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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
WRB.PRD
2726
DELISTED
W.R. Berkley Corporation5.75% Subordinated Debentures due 2056
WRB.PRD
$588K ﹤0.01%
+23,182
New +$579K
AOI
2727
DELISTED
Alliance One International
AOI
$588K ﹤0.01%
38,208
+6,572
+21% +$136K
TIP icon
2728
iShares TIPS Bond ETF
TIP
$14.5B
$586K ﹤0.01%
5,029
+209
+4% +$24K
CUDA
2729
DELISTED
Barracuda Networks, Inc.
CUDA
$585K ﹤0.01%
38,620
+271
+0.7% +$4.33K
IVE icon
2730
iShares S&P 500 Value ETF
IVE
$48.9B
$584K ﹤0.01%
6,285
-220
-3% -$20.1K
VOXX
2731
DELISTED
VOXX International Corporation Class A
VOXX
$584K ﹤0.01%
209,173
-8,069
-4% -$30K
HOLI
2732
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$582K ﹤0.01%
33,511
-4,049
-11% -$74.3K
TIER
2733
DELISTED
TIER REIT, Inc.
TIER
$580K ﹤0.01%
37,826
+23,136
+157% +$345K
LGF
2734
DELISTED
Lions Gate Entertainment
LGF
$579K ﹤0.01%
28,639
-24,882
-46% -$522K
HLIO icon
2735
Helios Technologies
HLIO
$2.64B
$577K ﹤0.01%
19,437
+1,109
+6% +$35.1K
FNLC icon
2736
First Bancorp
FNLC
$394M
$575K ﹤0.01%
26,676
-2,763
-9% -$55.2K
EXAS
2737
DELISTED
Exact Sciences
EXAS
$574K ﹤0.01%
46,840
+29,754
+174% +$224K
IVW icon
2738
iShares S&P 500 Growth ETF
IVW
$72.5B
$573K ﹤0.01%
19,652
-388
-2% -$11.3K
ROS
2739
DELISTED
ROSTELEKOM
ROS
$573K ﹤0.01%
68,024
– –
FOE
2740
DELISTED
Ferro Corporation
FOE
$571K ﹤0.01%
42,671
+1,420
+3% +$18.8K
CDZI icon
2741
Cadiz
CDZI
$266M
$568K ﹤0.01%
96,700
– –
VICR icon
2742
Vicor
VICR
$9.62B
$568K ﹤0.01%
56,448
+101
+0.2% +$1K
LAYN
2743
DELISTED
Layne Christensen Co
LAYN
$567K ﹤0.01%
70,060
-10,985
-14% -$89.4K
HAYN
2744
DELISTED
Haynes International, Inc.
HAYN
$564K ﹤0.01%
17,588
-4,089
-19% -$133K
ORA icon
2745
Ormat Technologies
ORA
$6.11B
$563K ﹤0.01%
12,857
+301
+2% +$12.9K
AFSD
2746
DELISTED
AFLAC Inc
AFSD
$563K ﹤0.01%
21,117
-533
-2% -$14K
TMH
2747
DELISTED
Team Health Holdings Inc
TMH
$560K ﹤0.01%
13,775
-31,544
-70% -$1.38M
BBRG
2748
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$559K ﹤0.01%
68,209
-12,187
-15% -$91.9K
SNHNI
2749
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$558K ﹤0.01%
21,860
-564
-3% -$14.3K
LKFN icon
2750
Lakeland Financial Corp
LKFN
$1.52B
$556K ﹤0.01%
17,747
+2,123
+14% +$66.7K
108 109
110
111 112

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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.