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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
EJ
3101
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$243K ﹤0.01%
37,549
-754
-2% -$4.87K
EGO icon
3102
Eldorado Gold
EGO
$8.31B
$242K ﹤0.01%
10,778
-169
-2% -$3.5K
PROV icon
3103
Provident Financial
PROV
$108M
$241K ﹤0.01%
+13,167
New +$234K
ZNH
3104
DELISTED
China Southern Airlines Company Limited
ZNH
$241K ﹤0.01%
8,457
-1,129
-12% -$34.7K
TVPT
3105
DELISTED
Travelport Worldwide Limited
TVPT
$240K ﹤0.01%
18,634
-433
-2% -$5.82K
FFNW
3106
DELISTED
First Financial Northwest, Inc
FFNW
$238K ﹤0.01%
17,924
+3,888
+28% +$51.8K
AIQ
3107
DELISTED
Alliance Healthcare Services
AIQ
$237K ﹤0.01%
38,005
-4,878
-11% -$33.5K
BAC.PRA
3108
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1,000 th interest in a share of
BAC.PRA
$235K ﹤0.01%
+9,024
New +$231K
UFI icon
3109
UNIFI
UFI
$117M
$234K ﹤0.01%
+8,603
New +$216K
DLR.PRF.CL
3110
DELISTED
Digital Realty Trust Inc
DLR.PRF.CL
$232K ﹤0.01%
8,781
-259
-3% -$6.84K
ELJ
3111
DELISTED
ENTERGY LOUISIANA, LLC First Mortgage Bonds, 5.25% Series due July 1, 2052,
ELJ
$232K ﹤0.01%
+9,049
New +$230K
WRB.PRC
3112
DELISTED
W.R. Berkley Corporation 5.900% Subordinated Debentures due 2056
WRB.PRC
$231K ﹤0.01%
+8,978
New +$229K
HTHT icon
3113
Huazhu Hotels Group
HTHT
$12.4B
$230K ﹤0.01%
25,256
-4,156
-14% -$36.6K
SNDX icon
3114
Syndax Pharmaceuticals
SNDX
$1.84B
$229K ﹤0.01%
+23,293
New +$319K
ACET
3115
DELISTED
Aceto Corp
ACET
$229K ﹤0.01%
10,481
+473
+5% +$10.6K
FSV icon
3116
FirstService
FSV
$6.32B
$227K ﹤0.01%
+4,948
New +$222K
SPNT icon
3117
SiriusPoint
SPNT
$2.98B
$226K ﹤0.01%
19,314
+1,993
+12% +$22.6K
LQD icon
3118
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$225K ﹤0.01%
1,837
+4
+0.2% +$480
CTRL
3119
DELISTED
Control4 Corporation
CTRL
$224K ﹤0.01%
27,432
+323
+1% +$2.5K
KTWO
3120
DELISTED
K2M Group Holdings, Inc
KTWO
$224K ﹤0.01%
14,407
-121,588
-89% -$1.71M
KIM.PRJ.CL
3121
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
$222K ﹤0.01%
8,572
-247
-3% -$6.33K
PSA.PRZ.CL
3122
DELISTED
Public Storage
PSA.PRZ.CL
$222K ﹤0.01%
7,864
-214
-3% -$5.94K
TFIN icon
3123
Triumph Financial Inc
TFIN
$1.84B
$221K ﹤0.01%
13,823
+3,697
+37% +$58.7K
RPT
3124
Rithm Property Trust
RPT
$90.5M
$221K ﹤0.01%
2,753
+429
+18% +$33.2K
ERUS
3125
DELISTED
iShares MSCI Russia ETF
ERUS
$221K ﹤0.01%
+8,261
New +$220K
123 124
125
126 127

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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.