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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
ESIO
2951
DELISTED
Electro Scientific Industries
ESIO
$367K ﹤0.01%
62,875
-25,017
-28% -$171K
EXTN
2952
DELISTED
Exterran Corporation
EXTN
$362K ﹤0.01%
28,175
-17,236
-38% -$238K
DEL
2953
DELISTED
Deltic Timber
DEL
$362K ﹤0.01%
5,386
+837
+18% +$53.1K
MBVT
2954
DELISTED
Merchants Bancshares Inc
MBVT
$360K ﹤0.01%
11,812
+419
+4% +$12.5K
PHIIK
2955
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$359K ﹤0.01%
20,054
-863
-4% -$16.4K
PFSW
2956
DELISTED
PFSweb, Inc.
PFSW
$359K ﹤0.01%
37,806
-215
-0.6% -$2.76K
LIOX
2957
DELISTED
Lionbridge Technologies
LIOX
$358K ﹤0.01%
90,530
-21,909
-19% -$98.5K
TCF.PRB.CL
2958
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$358K ﹤0.01%
13,564
-392
-3% -$10.4K
ENTA icon
2959
Enanta Pharmaceuticals
ENTA
$372M
$357K ﹤0.01%
16,174
-6,705
-29% -$176K
VOE icon
2960
Vanguard Mid-Cap Value ETF
VOE
$23.7B
$356K ﹤0.01%
4,000
– –
ABCB icon
2961
Ameris Bancorp
ABCB
$5.89B
$355K ﹤0.01%
11,969
+1,351
+13% +$41.3K
GABC icon
2962
German American Bancorp
GABC
$1.82B
$355K ﹤0.01%
16,674
+97
+0.6% +$2.09K
PAHC icon
2963
Phibro Animal Health
PAHC
$1.38B
$355K ﹤0.01%
19,003
-808
-4% -$16.9K
ATRA icon
2964
Atara Biotherapeutics
ATRA
$71.2M
$354K ﹤0.01%
+629
New +$302K
GDDY icon
2965
GoDaddy
GDDY
$12.3B
$353K ﹤0.01%
11,316
-12,327
-52% -$386K
ALR
2966
DELISTED
AlerisLife Inc
ALR
$348K ﹤0.01%
14,891
-46
-0.3% -$992
IIIN icon
2967
Insteel Industries
IIIN
$633M
$347K ﹤0.01%
12,152
+521
+4% +$14.7K
DXB.CL
2968
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$346K ﹤0.01%
13,969
-10,249
-42% -$254K
AEK.CL
2969
DELISTED
Aegon NV
AEK.CL
$346K ﹤0.01%
12,456
-388
-3% -$10.6K
HPTRP
2970
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$346K ﹤0.01%
13,444
-391
-3% -$10.3K
JMBA
2971
DELISTED
Jamba, Inc.
JMBA
$346K ﹤0.01%
33,645
-11,228
-25% -$132K
ADPT
2972
DELISTED
Adeptus Health Inc
ADPT
$344K ﹤0.01%
6,657
+671
+11% +$40.2K
IIP
2973
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$344K ﹤0.01%
167,118
-422
-0.3% -$869
UBNK
2974
DELISTED
United Financial Bancorp, Inc.
UBNK
$342K ﹤0.01%
26,315
+3,258
+14% +$42.3K
CSII
2975
DELISTED
Cardiovascular Systems, Inc.
CSII
$341K ﹤0.01%
18,542
-7,872
-30% -$123K
117 118
119
120 121

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MCM
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PSUF
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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.