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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
SAGE
2776
DELISTED
Sage Therapeutics
SAGE
$533K ﹤0.01%
17,686
-3,857
-18% -$129K
BMTC
2777
DELISTED
Bryn Mawr Bank Corp
BMTC
$533K ﹤0.01%
18,249
+129
+0.7% +$3.62K
BWG
2778
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$531K ﹤0.01%
40,973
-59,037
-59% -$737K
IMPV
2779
DELISTED
Imperva, Inc.
IMPV
$530K ﹤0.01%
12,314
-12,997
-51% -$545K
ARAV
2780
DELISTED
Aravive, Inc. Common Stock
ARAV
$528K ﹤0.01%
7,955
+744
+10% +$42.3K
PNK
2781
DELISTED
Pinnacle Entertainment Inc.
PNK
$527K ﹤0.01%
47,579
-15,277
-24% -$295K
XCO
2782
DELISTED
Exco Resources
XCO
$526K ﹤0.01%
26,979
+42
+0.2% +$730
LMOS
2783
DELISTED
Lumos Networks Corp
LMOS
$523K ﹤0.01%
43,251
-22,145
-34% -$274K
CCRN
2784
DELISTED
Cross Country Healthcare
CCRN
$522K ﹤0.01%
37,495
-66,332
-64% -$879K
AIMT
2785
DELISTED
Aimmune Therapeutics
AIMT
$522K ﹤0.01%
48,270
+9,156
+23% +$124K
YELL
2786
DELISTED
Yellow Corporation Common Stock
YELL
$522K ﹤0.01%
59,275
+3,594
+6% +$32.1K
PSA.PRT.CL
2787
DELISTED
Public Storage
PSA.PRT.CL
$522K ﹤0.01%
19,768
-624
-3% -$16.4K
ASPS icon
2788
Altisource Portfolio Solutions
ASPS
$65.4M
$521K ﹤0.01%
2,337
+1,015
+77% +$225K
HZO icon
2789
MarineMax
HZO
$800M
$521K ﹤0.01%
30,683
-15,937
-34% -$278K
IWV icon
2790
iShares Russell 3000 ETF
IWV
$19.5B
$521K ﹤0.01%
4,197
-56,428
-93% -$6.9M
AAIC
2791
DELISTED
Arlington Asset Investment Corp.
AAIC
$521K ﹤0.01%
40,064
+7,626
+24% +$98.6K
MNTA
2792
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$521K ﹤0.01%
48,204
+16,130
+50% +$166K
JPM.PRE.CL
2793
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$521K ﹤0.01%
19,139
-495
-3% -$13.2K
IJR icon
2794
iShares Core S&P Small-Cap ETF
IJR
$109B
$520K ﹤0.01%
8,946
-1,432
-14% -$81.6K
DBVT
2795
DBV Technologies
DBVT
$807M
$516K ﹤0.01%
1,582
-1,610
-50% -$522K
BFIN
2796
DELISTED
BankFinancial
BFIN
$515K ﹤0.01%
42,925
-3,428
-7% -$42.1K
TMHC icon
2797
Taylor Morrison
TMHC
$6.67B
$515K ﹤0.01%
34,691
-2,110
-6% -$31K
USAK
2798
DELISTED
USA Truck Inc
USAK
$515K ﹤0.01%
29,403
-1,261
-4% -$23.5K
NS
2799
DELISTED
NuStar Energy L.P.
NS
$514K ﹤0.01%
10,312
-544
-5% -$26K
HRTG icon
2800
Heritage Insurance Holdings
HRTG
$842M
$510K ﹤0.01%
42,646
-755
-2% -$10.1K
110 111
112
113 114

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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.