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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
ELLI
1526
DELISTED
Ellie Mae Inc
ELLI
$4.03M 0.01%
43,990
-7,597
-15% -$646K
FIBK icon
1527
First Interstate BancSystem
FIBK
$3.74B
$4.02M 0.01%
143,099
-2,315
-2% -$64.8K
FBP icon
1528
First Bancorp
FBP
$4.4B
$4M 0.01%
1,008,431
+70,008
+7% +$263K
NICE icon
1529
Nice
NICE
$5.56B
$4M 0.01%
62,664
+4,899
+8% +$311K
MKTO
1530
DELISTED
MARKETO INC COM STK (DE)
MKTO
$4M 0.01%
114,864
-93,390
-45% -$2.58M
WPG
1531
DELISTED
Washington Prime Group Inc.
WPG
$4M 0.01%
39,708
+8,830
+29% +$827K
TWOU
1532
DELISTED
2U Inc
TWOU
$3.99M 0.01%
4,526
-1,167
-20% -$953K
CAL icon
1533
Caleres
CAL
$416M
$3.99M 0.01%
164,730
-16,728
-9% -$411K
CNMD icon
1534
CONMED
CNMD
$1.32B
$3.99M 0.01%
83,523
+1,950
+2% +$82.6K
AAN.A
1535
DELISTED
The Aaron's Company Inc Class A
AAN.A
$3.98M 0.01%
182,016
+10,074
+6% +$221K
SIR
1536
DELISTED
SELECT INCOME REIT
SIR
$3.98M 0.01%
348,498
+16,619
+5% +$177K
ATHN
1537
DELISTED
Athenahealth, Inc.
ATHN
$3.97M 0.01%
28,739
-8,664
-23% -$1.15M
KFY icon
1538
Korn Ferry
KFY
$4.13B
$3.96M 0.01%
191,447
+33,041
+21% +$904K
LAD icon
1539
Lithia Motors
LAD
$7.86B
$3.96M 0.01%
55,739
-40,718
-42% -$3.26M
POST icon
1540
Post Holdings
POST
$4.17B
$3.95M 0.01%
73,025
-15,362
-17% -$743K
PLCM
1541
DELISTED
POLYCOM INC
PLCM
$3.95M 0.01%
351,254
-20,553
-6% -$240K
UHAL icon
1542
U-Haul Holding Co
UHAL
$14.3B
$3.95M 0.01%
105,450
+3,720
+4% +$134K
NAV
1543
DELISTED
Navistar International
NAV
$3.95M 0.01%
337,821
+30,270
+10% +$375K
LTRPA
1544
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$3.95M 0.01%
180,382
-14,017
-7% -$308K
MTN icon
1545
Vail Resorts
MTN
$5.36B
$3.94M 0.01%
28,507
+4,182
+17% +$552K
EBIX
1546
DELISTED
Ebix Inc
EBIX
$3.93M 0.01%
82,125
-11,475
-12% -$528K
SHG icon
1547
Shinhan Financial Group
SHG
$33.6B
$3.92M 0.01%
119,835
-17,354
-13% -$596K
HT
1548
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$3.92M 0.01%
228,644
+19,630
+9% +$370K
KOF icon
1549
Coca-Cola Femsa
KOF
$23B
$3.9M 0.01%
47,023
+6,627
+16% +$542K
TDK
1550
DELISTED
TDK CORP AMER DEP SH
TDK
$3.89M 0.01%
69,764
+6,951
+11% +$388K
60 61
62
63 64

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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.