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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
DISH
1026
DELISTED
DISH Network Corp.
DISH
$7.64M 0.01%
145,780
+11,857
+9% +$579K
FLEX icon
1027
Flex
FLEX
$43.4B
$7.63M 0.01%
858,000
-141,349
-14% -$1.32M
ACHC icon
1028
Acadia Healthcare
ACHC
$3.17B
$7.63M 0.01%
137,657
-8,829
-6% -$516K
WWAV
1029
DELISTED
The WhiteWave Foods Company
WWAV
$7.62M 0.01%
162,291
+11,552
+8% +$496K
ACC
1030
DELISTED
American Campus Communities, Inc.
ACC
$7.6M 0.01%
143,683
+29,388
+26% +$1.38M
PUB
1031
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$7.59M 0.01%
450,688
+25,329
+6% +$427K
THC icon
1032
Tenet Healthcare
THC
$20.1B
$7.58M 0.01%
274,276
+36,386
+15% +$1.08M
SHOO icon
1033
Steven Madden
SHOO
$3.12B
$7.58M 0.01%
332,597
+3,068
+0.9% +$70.6K
CDW icon
1034
CDW
CDW
$17.1B
$7.56M 0.01%
188,726
+3,896
+2% +$162K
OME
1035
DELISTED
Omega Protein
OME
$7.55M 0.01%
377,821
-49,896
-12% -$931K
EON
1036
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$7.54M 0.01%
745,377
+116,971
+19% +$1.18M
GCO icon
1037
Genesco
GCO
$396M
$7.53M 0.01%
117,146
-1,320
-1% -$87.3K
MITSY
1038
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$7.52M 0.01%
31,751
+966
+3% +$229K
HURN icon
1039
Huron Consulting
HURN
$1.82B
$7.51M 0.01%
124,294
+5,939
+5% +$345K
EIG icon
1040
Employers Holdings
EIG
$908M
$7.51M 0.01%
258,688
-29,384
-10% -$853K
EDR
1041
DELISTED
Education Realty Trust Inc
EDR
$7.51M 0.01%
162,680
-1,923
-1% -$80.7K
DXCM icon
1042
DexCom
DXCM
$27.6B
$7.49M 0.01%
377,536
-73,456
-16% -$1.25M
QTS
1043
DELISTED
QTS REALTY TRUST, INC.
QTS
$7.49M 0.01%
133,716
+7,014
+6% +$361K
CSH
1044
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$7.48M 0.01%
175,474
-16,924
-9% -$654K
ERIE icon
1045
Erie Indemnity
ERIE
$11.7B
$7.47M 0.01%
75,198
+10,367
+16% +$988K
ICFI icon
1046
ICF International
ICFI
$1.44B
$7.46M 0.01%
182,506
-19,371
-10% -$760K
HCSG icon
1047
Healthcare Services Group
HCSG
$1.56B
$7.46M 0.01%
180,189
+6,214
+4% +$238K
HELE icon
1048
Helen of Troy
HELE
$663M
$7.44M 0.01%
72,330
-3,043
-4% -$307K
WBC
1049
DELISTED
WABCO HOLDINGS INC.
WBC
$7.43M 0.01%
81,142
-4,666
-5% -$494K
DLB icon
1050
Dolby
DLB
$4.72B
$7.39M 0.01%
154,526
+13,285
+9% +$607K
40 41
42
43 44

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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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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.