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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
CBPO
1201
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$6.05M 0.01%
56,887
+22,534
+66% +$2.62M
FULT icon
1202
Fulton Financial
FULT
$4.7B
$6.05M 0.01%
447,832
-314
-0.1% -$4.3K
ELNK
1203
DELISTED
EarthLink Holdings Corp.
ELNK
$6.04M 0.01%
943,471
-151,943
-14% -$930K
H icon
1204
Hyatt Hotels
H
$17.6B
$6.04M 0.01%
122,808
+3,533
+3% +$169K
DEI icon
1205
Douglas Emmett
DEI
$2.06B
$6.03M 0.01%
169,833
-4,020
-2% -$132K
ZD icon
1206
Ziff Davis
ZD
$1.9B
$6.03M 0.01%
109,764
-11,868
-10% -$660K
WCC
1207
WESCO International
WCC
$16.2B
$6.02M 0.01%
116,936
+21,727
+23% +$1.22M
FIX icon
1208
Comfort Systems
FIX
$61B
$6M 0.01%
184,196
-29,858
-14% -$951K
ENB icon
1209
Enbridge
ENB
$124B
$5.99M 0.01%
141,511
+468
+0.3% +$19.1K
CST
1210
DELISTED
CST Brands, Inc.
CST
$5.99M 0.01%
139,142
-374
-0.3% -$14.8K
MGEE icon
1211
MGE Energy Inc
MGEE
$3.11B
$5.99M 0.01%
105,920
+1,999
+2% +$103K
SCI icon
1212
Service Corp International
SCI
$11.4B
$5.98M 0.01%
221,118
-16,785
-7% -$443K
BKH icon
1213
Black Hills Corp
BKH
$5.73B
$5.97M 0.01%
94,733
+657
+0.7% +$39.6K
TRMB icon
1214
Trimble
TRMB
$12.3B
$5.97M 0.01%
245,047
+13,724
+6% +$344K
DAR icon
1215
Darling Ingredients
DAR
$9.93B
$5.96M 0.01%
400,016
+37,219
+10% +$538K
JCP
1216
DELISTED
J.C. Penney Company, Inc.
JCP
$5.95M 0.01%
670,139
+183,776
+38% +$1.61M
FCS
1217
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$5.93M 0.01%
298,627
+37,308
+14% +$743K
CPK icon
1218
Chesapeake Utilities
CPK
$3.26B
$5.92M 0.01%
89,533
+439
+0.5% +$26.4K
FNFG
1219
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$5.92M 0.01%
607,705
-63,091
-9% -$649K
VALE icon
1220
Vale
VALE
$62.9B
$5.92M 0.01%
1,169,323
-163,761
-12% -$766K
ARGO
1221
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$5.91M 0.01%
130,970
+1,974
+2% +$89.1K
SPLK
1222
DELISTED
Splunk Inc
SPLK
$5.91M 0.01%
109,042
+60,614
+125% +$3.2M
LXU icon
1223
LSB Industries
LXU
$881M
$5.89M 0.01%
633,953
+116,832
+23% +$1.16M
MNDT
1224
DELISTED
Mandiant, Inc. Common Stock
MNDT
$5.88M 0.01%
357,324
+272,762
+323% +$4.41M
JEF icon
1225
Jefferies Financial Group
JEF
$12.9B
$5.88M 0.01%
379,259
+103,985
+38% +$1.59M
47 48
49
50 51

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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.