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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
AMFW
2376
DELISTED
AMEC Foster Wheeler plc
AMFW
$1.17M ﹤0.01%
178,580
-43,867
-20% -$286K
GPRE icon
2377
Green Plains
GPRE
$1.19B
$1.17M ﹤0.01%
59,071
+1,923
+3% +$33.8K
XOXO
2378
DELISTED
Xo Group Inc
XOXO
$1.16M ﹤0.01%
66,713
-16,136
-19% -$273K
GOVT icon
2379
iShares US Treasury Bond ETF
GOVT
$43.6B
$1.16M ﹤0.01%
44,035
-8,965
-17% -$232K
GTN icon
2380
Gray Television
GTN
$407M
$1.16M ﹤0.01%
106,461
-111,351
-51% -$1.31M
LPSN icon
2381
LivePerson
LPSN
$18.9M
$1.16M ﹤0.01%
12,140
+1,357
+13% +$130K
LNN icon
2382
Lindsay Corp
LNN
$1.16B
$1.15M ﹤0.01%
17,012
-923
-5% -$65.7K
SFS
2383
DELISTED
Smart & Final Stores, Inc.
SFS
$1.15M ﹤0.01%
77,380
+11,071
+17% +$173K
GRUB
2384
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.15M ﹤0.01%
18,496
+5,402
+41% +$284K
ORIT
2385
DELISTED
Oritani Financial Corp. New
ORIT
$1.15M ﹤0.01%
71,711
+3,965
+6% +$66K
HSEB.CL
2386
DELISTED
HSBC Holdings plc
HSEB.CL
$1.15M ﹤0.01%
43,174
-1,296
-3% -$34K
AUD
2387
DELISTED
Audacy, Inc.
AUD
$1.14M ﹤0.01%
84,207
-7,022
-8% -$84.8K
KKD
2388
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$1.14M ﹤0.01%
54,554
+13,830
+34% +$266K
CBB
2389
DELISTED
Cincinnati Bell Inc.
CBB
$1.14M ﹤0.01%
49,970
+5,802
+13% +$114K
PES
2390
DELISTED
Pioneer Energy Services Corp.
PES
$1.14M ﹤0.01%
247,168
+25,616
+12% +$84.3K
ASC icon
2391
Ardmore Shipping
ASC
$678M
$1.13M ﹤0.01%
167,484
+2,650
+2% +$23.1K
THD icon
2392
iShares MSCI Thailand ETF
THD
$361M
$1.13M ﹤0.01%
16,418
+9,984
+155% +$674K
ANDX
2393
DELISTED
Andeavor Logistics LP
ANDX
$1.13M ﹤0.01%
22,765
+5,271
+30% +$248K
JRVR icon
2394
James River Group Holdings
JRVR
$218M
$1.12M ﹤0.01%
33,024
-9,878
-23% -$322K
PRMW
2395
DELISTED
Primo Water Corporation
PRMW
$1.12M ﹤0.01%
94,584
+38,610
+69% +$429K
VNCE icon
2396
Vince Holding Corp
VNCE
$76.2M
$1.11M ﹤0.01%
20,347
+4,109
+25% +$240K
RARE icon
2397
Ultragenyx Pharmaceutical
RARE
$2.65B
$1.11M ﹤0.01%
22,781
-7,587
-25% -$491K
KNM
2398
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.11M ﹤0.01%
29,137
+1,351
+5% +$51.7K
PACB icon
2399
Pacific Biosciences
PACB
$422M
$1.11M ﹤0.01%
158,143
+50,389
+47% +$460K
PGH
2400
DELISTED
Pengrowth Energy Corporation
PGH
$1.11M ﹤0.01%
604,890
+237,530
+65% +$386K
94 95
96
97 98

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MCM
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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.