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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
CBK
3226
DELISTED
Christopher & Banks Corporation
CBK
$133K ﹤0.01%
60,819
-19,214
-24% -$44.5K
SIEN
3227
DELISTED
Sientra, Inc.
SIEN
$132K ﹤0.01%
2,002
-164
-8% -$11.3K
MACK
3228
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$132K ﹤0.01%
3,112
+217
+7% +$11.8K
RICK icon
3229
RCI Hospitality Holdings
RICK
$199M
$129K ﹤0.01%
12,636
+944
+8% +$9.72K
WAC
3230
DELISTED
Walter Investment Mgt Corp
WAC
$129K ﹤0.01%
46,851
-16,148
-26% -$87.3K
XONE
3231
DELISTED
The ExOne Company
XONE
$128K ﹤0.01%
12,078
+507
+4% +$5.72K
TTPH
3232
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$128K ﹤0.01%
+1,492
New +$137K
SZMK
3233
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$127K ﹤0.01%
55,486
+4,362
+9% +$11.2K
HTBK
3234
DELISTED
Heritage Commerce
HTBK
$125K ﹤0.01%
11,873
+156
+1% +$1.63K
FCEL icon
3235
FuelCell Energy
FCEL
$1.7B
$123K ﹤0.01%
55
-1
-2% -$2.29K
DS
3236
DELISTED
Drive Shack Inc.
DS
$120K ﹤0.01%
26,099
+77
+0.3% +$342
AKH
3237
DELISTED
AIR France-KLM
AKH
$120K ﹤0.01%
18,697
-1,769
-9% -$11.4K
VOLV
3238
DELISTED
VOLVO A B ADR-B
VOLV
$120K ﹤0.01%
13,726
-129,832
-90% -$1.14M
BTE icon
3239
Baytex Energy
BTE
$3.08B
$118K ﹤0.01%
20,359
+1,137
+6% +$5.68K
GSOL
3240
DELISTED
Global Sources Ltd
GSOL
$115K ﹤0.01%
+12,497
New +$108K
BCOV
3241
DELISTED
Brightcove, Inc.
BCOV
$113K ﹤0.01%
12,864
-319
-2% -$2.14K
CIA icon
3242
Citizens
CIA
$245M
$111K ﹤0.01%
14,621
+1,891
+15% +$14.6K
AXIA.PR
3243
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$110K ﹤0.01%
20,602
-1,484
-7% -$4.97K
DCOY
3244
Decoy Therapeutics
DCOY
$2.68M
– –
0
– –
BOX icon
3245
Box
BOX
$4.02B
$108K ﹤0.01%
+10,422
New +$125K
MPX
3246
DELISTED
Marine Products Corp
MPX
$107K ﹤0.01%
12,617
+140
+1% +$1.15K
NERV icon
3247
Minerva Neurosciences
NERV
$188M
$107K ﹤0.01%
+1,313
New +$83.5K
ONDK
3248
DELISTED
On Deck Capital, Inc.
ONDK
$107K ﹤0.01%
+20,741
New +$124K
AREX
3249
DELISTED
Approach Resources Inc.
AREX
$106K ﹤0.01%
50,267
-23,135
-32% -$52.4K
SNAK
3250
DELISTED
Inventure Foods, Inc.
SNAK
$106K ﹤0.01%
+13,567
New +$95.7K
128 129
130
131 132

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AF
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MCM
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PSUF
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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.