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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
+2.98%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$63.4B
AUM Growth
+$1.48B
Cap. Flow
+$543M
Cap. Flow %
0.86%
Top 10 Hldgs %
13.37%
Holding
4,113
New
138
Increased
2,051
Reduced
1,596
Closed
301

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$116M
2
PFE icon
Pfizer
PFE
+$65.7M
3
SPGI icon
S&P Global
SPGI
+$54.1M
4
CHTR icon
Charter Communications
CHTR
+$47.4M
5
HTZ
Hertz Global Holdings, Inc.
HTZ
+$38.4M

Top Sells

Rank Stock Value
1
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$133M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$130M
3
BXLT
BAXALTA INC COM STK (DE)
BXLT
+$60M
4
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
+$50.5M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$47.1M

Sector Composition

Rank Sector Weight
1 Financials 12.83%
2 Healthcare 12.65%
3 Technology 12.2%
4 Industrials 9.11%
5 Consumer Discretionary 8.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CTO
3126
CTO Realty Growth
CTO
$743M
$220K ﹤0.01%
+17,101
New +$223K
KWEB icon
3127
KraneShares CSI China Internet ETF
KWEB
$5.2B
$220K ﹤0.01%
6,539
-12,798
-66% -$446K
SSNI
3128
DELISTED
Silver Spring Networks, Inc.
SSNI
$220K ﹤0.01%
18,112
-1,928
-10% -$25.4K
VIG icon
3129
Vanguard Dividend Appreciation ETF
VIG
$111B
$219K ﹤0.01%
2,635
-1,314
-33% -$107K
CIO
3130
DELISTED
City Office REIT
CIO
$218K ﹤0.01%
+16,793
New +$195K
IBTX
3131
DELISTED
Independent Bank Group, Inc.
IBTX
$217K ﹤0.01%
+5,064
New +$180K
MTCH icon
3132
Match Group
MTCH
$8.84B
$216K ﹤0.01%
14,338
+65
+0.5% +$854
CIGI icon
3133
Colliers International
CIGI
$4.98B
$214K ﹤0.01%
+6,267
New +$239K
EVRI
3134
DELISTED
Everi Holdings
EVRI
$214K ﹤0.01%
186,384
-11,393
-6% -$19K
PSA.PRY.CL
3135
DELISTED
Public Storage
PSA.PRY.CL
$214K ﹤0.01%
7,570
-233
-3% -$6.55K
ET icon
3136
Energy Transfer Partners
ET
$70.1B
$213K ﹤0.01%
+14,816
New +$177K
HRTX icon
3137
Heron Therapeutics
HRTX
$86.3M
$213K ﹤0.01%
+11,818
New +$231K
AMRC icon
3138
Ameresco
AMRC
$1.15B
$212K ﹤0.01%
48,580
+14,745
+44% +$67K
XBKS
3139
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$212K ﹤0.01%
11,850
+1,374
+13% +$24.2K
CRCM
3140
DELISTED
CARE.COM, INC.
CRCM
$211K ﹤0.01%
18,031
+3,300
+22% +$25.3K
SBLK icon
3141
Star Bulk Carriers
SBLK
$3.14B
$207K ﹤0.01%
69,880
+36,340
+108% +$146K
MTA
3142
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$207K ﹤0.01%
26,904
-10,900
-29% -$83.9K
CWEN.A
3143
DELISTED
Clearway Energy Class A
CWEN.A
$206K ﹤0.01%
13,520
+3,477
+35% +$50.3K
UUUU icon
3144
Energy Fuels
UUUU
$2.82B
$206K ﹤0.01%
90,962
-19,625
-18% -$45.6K
AMNB
3145
DELISTED
American National Bankshares Inc
AMNB
$206K ﹤0.01%
8,181
-4,294
-34% -$113K
TPST icon
3146
Tempest Therapeutics
TPST
$14.8M
$205K ﹤0.01%
13
+1
+8% +$22.8K
GFA
3147
DELISTED
Gafisa S.A.
GFA
$205K ﹤0.01%
11,975
– –
SNBC
3148
DELISTED
Sun Bancorp Inc
SNBC
$205K ﹤0.01%
9,939
+183
+2% +$3.9K
ENZL icon
3149
iShares MSCI New Zealand ETF
ENZL
$67.5M
$204K ﹤0.01%
+4,750
New +$199K
JOE icon
3150
St. Joe Company
JOE
$3.57B
$204K ﹤0.01%
11,504
+1,420
+14% +$24.2K
124 125
126
127 128

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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 Q2 2016 Portfolio in Review

As of Q2 2016, Parametric Portfolio Associates held 4,113 positions worth $63.4B, up 2.4% from $61.9B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates's Q2 2016 filing shows 138 new, 2,051 increased, 1,596 reduced and 301 closed positions. Its largest new stake was S&P Global: 503,821 shares worth $54M. The largest sale was TIME WARNER CABLE INC NEW COM STK, an estimated $133M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 13% a quarter earlier, followed by Healthcare and Technology.

  • Parametric Portfolio Associates's largest Q2 2016 buy was S&P Global: 503,821 shares worth $54M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q2 2016, an estimated $116M increase.
  • Parametric Portfolio Associates's biggest Q2 2016 reduction was iShares Core S&P 500 ETF, cutting an estimated $130M.
  • Parametric Portfolio Associates fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $133M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $63.4B portfolio in Q2 2016.
  • Parametric Portfolio Associates opened 138 new positions and closed 301 in Q2 2016.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $63.4B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2016, filed 12 Aug 2016.