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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
NIHD
2901
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$407K ﹤0.01%
+127,948
New +$537K
AXS.PRC.CL
2902
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$406K ﹤0.01%
15,485
-443
-3% -$11.7K
NEE.PRJ
2903
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$404K ﹤0.01%
15,439
-438
-3% -$11.2K
ESSA
2904
DELISTED
ESSA Bancorp
ESSA
$400K ﹤0.01%
29,848
+2,844
+11% +$38.4K
BRG
2905
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$399K ﹤0.01%
30,656
+10,937
+55% +$127K
TERP
2906
DELISTED
TerraForm Power, Inc
TERP
$399K ﹤0.01%
36,643
-10,908
-23% -$101K
FRO icon
2907
Frontline
FRO
$8.75B
$397K ﹤0.01%
+50,501
New +$415K
COB
2908
DELISTED
CommunityOne Bancorp
COB
$397K ﹤0.01%
31,395
+50
+0.2% +$659
AFGH
2909
DELISTED
American Financial Group, Inc. 6.000% Subordinated Debentures due 2055
AFGH
$395K ﹤0.01%
+14,713
New +$382K
MS.PRF icon
2910
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$394K ﹤0.01%
13,697
-383
-3% -$10.7K
IPLDP
2911
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$394K ﹤0.01%
14,421
-355
-2% -$9.4K
FRSH
2912
DELISTED
Papa Murphy's Holdings, Inc
FRSH
$394K ﹤0.01%
59,405
-2,164
-4% -$20K
CBR
2913
DELISTED
CIBER Inc.
CBR
$394K ﹤0.01%
262,665
-439,644
-63% -$749K
AGYS icon
2914
Agilysys
AGYS
$2.78B
$392K ﹤0.01%
37,483
+521
+1% +$5.62K
PSTB
2915
DELISTED
Park Sterling Corp.
PSTB
$392K ﹤0.01%
55,227
+3,191
+6% +$22.8K
GMTA
2916
DELISTED
GATX Corporation 5.625% Senior Notes 5/30/2066
GMTA
$390K ﹤0.01%
+15,513
New +$384K
GS.PRN
2917
DELISTED
Goldman Sachs Group, Inc., The Depositary Shares, Each Representing 1/1,000th Interest in a Share of
GS.PRN
$390K ﹤0.01%
+14,461
New +$382K
NEE.PRG.CL
2918
DELISTED
Nextera Energy Capital Holdings
NEE.PRG.CL
$389K ﹤0.01%
14,649
-419
-3% -$10.9K
NNN.PRD.CL
2919
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$389K ﹤0.01%
14,835
-415
-3% -$10.8K
BANR icon
2920
Banner Corp
BANR
$2.39B
$388K ﹤0.01%
9,131
+196
+2% +$8.34K
RBS.PRS.CL
2921
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$387K ﹤0.01%
15,474
-6,471
-29% -$162K
VTRB
2922
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$387K ﹤0.01%
13,979
-397
-3% -$10.4K
CMRX
2923
DELISTED
Chimerix, Inc.
CMRX
$386K ﹤0.01%
98,258
+21,561
+28% +$107K
TNAV
2924
DELISTED
Telenav Inc.
TNAV
$386K ﹤0.01%
75,770
-1,074
-1% -$5.6K
USB.PRO
2925
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$386K ﹤0.01%
14,374
-504
-3% -$13.3K
115 116
117
118 119

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.