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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
CVT
2876
DELISTED
CVENT, INC.
CVT
$425K ﹤0.01%
11,893
+1,778
+18% +$59K
ESPR
2877
DELISTED
Esperion Therapeutics
ESPR
$424K ﹤0.01%
42,903
+32,566
+315% +$540K
NEE.PRI
2878
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$424K ﹤0.01%
16,140
-419
-3% -$10.7K
BAK icon
2879
Braskem
BAK
$980M
$423K ﹤0.01%
35,686
-564
-2% -$7.02K
BUFF
2880
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$423K ﹤0.01%
18,116
+763
+4% +$19K
MDLY
2881
DELISTED
Medley Management Inc
MDLY
$421K ﹤0.01%
7,165
+257
+4% +$15.7K
CHMI
2882
Cherry Hill Mortgage Investment Corp
CHMI
$83M
$420K ﹤0.01%
26,961
+11,502
+74% +$172K
DERM
2883
DELISTED
Dermira, Inc.
DERM
$420K ﹤0.01%
+14,348
New +$396K
ITCL
2884
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$419K ﹤0.01%
+32,806
New +$415K
BMI icon
2885
Badger Meter
BMI
$3.66B
$418K ﹤0.01%
11,458
+986
+9% +$35.3K
MLR icon
2886
Miller Industries
MLR
$586M
$416K ﹤0.01%
20,202
-3,144
-13% -$66.4K
NEWR
2887
DELISTED
New Relic, Inc.
NEWR
$416K ﹤0.01%
14,155
+176
+1% +$4.83K
JONE
2888
DELISTED
Jones Energy, Inc.
JONE
$415K ﹤0.01%
5,471
+696
+15% +$52.7K
KIM.PRK.CL
2889
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$414K ﹤0.01%
15,991
-390
-2% -$10K
HNP
2890
DELISTED
Huaneng Power Intl, Inc.
HNP
$413K ﹤0.01%
16,524
-112,678
-87% -$3.28M
TA
2891
DELISTED
TravelCenters of America LLC
TA
$412K ﹤0.01%
10,089
+1,471
+17% +$53.6K
PSV
2892
DELISTED
Hermitage Offshore Services Ltd.
PSV
$412K ﹤0.01%
8,743
-479
-5% -$23.6K
EWZ icon
2893
iShares MSCI Brazil ETF
EWZ
$9.05B
$411K ﹤0.01%
+13,625
New +$376K
FLIC
2894
DELISTED
First of Long Island Corp
FLIC
$411K ﹤0.01%
21,527
+813
+4% +$16.1K
OSUR icon
2895
OraSure Technologies
OSUR
$273M
$411K ﹤0.01%
69,480
-55,271
-44% -$393K
HZN
2896
DELISTED
Horizon Global Corporation
HZN
$411K ﹤0.01%
36,217
+1,901
+6% +$22.7K
CVGI icon
2897
Commercial Vehicle Group
CVGI
$157M
$410K ﹤0.01%
78,827
-187
-0.2% -$636
VATE icon
2898
INNOVATE Corp
VATE
$114M
$408K ﹤0.01%
9,486
+248
+3% +$10K
SCTY
2899
DELISTED
SolarCity Corporation
SCTY
$408K ﹤0.01%
17,060
+1,428
+9% +$35.2K
MBB icon
2900
iShares MBS ETF
MBB
$39B
$407K ﹤0.01%
3,701
– –
114 115
116
117 118

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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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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.