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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
ONIT
3251
Onity Group
ONIT
$333M
$100K ﹤0.01%
3,914
+1,165
+42% +$36K
KOPN icon
3252
Kopin
KOPN
$663M
$99K ﹤0.01%
44,817
+30,254
+208% +$58.4K
RMTI icon
3253
Rockwell Medical
RMTI
$26.2M
$97K ﹤0.01%
116
-11
-9% -$10.2K
CETV
3254
DELISTED
Central European Media Enterprises Ltd
CETV
$94K ﹤0.01%
44,462
+7,074
+19% +$17.6K
HEOP
3255
DELISTED
Heritage Oaks Bancorp
HEOP
$94K ﹤0.01%
11,866
-46
-0.4% -$367
I
3256
DELISTED
INTELSAT S. A.
I
$93K ﹤0.01%
35,900
+6,673
+23% +$21K
PDS
3257
Precision Drilling
PDS
$1.09B
$92K ﹤0.01%
870
+74
+9% +$7.01K
GLUU
3258
DELISTED
Glu Mobile Inc.
GLUU
$92K ﹤0.01%
41,976
-28,050
-40% -$70.6K
CLD
3259
DELISTED
Cloud Peak Energy Inc
CLD
$92K ﹤0.01%
44,802
+15,525
+53% +$31.7K
ADVM
3260
DELISTED
Adverum Biotechnologies
ADVM
$91K ﹤0.01%
2,895
+602
+26% +$27.2K
CO
3261
DELISTED
Global Cord Blood Corporation
CO
$91K ﹤0.01%
15,890
-294
-2% -$1.79K
TTOO
3262
DELISTED
T2 Biosystems, Inc
TTOO
$89K ﹤0.01%
2
-1
-33% -$45.1K
AMBR
3263
DELISTED
Amber Road Inc
AMBR
$89K ﹤0.01%
11,560
+468
+4% +$2.73K
NL icon
3264
NLI Holdings
NL
$284M
$88K ﹤0.01%
34,422
+948
+3% +$2.7K
SIM icon
3265
Grupo SIMEC
SIM
$4.07B
$88K ﹤0.01%
11,701
-2,493
-18% -$21.5K
BV
3266
DELISTED
Bazaarvoice, Inc.
BV
$88K ﹤0.01%
21,878
+2,506
+13% +$8.79K
TSQ icon
3267
Townsquare Media
TSQ
$113M
$86K ﹤0.01%
+10,888
New +$104K
HOV icon
3268
Hovnanian Enterprises
HOV
$785M
$85K ﹤0.01%
2,026
-1,362
-40% -$56.5K
PSG
3269
DELISTED
Performance Sports Group Ltd.
PSG
$85K ﹤0.01%
+28,227
New +$93.4K
SHYF
3270
DELISTED
The Shyft Group
SHYF
$83K ﹤0.01%
13,181
+279
+2% +$1.55K
COOP
3271
DELISTED
Mr. Cooper
COOP
$82K ﹤0.01%
3,076
+50
+2% +$1.37K
CNTY icon
3272
Century Casinos
CNTY
$32.9M
$81K ﹤0.01%
13,073
+375
+3% +$2.24K
WNEB icon
3273
Western New England Bancorp
WNEB
$287M
$81K ﹤0.01%
10,553
+452
+4% +$3.46K
IMUX icon
3274
Immunic
IMUX
$182M
$78K ﹤0.01%
32
-6
-16% -$19.7K
CNH
3275
CNH Industrial
CNH
$13.8B
$75K ﹤0.01%
+12,091
New +$74.5K
129 130
131
132 133

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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.