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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
SUBC
2851
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$460K ﹤0.01%
46,910
-1,836
-4% -$18K
QSR icon
2852
Restaurant Brands International
QSR
$25.1B
$459K ﹤0.01%
11,023
-26,583
-71% -$1.1M
PSB.PRT.CL
2853
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$459K ﹤0.01%
17,605
-491
-3% -$12.8K
KIM.PRI.CL
2854
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$455K ﹤0.01%
17,531
-522
-3% -$13.7K
SCHW.PRB.CL
2855
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$454K ﹤0.01%
16,891
-426
-2% -$11.3K
TRUP icon
2856
Trupanion
TRUP
$1.05B
$452K ﹤0.01%
34,116
-15,427
-31% -$201K
O.PRF.CL
2857
DELISTED
Realty Income Corporation
O.PRF.CL
$451K ﹤0.01%
17,183
-513
-3% -$13.4K
RESI
2858
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$451K ﹤0.01%
49,051
-7,359
-13% -$77.8K
SHOS
2859
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$450K ﹤0.01%
66,828
+8,198
+14% +$51.2K
RT
2860
DELISTED
Ruby Tuesday Georgia
RT
$448K ﹤0.01%
124,089
-2,303
-2% -$9.74K
MLAB icon
2861
Mesa Laboratories
MLAB
$539M
$447K ﹤0.01%
3,631
-18
-0.5% -$1.94K
GBLI icon
2862
Global Indemnity Group
GBLI
$394M
$443K ﹤0.01%
16,094
-372
-2% -$11.3K
ESGR
2863
DELISTED
Enstar Group
ESGR
$442K ﹤0.01%
2,730
+109
+4% +$17.2K
HAFC icon
2864
Hanmi Financial
HAFC
$943M
$439K ﹤0.01%
18,685
-9,686
-34% -$222K
YRD
2865
Yiren Digital
YRD
$103M
$439K ﹤0.01%
+31,608
New +$404K
BBW icon
2866
Build-A-Bear
BBW
$423M
$438K ﹤0.01%
32,617
-21,801
-40% -$291K
PKOH icon
2867
Park-Ohio Holdings
PKOH
$554M
$437K ﹤0.01%
15,435
-4,089
-21% -$132K
CERS icon
2868
Cerus
CERS
$587M
$436K ﹤0.01%
69,943
+19,541
+39% +$116K
ESLT icon
2869
Elbit Systems
ESLT
$38.4B
$436K ﹤0.01%
4,795
-508
-10% -$48.4K
LADR
2870
Ladder Capital
LADR
$1.25B
$436K ﹤0.01%
36,040
+7,783
+28% +$93.5K
ADAM
2871
Adamas Trust
ADAM
$777M
$433K ﹤0.01%
17,757
+2,472
+16% +$55.2K
SAAS
2872
DELISTED
inContact, Inc.
SAAS
$430K ﹤0.01%
31,046
-4,949
-14% -$57K
PJH
2873
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$429K ﹤0.01%
15,972
-431
-3% -$11.4K
MR
2874
DELISTED
Montage Resources Corporation Common Stock
MR
$428K ﹤0.01%
8,537
+3,917
+85% +$161K
CDI
2875
DELISTED
CDI Corp.
CDI
$427K ﹤0.01%
69,971
-5,293
-7% -$34K
113 114
115
116 117

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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.