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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
ENO
2626
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$92M
$761K ﹤0.01%
28,343
+1,919
+7% +$50.1K
PGEM
2627
DELISTED
Ply Gem Holdings, Inc.
PGEM
$759K ﹤0.01%
52,105
+376
+0.7% +$5.5K
DCO icon
2628
Ducommun
DCO
$2.68B
$755K ﹤0.01%
38,166
-4,678
-11% -$79.7K
DSPG
2629
DELISTED
DSP Group Inc
DSPG
$755K ﹤0.01%
71,147
-4,393
-6% -$42.6K
RSE
2630
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$755K ﹤0.01%
41,365
-1,580
-4% -$28.9K
COBZ
2631
DELISTED
CoBiz Financial,Inc
COBZ
$754K ﹤0.01%
64,470
+2,304
+4% +$27.7K
CSTM icon
2632
Constellium
CSTM
$3.96B
$752K ﹤0.01%
160,420
-15,564
-9% -$79.9K
EWA icon
2633
iShares MSCI Australia ETF
EWA
$1.34B
$751K ﹤0.01%
38,599
+18,056
+88% +$352K
ZAGG
2634
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$749K ﹤0.01%
142,600
+41,359
+41% +$271K
PRH
2635
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$746K ﹤0.01%
27,994
-858
-3% -$22.7K
FWONA icon
2636
Liberty Media Series A
FWONA
$22.3B
$745K ﹤0.01%
40,632
-247,448
-86% -$4.82M
SPWH icon
2637
Sportsman's Warehouse
SPWH
$43.7M
$744K ﹤0.01%
92,295
-11,989
-11% -$120K
STT.PRD
2638
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$743K ﹤0.01%
26,348
-776
-3% -$21.4K
STN icon
2639
Stantec
STN
$7.69B
$737K ﹤0.01%
30,431
-1,886
-6% -$47.9K
ISG.CL
2640
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$733K ﹤0.01%
28,462
-870
-3% -$22.3K
SPNC
2641
DELISTED
Spectranetics Corp
SPNC
$733K ﹤0.01%
39,185
-14,378
-27% -$253K
CCJ icon
2642
Cameco
CCJ
$38.3B
$731K ﹤0.01%
66,677
-41,395
-38% -$491K
IRBT
2643
DELISTED
iRobot
IRBT
$731K ﹤0.01%
20,840
+6,011
+41% +$221K
CZR icon
2644
Caesars Entertainment
CZR
$6.1B
$730K ﹤0.01%
48,032
+4,973
+12% +$68K
CIVI
2645
DELISTED
Civitas Resources
CIVI
$729K ﹤0.01%
3,252
-51
-2% -$15.3K
ACH
2646
DELISTED
Alum Corp of China Ltd
ACH
$729K ﹤0.01%
93,404
-11,345
-11% -$90.3K
TXMD icon
2647
TherapeuticsMD
TXMD
$23.8M
$727K ﹤0.01%
1,710
-181
-10% -$74.6K
LGIH icon
2648
LGI Homes
LGIH
$1.4B
$725K ﹤0.01%
22,690
-1,254
-5% -$34.7K
GS.PRK
2649
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$723K ﹤0.01%
25,931
-812
-3% -$22.5K
CHUY
2650
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$721K ﹤0.01%
20,831
-26,500
-56% -$861K
104 105
106
107 108

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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.