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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
PNY
1376
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$4.82M 0.01%
80,101
+2,603
+3% +$156K
CBL
1377
DELISTED
CBL& Associates Properties, Inc.
CBL
$4.81M 0.01%
516,454
-368,870
-42% -$3.99M
DNOW icon
1378
DNOW Inc
DNOW
$2.63B
$4.81M 0.01%
265,004
-10,421
-4% -$183K
MSGN
1379
DELISTED
MSG Networks Inc.
MSGN
$4.8M 0.01%
312,932
+56,468
+22% +$950K
AWR icon
1380
American States Water
AWR
$3.39B
$4.8M 0.01%
109,480
-143
-0.1% -$5.77K
EVHC
1381
DELISTED
Envision Healthcare Holdings Inc
EVHC
$4.8M 0.01%
63,140
+29,950
+90% +$2.13M
NE
1382
DELISTED
Noble Corporation
NE
$4.79M 0.01%
581,416
-113,672
-16% -$1.08M
MDCO
1383
DELISTED
Medicines Co
MDCO
$4.78M 0.01%
142,101
+2,669
+2% +$94.1K
EFII
1384
DELISTED
Electronics for Imaging
EFII
$4.78M 0.01%
111,029
+22,246
+25% +$936K
IBKC
1385
DELISTED
IBERIABANK Corp
IBKC
$4.77M 0.01%
79,921
-8,457
-10% -$491K
AD
1386
Array Digital Infrastructure
AD
$3.02B
$4.76M 0.01%
121,240
-13,498
-10% -$537K
ODFL icon
1387
Old Dominion Freight Line
ODFL
$48.5B
$4.75M 0.01%
236,508
-25,539
-10% -$546K
NATI
1388
DELISTED
National Instruments Corp
NATI
$4.75M 0.01%
173,523
-83,898
-33% -$2.34M
CRS icon
1389
Carpenter Technology
CRS
$30B
$4.75M 0.01%
144,356
+5,238
+4% +$175K
PRLB icon
1390
Protolabs
PRLB
$1.86B
$4.75M 0.01%
82,504
-5,135
-6% -$343K
BGG
1391
DELISTED
Briggs & Stratton Corp.
BGG
$4.75M 0.01%
224,104
-4,424
-2% -$95.6K
PVTB
1392
DELISTED
PrivateBancorp Inc
PVTB
$4.75M 0.01%
107,796
-21,363
-17% -$870K
SUI icon
1393
Sun Communities
SUI
$15B
$4.74M 0.01%
61,799
+6,550
+12% +$462K
ELUX
1394
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$4.73M 0.01%
87,426
+13,912
+19% +$753K
FSP
1395
Franklin Street Properties
FSP
$44.8M
$4.73M 0.01%
385,435
+54,212
+16% +$610K
EXAR
1396
DELISTED
Exar Corporation
EXAR
$4.72M 0.01%
586,552
-7,835
-1% -$52.4K
LOPE icon
1397
Grand Canyon Education
LOPE
$3.71B
$4.71M 0.01%
118,095
+360
+0.3% +$15.2K
DAI
1398
DELISTED
DAIMLER AG
DAI
$4.71M 0.01%
+78,411
New +$4.71M
GK
1399
DELISTED
G&K Services Inc
GK
$4.7M 0.01%
61,383
-11,487
-16% -$846K
JJSF icon
1400
J&J Snack Foods
JJSF
$1.43B
$4.7M 0.01%
39,394
+831
+2% +$88.1K
54 55
56
57 58

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AF
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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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ACI
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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.