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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
EDE
951
DELISTED
Empire District Electric
EDE
$8.55M 0.01%
251,756
+814
+0.3% +$27.3K
EPE
952
DELISTED
EP Energy Corporation
EPE
$8.54M 0.01%
1,649,321
-513,668
-24% -$2.66M
SU icon
953
Suncor Energy
SU
$77.7B
$8.54M 0.01%
307,890
+53,146
+21% +$1.46M
JACK icon
954
Jack in the Box
JACK
$278M
$8.53M 0.01%
99,292
+8,525
+9% +$644K
WSM icon
955
Williams-Sonoma
WSM
$26.7B
$8.52M 0.01%
326,882
+22,884
+8% +$628K
AMCR
956
DELISTED
AMCOR LTD ADR
AMCR
$8.51M 0.01%
190,545
-4,644
-2% -$207K
BECN
957
DELISTED
Beacon Roofing Supply, Inc.
BECN
$8.48M 0.01%
186,504
+107
+0.1% +$4.61K
PFPT
958
DELISTED
Proofpoint, Inc.
PFPT
$8.45M 0.01%
133,960
-30,957
-19% -$1.77M
CACC icon
959
Credit Acceptance
CACC
$6B
$8.45M 0.01%
45,649
-5,332
-10% -$977K
WAL icon
960
Western Alliance Bancorporation
WAL
$9.07B
$8.42M 0.01%
257,993
-66,115
-20% -$2.32M
HZNP
961
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$8.4M 0.01%
509,860
-89,161
-15% -$1.44M
GWR
962
DELISTED
Genesee & Wyoming Inc.
GWR
$8.38M 0.01%
142,213
-14,633
-9% -$896K
ABM icon
963
ABM Industries
ABM
$2.8B
$8.38M 0.01%
229,725
+36,709
+19% +$1.24M
N
964
DELISTED
Netsuite Inc
N
$8.38M 0.01%
115,084
+3,188
+3% +$244K
FCE.A
965
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$8.38M 0.01%
375,394
+9,675
+3% +$211K
GWB
966
DELISTED
Great Western Bancorp, Inc.
GWB
$8.36M 0.01%
265,121
+6,166
+2% +$192K
LAMR icon
967
Lamar Advertising Co
LAMR
$16.2B
$8.36M 0.01%
126,116
-30,081
-19% -$1.9M
MGM icon
968
MGM Resorts International
MGM
$11.7B
$8.36M 0.01%
369,439
+59,311
+19% +$1.35M
GGG icon
969
Graco
GGG
$12.9B
$8.35M 0.01%
316,953
-6,492
-2% -$174K
WCG
970
DELISTED
Wellcare Health Plans, Inc.
WCG
$8.34M 0.01%
77,763
+13,259
+21% +$1.3M
STLD icon
971
Steel Dynamics
STLD
$35.6B
$8.34M 0.01%
340,359
+115,343
+51% +$2.82M
WSO icon
972
Watsco Inc
WSO
$14.9B
$8.32M 0.01%
59,121
-5,430
-8% -$729K
RPM icon
973
RPM International
RPM
$13.7B
$8.31M 0.01%
166,332
+5,450
+3% +$273K
NJ
974
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$8.3M 0.01%
441,602
+41,824
+10% +$721K
COHR
975
DELISTED
Coherent Inc
COHR
$8.3M 0.01%
90,385
-7,248
-7% -$668K
37 38
39
40 41

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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.