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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
MODN
3001
DELISTED
MODEL N, INC.
MODN
$321K ﹤0.01%
24,044
-128
-0.5% -$1.5K
TBPH icon
3002
Theravance Biopharma
TBPH
$874M
$320K ﹤0.01%
14,102
+3,314
+31% +$71.6K
CSFL
3003
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$320K ﹤0.01%
20,317
+2,337
+13% +$36.4K
VNO.PRK
3004
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$318K ﹤0.01%
12,227
-353
-3% -$9.12K
IOVA icon
3005
Iovance Biotherapeutics
IOVA
$2.23B
$315K ﹤0.01%
38,869
+24,092
+163% +$151K
MPG
3006
DELISTED
Metaldyne Performance Group Inc.
MPG
$315K ﹤0.01%
22,919
+538
+2% +$8.48K
LMAT icon
3007
LeMaitre Vascular
LMAT
$2.18B
$312K ﹤0.01%
21,870
-15,987
-42% -$244K
GNRT
3008
DELISTED
Gener8 Maritime, Inc.
GNRT
$312K ﹤0.01%
+48,758
New +$346K
SGNT
3009
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$312K ﹤0.01%
20,796
+413
+2% +$5.31K
AXS.PRD.CL
3010
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$309K ﹤0.01%
11,683
-316
-3% -$8.15K
GNBC
3011
DELISTED
Green Bancorp, Inc
GNBC
$309K ﹤0.01%
35,493
+12,768
+56% +$103K
AFGE.CL
3012
DELISTED
American Financial Group, Inc 6 % Subordinated Debentures due 2054 Called for Redemption
AFGE.CL
$307K ﹤0.01%
11,407
-296
-3% -$7.94K
SEAC
3013
DELISTED
Seachange International Inc
SEAC
$306K ﹤0.01%
4,798
-1,092
-19% -$80.5K
FC icon
3014
Franklin Covey
FC
$233M
$305K ﹤0.01%
19,897
-5,091
-20% -$78.7K
AMJ
3015
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$305K ﹤0.01%
9,584
-3,877
-29% -$115K
AXDX
3016
DELISTED
Accelerate Diagnostics
AXDX
$303K ﹤0.01%
2,103
-20
-0.9% -$2.68K
MGR.CL
3017
DELISTED
Affiliated Managers Group Inc
MGR.CL
$303K ﹤0.01%
11,343
-327
-3% -$8.58K
PFF icon
3018
iShares Preferred and Income Securities ETF
PFF
$13.2B
$302K ﹤0.01%
7,566
-2,532
-25% -$99.2K
NVDQ
3019
DELISTED
Novadaq Technologies Inc.
NVDQ
$300K ﹤0.01%
30,454
-12,582
-29% -$134K
XLRN
3020
DELISTED
Acceleron Pharma
XLRN
$299K ﹤0.01%
8,797
+90
+1% +$2.93K
DLTH icon
3021
Duluth Holdings
DLTH
$160M
$298K ﹤0.01%
+12,167
New +$286K
WING icon
3022
Wingstop
WING
$3.68B
$298K ﹤0.01%
+10,924
New +$284K
CTX.CL
3023
DELISTED
Qwest Corporation
CTX.CL
$298K ﹤0.01%
11,458
-370
-3% -$9.54K
REG.PRF.CL
3024
DELISTED
Regency Centers Corporation
REG.PRF.CL
$297K ﹤0.01%
11,429
-378
-3% -$9.93K
GIFI
3025
DELISTED
Gulf Island Fabrication
GIFI
$296K ﹤0.01%
42,685
+553
+1% +$3.96K
119 120
121
122 123

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MCM
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PSUF
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SCC
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BAM
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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.