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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
ISEE
2701
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$617K ﹤0.01%
12,097
-7,798
-39% -$387K
JPM.PRA.CL
2702
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$617K ﹤0.01%
23,619
-1,060
-4% -$27.3K
EMD
2703
Western Asset Emerging Markets Debt Fund
EMD
$609M
$616K ﹤0.01%
40,030
-1,058,790
-96% -$15.7M
VGK icon
2704
Vanguard FTSE Europe ETF
VGK
$30B
$616K ﹤0.01%
13,197
-16,143
-55% -$784K
RNR.PRE
2705
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$615K ﹤0.01%
23,583
-624
-3% -$16K
PFBC icon
2706
Preferred Bank
PFBC
$1.22B
$614K ﹤0.01%
21,270
+196
+0.9% +$6.1K
STAG icon
2707
STAG Industrial
STAG
$7.86B
$614K ﹤0.01%
25,786
+2,940
+13% +$62.5K
BKCC
2708
DELISTED
BlackRock Capital Investment Corporation
BKCC
$614K ﹤0.01%
78,981
+4,037
+5% +$33.3K
EMCI
2709
DELISTED
EMC INS Group Inc
EMCI
$614K ﹤0.01%
22,163
+1,645
+8% +$43.5K
PIV
2710
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$614K ﹤0.01%
24,715
– –
HOFT icon
2711
Hooker Furnishings Corp
HOFT
$148M
$607K ﹤0.01%
28,251
-35,126
-55% -$872K
VPG icon
2712
Vishay Precision Group
VPG
$1.39B
$607K ﹤0.01%
45,233
+306
+0.7% +$4.29K
THR
2713
DELISTED
Thermon Group Holdings
THR
$603K ﹤0.01%
31,389
+2,072
+7% +$39.8K
FLXS icon
2714
Flexsteel Industries
FLXS
$306M
$599K ﹤0.01%
15,117
+536
+4% +$22.1K
INO icon
2715
Inovio Pharmaceuticals
INO
$79.8M
$599K ﹤0.01%
+5,406
New +$657K
PCRX icon
2716
Pacira BioSciences
PCRX
$1.02B
$598K ﹤0.01%
17,723
-4,289
-19% -$211K
SFUN
2717
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$598K ﹤0.01%
2,377
+1,123
+90% +$311K
VLGEA icon
2718
Village Super Market
VLGEA
$631M
$597K ﹤0.01%
20,657
-2,971
-13% -$77.8K
PRTY
2719
DELISTED
Party City Holdco Inc.
PRTY
$597K ﹤0.01%
42,952
+3,141
+8% +$43.3K
NADL
2720
DELISTED
North Atlantic Drilling Ltd
NADL
$596K ﹤0.01%
88,442
+3,215
+4% +$12.8K
NKSH icon
2721
National Bankshares
NKSH
$233M
$595K ﹤0.01%
17,031
+724
+4% +$24.9K
PGRE
2722
DELISTED
Paramount Group
PGRE
$594K ﹤0.01%
37,248
-96,136
-72% -$1.56M
CMCO icon
2723
Columbus McKinnon
CMCO
$465M
$592K ﹤0.01%
41,848
+1,814
+5% +$28K
WGO icon
2724
Winnebago Industries
WGO
$870M
$591K ﹤0.01%
25,769
+1,970
+8% +$42.4K
BAC.PRI.CL
2725
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$590K ﹤0.01%
21,911
-637
-3% -$17K
107 108
109
110 111

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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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ACI
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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.