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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
HRC
876
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$9.56M 0.02%
189,518
-11,504
-6% -$580K
QRVO icon
877
Qorvo
QRVO
$7.63B
$9.55M 0.02%
172,767
-18,455
-10% -$922K
UFS
878
DELISTED
DOMTAR CORPORATION (New)
UFS
$9.53M 0.02%
272,336
+103,703
+61% +$3.99M
MAA icon
879
Mid-America Apartment Communities
MAA
$15.6B
$9.53M 0.02%
89,597
-98,482
-52% -$9.89M
DLX icon
880
Deluxe
DLX
$1.19B
$9.51M 0.02%
143,271
+60,323
+73% +$3.83M
TDC icon
881
Teradata
TDC
$2.68B
$9.5M 0.02%
379,050
+85,495
+29% +$2.27M
MOH icon
882
Molina Healthcare
MOH
$10.3B
$9.49M 0.02%
190,208
-13,432
-7% -$718K
KUB
883
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$9.46M 0.01%
141,975
+11,202
+9% +$746K
ALV icon
884
Autoliv
ALV
$8.6B
$9.45M 0.01%
122,008
-9,322
-7% -$799K
HR icon
885
Healthcare Realty
HR
$7.42B
$9.44M 0.01%
291,912
+114,464
+65% +$3.45M
APOG icon
886
Apogee Enterprises
APOG
$850M
$9.44M 0.01%
203,570
-13,866
-6% -$603K
DST
887
DELISTED
DST Systems Inc.
DST
$9.41M 0.01%
161,608
+11,188
+7% +$656K
NWN icon
888
Northwest Natural Holdings
NWN
$2.17B
$9.41M 0.01%
145,131
+4,608
+3% +$257K
BND icon
889
Vanguard Total Bond Market
BND
$157B
$9.36M 0.01%
111,041
+11,338
+11% +$942K
KNBWY
890
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$9.36M 0.01%
556,884
+21,582
+4% +$363K
IDA icon
891
Idacorp
IDA
$8.23B
$9.35M 0.01%
114,966
+3,952
+4% +$291K
WTFC icon
892
Wintrust Financial
WTFC
$10.7B
$9.34M 0.01%
183,143
+3,388
+2% +$170K
WP
893
DELISTED
Worldpay, Inc.
WP
$9.34M 0.01%
164,928
+15,854
+11% +$857K
FLG
894
Flagstar Bank National Association
FLG
$5.77B
$9.32M 0.01%
207,368
+6,107
+3% +$278K
CMP icon
895
Compass Minerals
CMP
$1.24B
$9.32M 0.01%
125,675
+33,952
+37% +$2.57M
TTWO icon
896
Take-Two Interactive
TTWO
$43B
$9.31M 0.01%
245,519
-149,119
-38% -$5.49M
REG icon
897
Regency Centers
REG
$15B
$9.27M 0.01%
110,657
-1,106
-1% -$85.1K
INOV
898
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$9.26M 0.01%
514,286
+107,919
+27% +$1.93M
UDR icon
899
UDR
UDR
$12.9B
$9.25M 0.01%
250,650
-12,651
-5% -$453K
NWSA icon
900
News Corp Class A
NWSA
$14.5B
$9.2M 0.01%
810,697
+168,660
+26% +$2.03M
34 35
36
37 38

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MCM
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PSUF
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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.