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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
BHBK
3076
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$258K ﹤0.01%
17,495
+502
+3% +$7.19K
SGBK
3077
DELISTED
Stonegate Bank
SGBK
$258K ﹤0.01%
8,005
+197
+3% +$6.13K
HMHC
3078
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$257K ﹤0.01%
16,474
-156
-0.9% -$2.83K
BWX icon
3079
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
$256K ﹤0.01%
8,944
+80
+0.9% +$2.24K
TTGT icon
3080
TechTarget
TTGT
$246M
$256K ﹤0.01%
31,636
-10,214
-24% -$80.2K
ACHN
3081
DELISTED
Achillion Pharmaceuticals
ACHN
$256K ﹤0.01%
32,787
+937
+3% +$8.04K
AMRI
3082
DELISTED
Albany Molecular Research Inc
AMRI
$256K ﹤0.01%
19,083
-689
-3% -$10.1K
TESS
3083
DELISTED
Tessco Technologies Inc
TESS
$255K ﹤0.01%
18,394
– –
BBBY
3084
Bed Bath & Beyond
BBBY
$473M
$253K ﹤0.01%
20,871
-711
-3% -$8.47K
HSTM icon
3085
HealthStream
HSTM
$793M
$253K ﹤0.01%
+9,532
New +$224K
SGYP
3086
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$253K ﹤0.01%
66,568
+37,750
+131% +$128K
ADUS icon
3087
Addus HomeCare
ADUS
$2.14B
$252K ﹤0.01%
14,476
-4,931
-25% -$93.8K
BSRR icon
3088
Sierra Bancorp
BSRR
$548M
$251K ﹤0.01%
15,056
-3,864
-20% -$67.1K
MFIC icon
3089
MidCap Financial Investment
MFIC
$784M
$251K ﹤0.01%
15,103
+1
+0% +$17
ACTA
3090
DELISTED
Actua Corp
ACTA
$251K ﹤0.01%
27,749
+1,511
+6% +$14.2K
HFWA icon
3091
Heritage Financial
HFWA
$1.24B
$250K ﹤0.01%
+14,240
New +$252K
EZT
3092
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
$249K ﹤0.01%
9,290
-252
-3% -$6.8K
DRYS
3093
DELISTED
DryShips Inc. Common Stock
DRYS
$249K ﹤0.01%
1
– –
NMBL
3094
DELISTED
Nimble Storage, Inc.
NMBL
$248K ﹤0.01%
31,215
+9,693
+45% +$75.5K
PACD
3095
DELISTED
Pacific Drilling S A
PACD
$248K ﹤0.01%
34,287
+5,908
+21% +$34.2K
HNRG icon
3096
Hallador Energy
HNRG
$718M
$246K ﹤0.01%
53,168
-7,346
-12% -$33.2K
CNR
3097
DELISTED
Cornerstone Building Brands, Inc.
CNR
$246K ﹤0.01%
15,363
+291
+2% +$4.47K
BKLN icon
3098
Invesco Senior Loan ETF
BKLN
$7.1B
$245K ﹤0.01%
10,646
-51
-0.5% -$1.17K
FXCB
3099
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$245K ﹤0.01%
12,052
+453
+4% +$9K
EGIO
3100
DELISTED
Edgio, Inc. Common Stock
EGIO
$244K ﹤0.01%
4,087
-982
-19% -$59.5K
122 123
124
125 126

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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.