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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
HPTRP
3101
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$302K ﹤0.01%
11,779
-155
-1% -$4K
MTSN
3102
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$302K ﹤0.01%
122,332
-1,300
-1% -$3.02K
BREW
3103
DELISTED
Craft Brew Alliance, Inc.
BREW
$300K ﹤0.01%
20,850
+962
+5% +$11.9K
AIF
3104
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$299K ﹤0.01%
17,270
+3,413
+25% +$60.8K
TAHO
3105
DELISTED
Tahoe Resources Inc
TAHO
$299K ﹤0.01%
14,749
+784
+6% +$19.7K
NVGS icon
3106
Navigator Holdings
NVGS
$1.34B
$297K ﹤0.01%
+10,681
New +$310K
IHC
3107
DELISTED
Independence Holding Company
IHC
$297K ﹤0.01%
22,365
+144
+0.6% +$1.94K
SNHNI
3108
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$296K ﹤0.01%
12,596
+3,648
+41% +$85.2K
CMLP
3109
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$296K ﹤0.01%
13,053
-5,288
-29% -$118K
HHY
3110
DELISTED
Brookfield High Income Fund Inc.
HHY
$296K ﹤0.01%
+31,587
New +$315K
EBIX
3111
DELISTED
Ebix Inc
EBIX
$296K ﹤0.01%
20,870
-2,545
-11% -$35.3K
INO icon
3112
Inovio Pharmaceuticals
INO
$79.8M
$294K ﹤0.01%
2,487
+157
+7% +$19.6K
ARQ icon
3113
Arq
ARQ
$86.9M
$294K ﹤0.01%
13,824
-2,166
-14% -$47.1K
PRKS icon
3114
United Parks & Resorts
PRKS
$2.11B
$294K ﹤0.01%
15,272
-1,910
-11% -$45.6K
DLR.PRH.CL
3115
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$294K ﹤0.01%
+11,272
New +$290K
YGE
3116
DELISTED
Yingli Green Energy Holding Comp
YGE
$294K ﹤0.01%
9,444
+2,602
+38% +$90.1K
MNP
3117
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$294K ﹤0.01%
19,807
-1,643
-8% -$24.4K
MCHX icon
3118
Marchex
MCHX
$79.7M
$293K ﹤0.01%
70,711
-9
-0% -$84
WT icon
3119
WisdomTree
WT
$2.97B
$292K ﹤0.01%
+25,652
New +$292K
FNFG.PRB
3120
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC. PFD NON CUM SER B FXD/FLT
FNFG.PRB
$290K ﹤0.01%
10,231
-195
-2% -$5.58K
BAC.PRW.CL
3121
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$288K ﹤0.01%
+11,535
New +$287K
MXWL
3122
DELISTED
Maxwell Technologies Inc
MXWL
$286K ﹤0.01%
32,773
+9,362
+40% +$99.7K
NEE.PRJ
3123
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$286K ﹤0.01%
13,294
+2,027
+18% +$43.2K
NEE.PRH.CL
3124
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$286K ﹤0.01%
+12,076
New +$288K
MCHB
3125
Mechanics Bancorp
MCHB
$3.47B
$285K ﹤0.01%
16,663
-169
-1% -$3.02K
123 124
125
126 127

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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
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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.