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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
NOAH
3026
Noah Holdings
NOAH
$588M
$295K ﹤0.01%
12,234
-17,547
-59% -$432K
PSB.PRU.CL
3027
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$293K ﹤0.01%
11,353
-294
-3% -$7.54K
HALO icon
3028
Halozyme
HALO
$9.72B
$291K ﹤0.01%
33,732
+2,250
+7% +$22.2K
DEST
3029
DELISTED
Destination Maternity Corporation
DEST
$290K ﹤0.01%
49,323
+2,716
+6% +$17.7K
CTY
3030
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$290K ﹤0.01%
11,353
-299
-3% -$7.44K
PEBO icon
3031
Peoples Bancorp
PEBO
$1.45B
$288K ﹤0.01%
13,215
+733
+6% +$15.4K
RIGL icon
3032
Rigel Pharmaceuticals
RIGL
$680M
$288K ﹤0.01%
12,907
+330
+3% +$8.21K
PSB.PRS.CL
3033
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$288K ﹤0.01%
11,168
-348
-3% -$9.01K
RVNC
3034
DELISTED
Revance Therapeutics, Inc.
RVNC
$287K ﹤0.01%
21,068
-1,856
-8% -$32.8K
CEMP
3035
DELISTED
Cempra, Inc.
CEMP
$287K ﹤0.01%
17,390
-3,231
-16% -$57K
PCW
3036
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$286K ﹤0.01%
42,079
-1,184
-3% -$8.05K
AP icon
3037
Ampco-Pittsburgh
AP
$167M
$285K ﹤0.01%
25,184
-5,496
-18% -$84.1K
BNCN
3038
DELISTED
BNC Bancorp
BNCN
$285K ﹤0.01%
12,547
+1,380
+12% +$31.1K
JOYY
3039
JOYY Inc
JOYY
$3.73B
$284K ﹤0.01%
8,396
-6,669
-44% -$333K
SDY icon
3040
State Street SPDR S&P Dividend ETF
SDY
$21.9B
$283K ﹤0.01%
3,370
-600
-15% -$48.8K
HIMX
3041
Himax Technologies
HIMX
$2.2B
$282K ﹤0.01%
+34,098
New +$337K
ARRY
3042
DELISTED
Array Biopharma Inc
ARRY
$282K ﹤0.01%
79,142
+11,083
+16% +$36.1K
COF.PRF
3043
DELISTED
Capital One Financial Corporation
COF.PRF
$281K ﹤0.01%
10,377
-322
-3% -$8.51K
DMRC icon
3044
Digimarc Corp
DMRC
$133M
$280K ﹤0.01%
8,766
-143
-2% -$4.09K
IJK icon
3045
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$280K ﹤0.01%
+6,620
New +$274K
SPP
3046
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$280K ﹤0.01%
63,138
– –
RJD.CL
3047
DELISTED
Raymond James Financial Inc
RJD.CL
$280K ﹤0.01%
10,615
-335
-3% -$8.85K
FENX
3048
DELISTED
Fenix Parts, Inc.
FENX
$278K ﹤0.01%
70,760
-865
-1% -$3.66K
QNST icon
3049
QuinStreet
QNST
$870M
$277K ﹤0.01%
78,104
-11,068
-12% -$37.8K
VNO.PRJ
3050
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$273K ﹤0.01%
10,398
-293
-3% -$7.56K
120 121
122
123 124

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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.