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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
ARWR icon
3276
Arrowhead Research
ARWR
$12.1B
$74K ﹤0.01%
13,967
+142
+1% +$810
CORT icon
3277
Corcept Therapeutics
CORT
$10.2B
$74K ﹤0.01%
13,640
+575
+4% +$2.99K
MFIN icon
3278
Medallion Financial
MFIN
$226M
$74K ﹤0.01%
10,029
-1,062
-10% -$8.26K
GNE icon
3279
Genie Energy
GNE
$378M
$73K ﹤0.01%
+10,840
New +$80K
FOMX
3280
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$71K ﹤0.01%
11,236
+834
+8% +$5.53K
CVEO icon
3281
Civeo
CVEO
$379M
$69K ﹤0.01%
3,177
-14,423
-82% -$295K
RFP
3282
DELISTED
Resolute Forest Products Inc.
RFP
$69K ﹤0.01%
13,117
+2,835
+28% +$15.8K
OAKS
3283
DELISTED
Five Oaks Investment Corp.
OAKS
$69K ﹤0.01%
+12,586
New +$70K
NTP
3284
DELISTED
Nam Tai Property Inc.
NTP
$67K ﹤0.01%
12,487
-261
-2% -$1.53K
GORO icon
3285
Goldgroup Mining Inc.
GORO
$151M
$64K ﹤0.01%
17,835
+4,222
+31% +$13.3K
ECYT
3286
DELISTED
Endocyte, Inc. Common Stock
ECYT
$64K ﹤0.01%
19,857
+4,592
+30% +$16.8K
ERN
3287
DELISTED
Erin Energy Corp
ERN
$63K ﹤0.01%
26,242
+3,369
+15% +$7.07K
INVN
3288
DELISTED
Invensense Inc
INVN
$62K ﹤0.01%
10,083
-6,243
-38% -$43.1K
EMG
3289
DELISTED
Emergent Capital, Inc.
EMG
$62K ﹤0.01%
18,411
-2,100
-10% -$8.28K
OSIR
3290
DELISTED
Osiris Therapeutics, Inc. Common Stock
OSIR
$62K ﹤0.01%
+12,201
New +$65.7K
IMMU
3291
DELISTED
Immunomedics Inc
IMMU
$60K ﹤0.01%
25,855
-17
-0.1% -$57
TVIA
3292
DELISTED
TerraVia Holdings, Inc. Common Stock
TVIA
$60K ﹤0.01%
+23,000
New +$53.5K
SREV
3293
DELISTED
ServiceSource International, Inc.
SREV
$57K ﹤0.01%
14,204
-1,093
-7% -$4.34K
HWCC
3294
DELISTED
Houston Wire & Cable Company
HWCC
$57K ﹤0.01%
10,932
-25,286
-70% -$154K
ASMB icon
3295
Assembly Biosciences
ASMB
$506M
$56K ﹤0.01%
+836
New +$54.9K
STV
3296
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$54K ﹤0.01%
46,285
-6,063
-12% -$8.07K
FRBK
3297
DELISTED
Republic First Bancorp Inc
FRBK
$52K ﹤0.01%
+12,154
New +$53.8K
ESI
3298
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$52K ﹤0.01%
27,331
-2,183
-7% -$4.93K
CJES
3299
DELISTED
C&J ENERGY SVCS LTD
CJES
$52K ﹤0.01%
86,845
-39,644
-31% -$36.9K
RTK
3300
DELISTED
Rentech, Inc.
RTK
$50K ﹤0.01%
20,987
+3,252
+18% +$9.6K
130 131
132
133 134

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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.