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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
CCC
2426
DELISTED
Calgon Carbon Corp
CCC
$1.09M ﹤0.01%
82,968
-3,657
-4% -$54.1K
SAFE
2427
Safehold
SAFE
$1.19B
$1.09M ﹤0.01%
23,349
+3,107
+15% +$146K
LBRDA icon
2428
Liberty Broadband Class A
LBRDA
$4.14B
$1.09M ﹤0.01%
18,303
+410
+2% +$23.9K
KATE
2429
DELISTED
Kate Spade & Company
KATE
$1.08M ﹤0.01%
52,637
-27,588
-34% -$629K
XPO icon
2430
XPO
XPO
$25B
$1.08M ﹤0.01%
119,305
+21,281
+22% +$211K
ASCMA
2431
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.08M ﹤0.01%
70,412
-1,373
-2% -$22.3K
USPH icon
2432
US Physical Therapy
USPH
$1.14B
$1.08M ﹤0.01%
17,994
-317
-2% -$17.4K
SPPI
2433
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$1.08M ﹤0.01%
164,703
-10,120
-6% -$71.5K
MMYT icon
2434
MakeMyTrip
MMYT
$4.67B
$1.08M ﹤0.01%
72,713
-83
-0.1% -$1.39K
NWLI
2435
DELISTED
National Western Life Group, Inc. Class A
NWLI
$1.08M ﹤0.01%
5,534
-506
-8% -$108K
DHT icon
2436
DHT Holdings
DHT
$2.97B
$1.08M ﹤0.01%
214,313
+77,554
+57% +$430K
AEH.CL
2437
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.08M ﹤0.01%
40,974
-1,184
-3% -$30.7K
LABL
2438
DELISTED
Multi-Color Corp
LABL
$1.08M ﹤0.01%
16,975
-5,791
-25% -$342K
CCO icon
2439
Clear Channel Outdoor Holdings
CCO
$1.23B
$1.07M ﹤0.01%
172,535
-12,650
-7% -$71.9K
REGI
2440
DELISTED
Renewable Energy Group, Inc.
REGI
$1.07M ﹤0.01%
121,566
+13,861
+13% +$128K
CRMT icon
2441
America's Car Mart
CRMT
$25.3M
$1.07M ﹤0.01%
37,810
+2,660
+8% +$66K
AFSI
2442
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.07M ﹤0.01%
43,571
-31,778
-42% -$810K
AGM icon
2443
Federal Agricultural Mortgage
AGM
$2.27B
$1.06M ﹤0.01%
30,576
-21
-0.1% -$780
CPE
2444
DELISTED
Callon Petroleum Company
CPE
$1.06M ﹤0.01%
9,462
-1,547
-14% -$166K
UVE icon
2445
Universal Insurance Holdings
UVE
$1.16B
$1.06M ﹤0.01%
57,124
-43,950
-43% -$794K
SBY
2446
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1.05M ﹤0.01%
61,699
-9,570
-13% -$145K
EEQ
2447
DELISTED
Enbridge Energy Management Llc
EEQ
$1.05M ﹤0.01%
57,646
-126
-0.2% -$2.07K
HTLF
2448
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.05M ﹤0.01%
29,695
+4,849
+20% +$162K
C.PRK
2449
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$1.05M ﹤0.01%
36,820
-1,043
-3% -$28.8K
VRN
2450
DELISTED
Veren
VRN
$1.04M ﹤0.01%
66,212
-427
-0.6% -$6.84K
96 97
98
99 100

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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.