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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
RAMP icon
901
LiveRamp
RAMP
$2.29B
$9.19M 0.01%
417,711
+2,538
+0.6% +$55.1K
ORI icon
902
Old Republic International
ORI
$10.3B
$9.18M 0.01%
476,089
-103,662
-18% -$1.94M
TTC icon
903
Toro Company
TTC
$8.93B
$9.18M 0.01%
208,086
+71,002
+52% +$3.1M
TFSL icon
904
TFS Financial
TFSL
$5.1B
$9.15M 0.01%
531,438
-2,221
-0.4% -$39.6K
KEP icon
905
Korea Electric Power
KEP
$15.5B
$9.15M 0.01%
352,721
+11,079
+3% +$286K
CPT icon
906
Camden Property Trust
CPT
$11.3B
$9.14M 0.01%
103,356
-5,189
-5% -$433K
TYL icon
907
Tyler Technologies
TYL
$12.2B
$9.14M 0.01%
54,820
-3,651
-6% -$539K
TECH icon
908
Bio-Techne
TECH
$11.2B
$9.13M 0.01%
323,992
-2,812
-0.9% -$72.3K
CPRT icon
909
Copart
CPRT
$25.9B
$9.1M 0.01%
1,485,672
-189,648
-11% -$1.07M
SKT icon
910
Tanger
SKT
$4.82B
$9.1M 0.01%
226,437
-5,936
-3% -$216K
EQC
911
DELISTED
Equity Commonwealth
EQC
$9.1M 0.01%
312,259
+1,546
+0.5% +$43.9K
RITM icon
912
Rithm Capital
RITM
$5.09B
$9.08M 0.01%
655,770
+164,677
+34% +$2.11M
EQNR icon
913
Equinor
EQNR
$95.9B
$9.06M 0.01%
523,492
+32,452
+7% +$531K
ABMD
914
DELISTED
Abiomed Inc
ABMD
$9.06M 0.01%
82,902
-28,863
-26% -$2.87M
LVNTA
915
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$9.04M 0.01%
243,973
+100,298
+70% +$3.81M
HHH icon
916
Howard Hughes
HHH
$3.93B
$9.04M 0.01%
82,953
-2,716
-3% -$279K
REP
917
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$9.03M 0.01%
707,292
+84,194
+14% +$1.08M
SKYW icon
918
Skywest
SKYW
$4.11B
$9.03M 0.01%
341,145
+60,745
+22% +$1.39M
WBD icon
919
Warner Bros
WBD
$64.6B
$9M 0.01%
356,851
-24,446
-6% -$668K
FLOW
920
DELISTED
SPX FLOW, Inc.
FLOW
$8.99M 0.01%
344,872
+63,938
+23% +$1.82M
EXLS icon
921
EXL Service
EXLS
$4.23B
$8.99M 0.01%
857,650
+114,540
+15% +$1.16M
SPXX icon
922
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$331M
$8.98M 0.01%
664,439
-318,008
-32% -$4.28M
NOK icon
923
Nokia
NOK
$50.8B
$8.97M 0.01%
1,576,011
+128,523
+9% +$728K
SIG icon
924
Signet Jewelers
SIG
$3.55B
$8.95M 0.01%
108,574
+1,413
+1% +$144K
TER icon
925
Teradyne
TER
$54.8B
$8.92M 0.01%
453,237
+8,221
+2% +$162K
35 36
37
38 39

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MCM
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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.