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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
MODV
2576
DELISTED
ModivCare
MODV
$856K ﹤0.01%
19,083
-2,870
-13% -$140K
REXR icon
2577
Rexford Industrial Realty
REXR
$8.7B
$855K ﹤0.01%
40,554
+2,147
+6% +$42K
FBNC icon
2578
First Bancorp
FBNC
$2.6B
$847K ﹤0.01%
48,154
+299
+0.6% +$5.79K
NVAX icon
2579
Novavax
NVAX
$1.23B
$845K ﹤0.01%
5,811
+1,831
+46% +$210K
MWA icon
2580
Mueller Water Products
MWA
$3.92B
$844K ﹤0.01%
73,900
+13,566
+22% +$145K
VECO icon
2581
Veeco
VECO
$3.15B
$841K ﹤0.01%
50,771
-646
-1% -$11.5K
GEB.CL
2582
DELISTED
General Electric Capital Corp
GEB.CL
$839K ﹤0.01%
31,284
-974
-3% -$25.6K
CTS icon
2583
CTS Corp
CTS
$1.72B
$838K ﹤0.01%
46,765
-12,656
-21% -$218K
MPAA icon
2584
Motorcar Parts of America
MPAA
$261M
$835K ﹤0.01%
30,706
-34,609
-53% -$1.09M
TG icon
2585
Tredegar Corp
TG
$268M
$835K ﹤0.01%
51,782
-395
-0.8% -$6.36K
IWC icon
2586
iShares Micro-Cap ETF
IWC
$1.43B
$833K ﹤0.01%
11,778
+1,072
+10% +$74.9K
POWL icon
2587
Powell Industries
POWL
$8.46B
$831K ﹤0.01%
63,333
+234
+0.4% +$2.63K
SSTK icon
2588
Shutterstock
SSTK
$205M
$830K ﹤0.01%
18,118
+207
+1% +$8.55K
CHA
2589
DELISTED
China Telecom Corporation, LTD
CHA
$828K ﹤0.01%
18,408
-4,960
-21% -$240K
BOOT icon
2590
Boot Barn
BOOT
$4.55B
$827K ﹤0.01%
95,981
+20,485
+27% +$162K
AERI
2591
DELISTED
Aerie Pharmaceuticals
AERI
$827K ﹤0.01%
46,994
+34,695
+282% +$562K
FNBC
2592
DELISTED
First NBC Bank Holding Company
FNBC
$826K ﹤0.01%
49,217
+20,378
+71% +$385K
ZVO
2593
DELISTED
Zovio Inc. Common Stock
ZVO
$825K ﹤0.01%
113,981
-9,264
-8% -$79.3K
ACAS
2594
DELISTED
American Capital Ltd
ACAS
$825K ﹤0.01%
52,143
-112,094
-68% -$1.77M
WIBC
2595
DELISTED
WILSHIRE BANCORP INC
WIBC
$825K ﹤0.01%
79,161
+3,395
+4% +$36.6K
LBAI
2596
DELISTED
Lakeland Bancorp Inc
LBAI
$824K ﹤0.01%
72,420
+1,208
+2% +$13.5K
PKE icon
2597
Park Aerospace
PKE
$745M
$823K ﹤0.01%
56,613
-486
-0.9% -$7.69K
LDL
2598
DELISTED
Lydall, Inc.
LDL
$822K ﹤0.01%
21,306
-13,886
-39% -$513K
NGS icon
2599
Natural Gas Services Group
NGS
$470M
$820K ﹤0.01%
35,807
-3,143
-8% -$70.3K
BLUE
2600
DELISTED
bluebird bio
BLUE
$818K ﹤0.01%
1,459
-1,051
-42% -$595K
102 103
104
105 106

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MCM
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PSUF
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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.