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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
+5.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$47.4B
AUM Growth
+$2.21B
Cap. Flow
+$738M
Cap. Flow %
1.56%
Top 10 Hldgs %
12.24%
Holding
4,128
New
300
Increased
2,047
Reduced
1,599
Closed
129

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$184M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$84.4M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$61.1M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$45.7M
5
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$41.1M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$197M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$119M
3
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
+$78M
4
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$33M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$33M

Sector Composition

Rank Sector Weight
1 Financials 13.72%
2 Technology 12.92%
3 Healthcare 12.32%
4 Industrials 9.35%
5 Consumer Discretionary 7.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KOPN icon
3526
Kopin
KOPN
$663M
$57K ﹤0.01%
15,792
-7,080
-31% -$24.4K
CO
3527
DELISTED
Global Cord Blood Corporation
CO
$57K ﹤0.01%
+12,699
New +$60.3K
VMEM
3528
DELISTED
VIOLIN MEMORY, INC.
VMEM
$57K ﹤0.01%
+2,987
New +$56.7K
DVR
3529
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
$56K ﹤0.01%
800,479
-3,127
-0.4% -$1.47K
FCEL icon
3530
FuelCell Energy
FCEL
$1.7B
$55K ﹤0.01%
8
-19
-70% -$145K
AXIA
3531
AXIA Energia
AXIA
$22.6B
$53K ﹤0.01%
31,284
-16,764
-35% -$31.5K
QTWW
3532
DELISTED
QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM STK (DE)
QTWW
$51K ﹤0.01%
24,408
– –
KSPN
3533
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
$50K ﹤0.01%
764
-2,051
-73% -$137K
DS
3534
DELISTED
Drive Shack Inc.
DS
$49K ﹤0.01%
+10,881
New +$50K
KWK
3535
DELISTED
QUICKSILVER RESOURCES INC
KWK
$48K ﹤0.01%
239,664
-19,171
-7% -$8.86K
MY
3536
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
$48K ﹤0.01%
+21,849
New +$52.8K
GSAT icon
3537
Globalstar
GSAT
$10.2B
$47K ﹤0.01%
1,149
+196
+21% +$7.52K
CYTR
3538
DELISTED
CytRx Corp
CYTR
$47K ﹤0.01%
2,832
+841
+42% +$13.1K
LSTA icon
3539
Lisata Therapeutics
LSTA
$15.2M
$45K ﹤0.01%
+80
New +$54.5K
MDGL icon
3540
Madrigal Pharmaceuticals
MDGL
$12.6B
$43K ﹤0.01%
461
+70
+18% +$7.24K
XXII
3541
22nd Century Group
XXII
$1.47M
– –
0
– –
SGYP
3542
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$41K ﹤0.01%
+13,383
New +$39.6K
LND
3543
BrasilAgro
LND
$369M
$40K ﹤0.01%
+13,511
New +$41.5K
HXM
3544
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
$39K ﹤0.01%
98,900
– –
BPZ
3545
DELISTED
BPZ RESOURCES INC COM STK
BPZ
$37K ﹤0.01%
128,746
-71,952
-36% -$65.2K
EOX
3546
DELISTED
EMERALD OIL INC (MT)
EOX
$37K ﹤0.01%
1,557
-2,400
-61% -$130K
CNVS icon
3547
Cineverse
CNVS
$55M
$36K ﹤0.01%
111
+56
+102% +$18.1K
GALT icon
3548
Galectin Therapeutics
GALT
$229M
$35K ﹤0.01%
10,147
-1,536
-13% -$6.79K
WTSL
3549
DELISTED
WET SEAL INC CL-A
WTSL
$30K ﹤0.01%
502,711
-432
-0.1% -$135
STP
3550
DELISTED
SUNTECH POWER HOLDINGS CO., LTD
STP
$30K ﹤0.01%
432,553
– –
140 141
142
143 144

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Parametric Portfolio Associates's Q4 2014 Portfolio in Review

As of Q4 2014, Parametric Portfolio Associates held 4,128 positions worth $47.4B, up 4.9% from $45.2B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2014 filing shows 300 new, 2,047 increased, 1,599 reduced and 129 closed positions. Its largest new stake was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $197M.

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

  • Parametric Portfolio Associates's largest Q4 2014 buy was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2014, an estimated $184M increase.
  • Parametric Portfolio Associates's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $197M.
  • Parametric Portfolio Associates fully exited KINDER MORGAN ENER PNTRS L.P. in Q4 2014, selling an estimated $78M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $47.4B portfolio in Q4 2014.
  • Parametric Portfolio Associates opened 300 new positions and closed 129 in Q4 2014.
  • Parametric Portfolio Associates's portfolio value rose 4.9% quarter-over-quarter to $47.4B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2014, filed 11 Feb 2015.