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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
HOMB icon
1876
Home BancShares
HOMB
$6.21B
$2.54M ﹤0.01%
128,097
-44,357
-26% -$930K
DIOD icon
1877
Diodes
DIOD
$3.95B
$2.53M ﹤0.01%
134,882
+982
+0.7% +$18.6K
RDC
1878
DELISTED
Rowan Companies Plc
RDC
$2.53M ﹤0.01%
143,008
+39,234
+38% +$680K
SNP
1879
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$2.52M ﹤0.01%
35,041
+2,066
+6% +$141K
IDTI
1880
DELISTED
Integrated Device Technology I
IDTI
$2.52M ﹤0.01%
125,231
-47,933
-28% -$1.01M
PMT
1881
PennyMac Mortgage Investment
PMT
$839M
$2.52M ﹤0.01%
155,183
+21,411
+16% +$314K
CBF
1882
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$2.51M ﹤0.01%
87,139
-7,823
-8% -$237K
LBRDK icon
1883
Liberty Broadband Class C
LBRDK
$4.44B
$2.51M ﹤0.01%
41,805
+1,809
+5% +$105K
AMWD
1884
DELISTED
American Woodmark
AMWD
$2.5M ﹤0.01%
37,703
-27,261
-42% -$1.97M
CENX icon
1885
Century Aluminum
CENX
$4.44B
$2.5M ﹤0.01%
395,406
+230,261
+139% +$1.62M
CHSP
1886
DELISTED
Chesapeake Lodging Trust
CHSP
$2.5M ﹤0.01%
107,310
-62,248
-37% -$1.51M
SIMO icon
1887
Silicon Motion
SIMO
$8.29B
$2.49M ﹤0.01%
52,093
+28,671
+122% +$1.2M
MAGN
1888
Magnera Corp
MAGN
$490M
$2.49M ﹤0.01%
9,792
+256
+3% +$68.8K
WSFS icon
1889
WSFS Financial
WSFS
$4.14B
$2.49M ﹤0.01%
77,308
+1,414
+2% +$48.1K
FBRC
1890
DELISTED
FBR & Co. Common Stock
FBRC
$2.49M ﹤0.01%
166,710
+5,417
+3% +$98.8K
RDEN
1891
DELISTED
ELIZABETH ARDEN INC
RDEN
$2.49M ﹤0.01%
180,800
-9,508
-5% -$94.9K
DWA
1892
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$2.49M ﹤0.01%
60,863
-2,668
-4% -$96.3K
MEI icon
1893
Methode Electronics
MEI
$542M
$2.49M ﹤0.01%
72,631
+12,203
+20% +$358K
NVRI icon
1894
Enviri
NVRI
$620M
$2.48M ﹤0.01%
373,850
+125,273
+50% +$816K
CHDN icon
1895
Churchill Downs
CHDN
$6.15B
$2.48M ﹤0.01%
117,768
-9,144
-7% -$201K
HLI icon
1896
Houlihan Lokey
HLI
$9.75B
$2.48M ﹤0.01%
110,788
+877
+0.8% +$21.1K
SPOK icon
1897
Spok Holdings
SPOK
$226M
$2.48M ﹤0.01%
129,289
+5,445
+4% +$95K
CATY icon
1898
Cathay General Bancorp
CATY
$4.18B
$2.47M ﹤0.01%
87,484
+672
+0.8% +$19.9K
GVA icon
1899
Granite Construction
GVA
$5.49B
$2.47M ﹤0.01%
54,163
-1,812
-3% -$80.1K
TOL icon
1900
Toll Brothers
TOL
$14.1B
$2.46M ﹤0.01%
91,475
+8,346
+10% +$235K
74 75
76
77 78

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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.