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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
C.PRC.CL
2501
DELISTED
Citigroup Inc.
C.PRC.CL
$966K ﹤0.01%
36,652
-1,082
-3% -$28.1K
WEB
2502
DELISTED
Web.com Group, Inc.
WEB
$965K ﹤0.01%
53,058
-13,565
-20% -$247K
HCOM
2503
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$961K ﹤0.01%
45,362
-4,332
-9% -$94.7K
AGIO icon
2504
Agios Pharmaceuticals
AGIO
$2.16B
$960K ﹤0.01%
22,915
+6,354
+38% +$314K
BSV icon
2505
Vanguard Short-Term Bond ETF
BSV
$44.6B
$960K ﹤0.01%
11,847
-868
-7% -$70K
LOCO icon
2506
El Pollo Loco
LOCO
$485M
$960K ﹤0.01%
73,808
-14,388
-16% -$178K
PFC
2507
DELISTED
Premier Financial Corp. Common Stock
PFC
$959K ﹤0.01%
49,348
-284
-0.6% -$5.59K
ITCI
2508
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$956K ﹤0.01%
24,633
+14,870
+152% +$534K
IRS
2509
IRSA Inversiones y Representaciones
IRS
$1.26B
$953K ﹤0.01%
58,860
– –
KITE
2510
DELISTED
Kite Pharma, Inc.
KITE
$953K ﹤0.01%
19,055
+2,581
+16% +$127K
GSBC icon
2511
Great Southern Bancorp
GSBC
$863M
$951K ﹤0.01%
25,734
+925
+4% +$35.4K
TGS icon
2512
Transportadora de Gas del Sur
TGS
$4.59B
$951K ﹤0.01%
146,273
-792
-0.5% -$4.91K
MEG
2513
DELISTED
Media General, Inc
MEG
$950K ﹤0.01%
55,293
+10,360
+23% +$179K
AEM icon
2514
Agnico Eagle Mines
AEM
$72.6B
$949K ﹤0.01%
17,739
-3,344
-16% -$152K
CLMS
2515
DELISTED
Calamos Asset Management, Inc.
CLMS
$947K ﹤0.01%
129,585
+3,344
+3% +$26.5K
GEK.CL
2516
DELISTED
General Electric Capital Corp.
GEK.CL
$940K ﹤0.01%
35,457
-984
-3% -$25.7K
FBC
2517
DELISTED
Flagstar Bancorp, Inc. New
FBC
$940K ﹤0.01%
38,513
+3,854
+11% +$89.2K
RDUS
2518
DELISTED
Radius Health, Inc.
RDUS
$937K ﹤0.01%
25,491
+787
+3% +$27.8K
FOR icon
2519
Forestar Group
FOR
$1.44B
$935K ﹤0.01%
78,647
-18,735
-19% -$235K
BANF icon
2520
BancFirst
BANF
$3.92B
$933K ﹤0.01%
30,944
+190
+0.6% +$5.75K
VCO
2521
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$933K ﹤0.01%
29,356
-282
-1% -$9.38K
LYTS icon
2522
LSI Industries
LYTS
$853M
$929K ﹤0.01%
83,896
-2,695
-3% -$32K
LQ
2523
DELISTED
La Quinta Holdings Inc.
LQ
$927K ﹤0.01%
81,342
+18,868
+30% +$225K
AMPH icon
2524
Amphastar Pharmaceuticals
AMPH
$825M
$924K ﹤0.01%
57,345
+10,576
+23% +$149K
PPBI
2525
DELISTED
Pacific Premier Bancorp
PPBI
$923K ﹤0.01%
38,448
+815
+2% +$18.9K
99 100
101
102 103

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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.