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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
CORR
2801
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$508K ﹤0.01%
17,619
+778
+5% +$18.2K
SRGA
2802
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$507K ﹤0.01%
4,703
-480
-9% -$56.2K
SFL icon
2803
SFL Corp
SFL
$1.59B
$506K ﹤0.01%
34,331
-981
-3% -$14.6K
ADXS
2804
DELISTED
Advaxis Inc
ADXS
$505K ﹤0.01%
4,162
+2,585
+164% +$331K
FORM icon
2805
FormFactor
FORM
$8.11B
$500K ﹤0.01%
55,613
-17,194
-24% -$129K
AKO.A icon
2806
Embotelladora Andina Series A
AKO.A
$498K ﹤0.01%
25,890
+150
+0.6% +$2.74K
GHDX
2807
DELISTED
Genomic Health, Inc.
GHDX
$498K ﹤0.01%
19,244
-1,724
-8% -$45.8K
SQI
2808
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
$498K ﹤0.01%
28,180
-1,413
-5% -$21.4K
MRLN
2809
DELISTED
Marlin Business Services Corp
MRLN
$496K ﹤0.01%
30,435
+391
+1% +$5.83K
SMI
2810
DELISTED
Semiconductor Manufacturing Intl
SMI
$496K ﹤0.01%
122,355
+46,281
+61% +$194K
DUKH
2811
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$495K ﹤0.01%
18,390
+1,238
+7% +$32.8K
JCAP
2812
DELISTED
Jernigan Capital, Inc.
JCAP
$493K ﹤0.01%
35,368
+13,073
+59% +$172K
CRVL icon
2813
CorVel
CRVL
$3.05B
$489K ﹤0.01%
33,975
+1,296
+4% +$19.5K
CYBR
2814
DELISTED
CyberArk
CYBR
$489K ﹤0.01%
+10,068
New +$435K
PHX
2815
DELISTED
PHX Minerals
PHX
$489K ﹤0.01%
29,338
-4,711
-14% -$79K
NRE
2816
DELISTED
NorthStar Realty Europe Corp.
NRE
$489K ﹤0.01%
52,885
-24,002
-31% -$269K
JPM.PRB.CL
2817
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$489K ﹤0.01%
17,310
-580
-3% -$16.2K
QUNR
2818
DELISTED
Qunar Cayman Islands Limited
QUNR
$489K ﹤0.01%
16,429
+2,129
+15% +$76.1K
NEE.PRH.CL
2819
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$488K ﹤0.01%
18,730
-473
-2% -$12.2K
BMCH
2820
DELISTED
BMC Stock Holdings, Inc
BMCH
$487K ﹤0.01%
27,336
+621
+2% +$11.2K
BELFB
2821
Bel Fuse Inc Class B
BELFB
$3.88B
$486K ﹤0.01%
27,311
-4,662
-15% -$78.9K
SB icon
2822
Safe Bulkers
SB
$781M
$485K ﹤0.01%
461,948
+18,803
+4% +$19.8K
COWN
2823
DELISTED
Cowen Inc. Class A Common Stock
COWN
$485K ﹤0.01%
40,988
+15
+0% +$204
JUNO
2824
DELISTED
Juno Therapeutics, Inc.
JUNO
$480K ﹤0.01%
12,485
+5,245
+72% +$218K
CHU
2825
DELISTED
China Unicom (HONG KONG) Limited
CHU
$480K ﹤0.01%
46,068
-11,159
-19% -$127K
111 112
113
114 115

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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.