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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
SHY icon
926
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$8.9M 0.01%
104,318
-178,791
-63% -$15.2M
LHO
927
DELISTED
LaSalle Hotel Properties
LHO
$8.9M 0.01%
377,444
+21,390
+6% +$506K
VVC
928
DELISTED
Vectren Corporation
VVC
$8.89M 0.01%
168,887
+23,823
+16% +$1.19M
TTM
929
DELISTED
Tata Motors Limited
TTM
$8.89M 0.01%
256,393
+54,218
+27% +$1.7M
GCI
930
DELISTED
Gannett Co., Inc
GCI
$8.85M 0.01%
640,970
+23,187
+4% +$360K
CSOD
931
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$8.84M 0.01%
232,325
+12,432
+6% +$463K
MKTAY
932
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$8.82M 0.01%
133,546
+1,519
+1% +$100K
CIT
933
DELISTED
CIT Group Inc.
CIT
$8.81M 0.01%
276,153
+19,525
+8% +$634K
LPNT
934
DELISTED
LifePoint Health, Inc.
LPNT
$8.81M 0.01%
134,710
-31,726
-19% -$2.16M
WAGE
935
DELISTED
WageWorks, Inc.
WAGE
$8.8M 0.01%
147,112
+7,960
+6% +$440K
AEL
936
DELISTED
American Equity Investment Life Holding Company
AEL
$8.79M 0.01%
616,631
+219,202
+55% +$3.31M
FSLR icon
937
First Solar
FSLR
$21.8B
$8.76M 0.01%
180,695
-74,632
-29% -$3.98M
FRC
938
DELISTED
First Republic Bank
FRC
$8.76M 0.01%
125,156
-2,018
-2% -$140K
ARE icon
939
Alexandria Real Estate Equities
ARE
$8.88B
$8.75M 0.01%
84,550
-5,479
-6% -$523K
NCMI icon
940
National CineMedia
NCMI
$354M
$8.74M 0.01%
56,483
-2,680
-5% -$386K
CWT icon
941
California Water Service
CWT
$3.04B
$8.71M 0.01%
249,243
-1,855
-0.7% -$54.4K
JBLU icon
942
JetBlue
JBLU
$1.96B
$8.67M 0.01%
523,801
-134,895
-20% -$2.51M
ISBC
943
DELISTED
Investors Bancorp, Inc.
ISBC
$8.66M 0.01%
781,920
-80,811
-9% -$935K
MTZ icon
944
MasTec
MTZ
$26.7B
$8.65M 0.01%
387,706
-6,583
-2% -$146K
IDCC icon
945
InterDigital
IDCC
$6.68B
$8.64M 0.01%
155,220
-2,657
-2% -$150K
PZE
946
DELISTED
Petrobras Argentina S A
PZE
$8.63M 0.01%
1,373,603
-14,636
-1% -$92.7K
CY
947
DELISTED
Cypress Semiconductor
CY
$8.6M 0.01%
815,198
+37,808
+5% +$360K
LILAK icon
948
Liberty Latin America Class C
LILAK
$1.5B
$8.57M 0.01%
308,077
+244,703
+386% +$8.12M
DEG
949
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$8.55M 0.01%
325,784
+10,527
+3% +$274K
DFT
950
DELISTED
DuPont Fabros Technology Inc.
DFT
$8.55M 0.01%
179,930
+11,092
+7% +$477K
36 37
38
39 40

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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.