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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
SWFT
1451
DELISTED
Swift Transportation Company
SWFT
$4.41M 0.01%
286,337
-16,802
-6% -$277K
NUS icon
1452
Nu Skin
NUS
$250M
$4.41M 0.01%
95,474
+9,709
+11% +$391K
RJF icon
1453
Raymond James Financial
RJF
$33.1B
$4.39M 0.01%
133,658
+27,191
+26% +$930K
WGL
1454
DELISTED
Wgl Holdings
WGL
$4.39M 0.01%
62,030
-8,971
-13% -$608K
UPM
1455
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$4.39M 0.01%
238,786
+18,173
+8% +$334K
SCO
1456
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$4.38M 0.01%
1,441,579
-678,556
-32% -$2.06M
BRSL
1457
Brightstar Lottery PLC
BRSL
$1.93B
$4.38M 0.01%
233,736
+112,061
+92% +$2.03M
POLY
1458
DELISTED
Plantronics, Inc.
POLY
$4.37M 0.01%
99,228
+2,503
+3% +$104K
ENIC icon
1459
Enel Chile
ENIC
$6.06B
$4.36M 0.01%
+747,537
New +$4.27M
TCF
1460
DELISTED
TCF Financial Corporation Common Stock
TCF
$4.35M 0.01%
116,764
+2,053
+2% +$77.8K
MINI
1461
DELISTED
Mobile Mini Inc
MINI
$4.35M 0.01%
125,656
+9,672
+8% +$323K
DSX icon
1462
Diana Shipping
DSX
$271M
$4.35M 0.01%
2,559,950
+250,337
+11% +$467K
PBR.A icon
1463
Petrobras Class A
PBR.A
$104B
$4.34M 0.01%
746,778
-322,745
-30% -$1.67M
LITE icon
1464
Lumentum
LITE
$54.9B
$4.33M 0.01%
178,826
+40,576
+29% +$1.01M
RNG icon
1465
RingCentral
RNG
$4.45B
$4.33M 0.01%
219,343
-11,140
-5% -$211K
DOC
1466
DELISTED
PHYSICIANS REALTY TRUST
DOC
$4.32M 0.01%
205,707
+106,735
+108% +$2.05M
SAM icon
1467
Boston Beer
SAM
$1.88B
$4.32M 0.01%
25,250
-159
-0.6% -$25.7K
OZK icon
1468
Bank OZK
OZK
$5.53B
$4.31M 0.01%
114,936
-1,131
-1% -$44.6K
SGEN
1469
DELISTED
Seagen Inc. Common Stock
SGEN
$4.29M 0.01%
106,292
+23,086
+28% +$878K
CHH icon
1470
Choice Hotels
CHH
$5.17B
$4.29M 0.01%
90,066
-8,083
-8% -$392K
TITN icon
1471
Titan Machinery
TITN
$463M
$4.29M 0.01%
384,385
-60,809
-14% -$699K
CPLA
1472
DELISTED
Capella Education Company
CPLA
$4.28M 0.01%
81,376
-2,421
-3% -$126K
KLXI
1473
DELISTED
KLX Inc.
KLXI
$4.28M 0.01%
163,834
-3,126
-2% -$86K
MCY icon
1474
Mercury Insurance
MCY
$5.99B
$4.28M 0.01%
80,508
-1,588
-2% -$83.6K
HR
1475
DELISTED
Healthcare Realty Trust Incorporated
HR
$4.28M 0.01%
122,234
-943
-0.8% -$29.9K
57 58
59
60 61

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MCM
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PSUF
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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.