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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
DBI icon
2026
Designer Brands
DBI
$298M
$2.04M ﹤0.01%
96,384
+19,724
+26% +$454K
VISN
2027
Vistance Networks Inc
VISN
$2.67B
$2.04M ﹤0.01%
65,708
-9,732
-13% -$289K
EXEL icon
2028
Exelixis
EXEL
$14B
$2.03M ﹤0.01%
260,244
+75,895
+41% +$437K
NSA
2029
DELISTED
National Storage Affiliates Trust
NSA
$2.03M ﹤0.01%
97,466
-34,856
-26% -$724K
MWW
2030
DELISTED
Monster Worldwide Inc
MWW
$2.01M ﹤0.01%
842,633
-151,539
-15% -$434K
CVI icon
2031
CVR Energy
CVI
$3.43B
$2.01M ﹤0.01%
129,790
-24,485
-16% -$518K
TSE
2032
DELISTED
Trinseo
TSE
$2.01M ﹤0.01%
46,867
+11,612
+33% +$511K
PTR
2033
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.01M ﹤0.01%
29,607
-387
-1% -$26.6K
SFM icon
2034
Sprouts Farmers Market
SFM
$7.23B
$2.01M ﹤0.01%
87,729
-89,069
-50% -$2.28M
BBT
2035
Beacon Financial Corp
BBT
$2.48B
$2.01M ﹤0.01%
74,578
-97
-0.1% -$2.61K
GIMO
2036
DELISTED
Gigamon Inc.
GIMO
$2M ﹤0.01%
53,596
+5,880
+12% +$187K
RSPP
2037
DELISTED
RSP Permian, Inc.
RSPP
$2M ﹤0.01%
57,357
+2,332
+4% +$75.3K
AHRT
2038
AH Realty Trust
AHRT
$536M
$2M ﹤0.01%
145,287
+2,495
+2% +$30.3K
PGND
2039
DELISTED
PRESS GANEY HOLDINGS INC COM STK (DE)
PGND
$1.99M ﹤0.01%
+50,660
New +$1.7M
PETS icon
2040
PetMed Express
PETS
$42.1M
$1.99M ﹤0.01%
105,872
-17,265
-14% -$317K
BFX
2041
DELISTED
BowFlex Inc.
BFX
$1.99M ﹤0.01%
111,296
-34,942
-24% -$661K
SHO icon
2042
Sunstone Hotel Investors
SHO
$2.2B
$1.98M ﹤0.01%
164,198
+38,348
+30% +$480K
GEOS icon
2043
Geospace Technologies
GEOS
$90M
$1.98M ﹤0.01%
120,777
-22,395
-16% -$365K
EWT icon
2044
iShares MSCI Taiwan ETF
EWT
$9.99B
$1.98M ﹤0.01%
70,294
+10,729
+18% +$286K
BANC icon
2045
Banc of California
BANC
$3.21B
$1.97M ﹤0.01%
108,932
+81,713
+300% +$1.57M
ACAT
2046
DELISTED
Arctic Cat Inc
ACAT
$1.97M ﹤0.01%
115,914
-4,865
-4% -$76.9K
TEAM icon
2047
Atlassian
TEAM
$24.3B
$1.97M ﹤0.01%
76,015
+11,040
+17% +$262K
FN icon
2048
Fabrinet
FN
$16.9B
$1.97M ﹤0.01%
53,021
+1,834
+4% +$62.7K
SFBS
2049
ServisFirst Bancshares
SFBS
$4.82B
$1.96M ﹤0.01%
79,502
+29,716
+60% +$730K
LDRH
2050
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
$1.96M ﹤0.01%
53,031
-5,730
-10% -$163K
80 81
82
83 84

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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.