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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
CPF icon
1176
Central Pacific Financial
CPF
$997M
$6.16M 0.01%
261,106
-8,274
-3% -$189K
NXST icon
1177
Nexstar Media Group
NXST
$5.6B
$6.16M 0.01%
129,417
-13,193
-9% -$659K
BKS
1178
DELISTED
Barnes & Noble
BKS
$6.16M 0.01%
542,366
+11,115
+2% +$129K
BURL icon
1179
Burlington
BURL
$22B
$6.15M 0.01%
92,161
-31,334
-25% -$1.84M
PII icon
1180
Polaris
PII
$4.15B
$6.15M 0.01%
75,167
-3,276
-4% -$290K
SAIC icon
1181
Saic
SAIC
$5.03B
$6.14M 0.01%
105,284
+16,434
+18% +$893K
ADTN icon
1182
Adtran
ADTN
$798M
$6.14M 0.01%
329,093
-28,247
-8% -$538K
DKS icon
1183
Dick's Sporting Goods
DKS
$18.4B
$6.13M 0.01%
136,093
+1,663
+1% +$72.5K
SMG icon
1184
ScottsMiracle-Gro
SMG
$4.03B
$6.13M 0.01%
87,661
-17,352
-17% -$1.21M
DRII
1185
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$6.12M 0.01%
204,341
-42,255
-17% -$957K
ESV
1186
DELISTED
Ensco Rowan plc
ESV
$6.12M 0.01%
157,526
+51,638
+49% +$2.14M
GPOR
1187
DELISTED
Gulfport Energy Corp.
GPOR
$6.11M 0.01%
195,421
+17,765
+10% +$538K
DCI icon
1188
Donaldson
DCI
$10.8B
$6.11M 0.01%
177,751
+7,309
+4% +$244K
NSIT icon
1189
Insight Enterprises
NSIT
$3.55B
$6.11M 0.01%
234,825
-35,478
-13% -$948K
NWE icon
1190
NorthWestern Energy
NWE
$4.48B
$6.1M 0.01%
96,739
+962
+1% +$57K
URBN icon
1191
Urban Outfitters
URBN
$5.99B
$6.1M 0.01%
221,725
+2,936
+1% +$84.3K
DATA
1192
DELISTED
Tableau Software, Inc.
DATA
$6.09M 0.01%
124,525
+49,507
+66% +$2.48M
IBKR icon
1193
Interactive Brokers
IBKR
$40.9B
$6.07M 0.01%
686,096
-92,400
-12% -$881K
MKSI icon
1194
MKS Inc
MKSI
$22.2B
$6.06M 0.01%
140,838
+22,964
+19% +$891K
TPC
1195
Tutor Perini Cor
TPC
$4.57B
$6.06M 0.01%
257,398
-61,279
-19% -$1.2M
ERIC icon
1196
Ericsson
ERIC
$30.7B
$6.06M 0.01%
788,644
-358,117
-31% -$2.94M
KMPR icon
1197
Kemper
KMPR
$1.7B
$6.06M 0.01%
195,472
+8,974
+5% +$280K
WOR icon
1198
Worthington Enterprises
WOR
$2.76B
$6.05M 0.01%
232,063
+28,789
+14% +$665K
LSXMA
1199
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.05M 0.01%
+267,097
New +$6.14M
IFX
1200
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$6.05M 0.01%
416,628
+12,825
+3% +$186K
46 47
48
49 50

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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.