$405K ﹤0.01%
38,708
+13,861
+56% +$165K
C.PRN icon
2989
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
C.PRN
$2.55B
$404K ﹤0.01%
14,999
-4,785
-24% -$130K
EXAC
2990
DELISTED
Exactech Inc
EXAC
$404K ﹤0.01%
17,658
-163
-0.9% -$3.88K
GHM icon
2991
Graham Corp
GHM
$1.22B
$402K ﹤0.01%
13,974
+150
+1% +$4.67K
NPT
2992
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$401K ﹤0.01%
31,507
+2,118
+7% +$26.9K
WFC.PRR
2993
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$400K ﹤0.01%
14,458
+2,552
+21% +$71K
UMH
2994
UMH Properties
UMH
$1.32B
$398K ﹤0.01%
41,943
+7,316
+21% +$72.9K
GERN icon
2995
Geron
GERN
$911M
$397K ﹤0.01%
198,301
-2,693
-1% -$6.64K
PRE.PRF
2996
DELISTED
PartnerRe Ltd. 5.875% Series F Non-Cumulative Preferred Shares
PRE.PRF
$397K ﹤0.01%
16,549
-215
-1% -$5.23K
WMAR
2997
DELISTED
West Marine Inc
WMAR
$395K ﹤0.01%
43,922
+458
+1% +$4.5K
ANIP icon
2998
ANI Pharmaceuticals
ANIP
$1.77B
$394K ﹤0.01%
13,915
+1,687
+14% +$50.6K
BCIC
2999
BCP Investment Corp
BCIC
$86.9M
$394K ﹤0.01%
4,745
-162
-3% -$13.2K
O.PRF.CL
3000
DELISTED
Realty Income Corporation
O.PRF.CL
$394K ﹤0.01%
15,067
-217
-1% -$5.71K
118 119
120
121 122

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
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Parametric Portfolio Associates's Q3 2014 Portfolio in Review

As of Q3 2014, Parametric Portfolio Associates held 3,993 positions worth $45.2B, up 1.8% from $44.4B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q3 2014 filing shows 263 new, 2,225 increased, 1,314 reduced and 165 closed positions. Its largest new stake was First Trust Consumer Discretionary AlphaDEX Fund: 1,018,265 shares worth $33M. The largest sale was FOREST LABORATORIES INC, an estimated $36.7M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2014 buy was First Trust Consumer Discretionary AlphaDEX Fund: 1,018,265 shares worth $33M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q3 2014, an estimated $243M increase.
  • Parametric Portfolio Associates's biggest Q3 2014 reduction was KINDER MORGAN MANAGEMENT LLC, cutting an estimated $25.5M.
  • Parametric Portfolio Associates fully exited FOREST LABORATORIES INC in Q3 2014, selling an estimated $36.7M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $45.2B portfolio in Q3 2014.
  • Parametric Portfolio Associates opened 263 new positions and closed 165 in Q3 2014.
  • Parametric Portfolio Associates's portfolio value rose 1.8% quarter-over-quarter to $45.2B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2014, filed 12 Nov 2014.