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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
PZN
3201
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$160K ﹤0.01%
20,989
+960
+5% +$8.16K
ZDGE icon
3202
Zedge
ZDGE
$38.9M
$159K ﹤0.01%
+34,601
New +$145K
BREW
3203
DELISTED
Craft Brew Alliance, Inc.
BREW
$158K ﹤0.01%
+13,687
New +$121K
CCXI
3204
DELISTED
ChemoCentryx, Inc.
CCXI
$155K ﹤0.01%
34,422
+22,815
+197% +$85.6K
FBIO icon
3205
Fortress Biotech
FBIO
$111M
$154K ﹤0.01%
3,813
+23
+0.6% +$1.07K
FIT
3206
DELISTED
Fitbit, Inc. Class A common stock
FIT
$154K ﹤0.01%
+12,619
New +$187K
EWJ icon
3207
iShares MSCI Japan ETF
EWJ
$21.7B
$153K ﹤0.01%
3,329
-4,392
-57% -$204K
TPB icon
3208
Turning Point Brands
TPB
$1.47B
$152K ﹤0.01%
+14,812
New +$146K
BATRA icon
3209
Atlanta Braves Holdings Series A
BATRA
$3.53B
$151K ﹤0.01%
+10,053
New +$155K
IPI icon
3210
Intrepid Potash
IPI
$460M
$150K ﹤0.01%
10,420
-973
-9% -$12.3K
GLBL
3211
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$148K ﹤0.01%
45,367
+4,732
+12% +$12.9K
NVTR
3212
DELISTED
Nuvectra Corporation Common Stock
NVTR
$145K ﹤0.01%
19,624
-6,378
-25% -$50.8K
CLVS
3213
DELISTED
Clovis Oncology, Inc.
CLVS
$144K ﹤0.01%
+10,461
New +$153K
KDNY
3214
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$143K ﹤0.01%
+2,528
New +$154K
FUR
3215
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$143K ﹤0.01%
16,254
+1,788
+12% +$19.4K
NGVC icon
3216
Vitamin Cottage Natural Grocers
NGVC
$691M
$140K ﹤0.01%
+10,716
New +$158K
ONE
3217
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$140K ﹤0.01%
27,433
+406
+2% +$1.53K
EMKR
3218
DELISTED
Emcore Corp
EMKR
$139K ﹤0.01%
2,336
+33
+1% +$1.86K
NWS icon
3219
News Corp Class B
NWS
$16.4B
$138K ﹤0.01%
11,858
-17
-0.1% -$212
ORIG
3220
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$137K ﹤0.01%
+6
New +$114K
TAC icon
3221
TransAlta
TAC
$4.34B
$136K ﹤0.01%
26,094
-2,232
-8% -$11.3K
CYTK icon
3222
Cytokinetics
CYTK
$11B
$135K ﹤0.01%
14,196
-54,925
-79% -$451K
CMBT
3223
CMB.TECH NV
CMBT
$4.57B
$135K ﹤0.01%
14,724
+3,152
+27% +$32.3K
REXI
3224
DELISTED
RESOURCE AMERICA INC CL-A
REXI
$135K ﹤0.01%
13,915
+341
+3% +$2.62K
GAIN icon
3225
Gladstone Investment Corp
GAIN
$635M
$133K ﹤0.01%
18,558
-460
-2% -$3.21K
127 128
129
130 131

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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 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.