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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
PB icon
1651
Prosperity Bancshares
PB
$8.69B
$3.41M 0.01%
66,924
-527
-0.8% -$26.5K
LULU icon
1652
lululemon athletica
LULU
$13.4B
$3.41M 0.01%
46,135
+6,608
+17% +$438K
SLCA
1653
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$3.41M 0.01%
98,826
+23,956
+32% +$664K
POT
1654
DELISTED
Potash Corp Of Saskatchewan
POT
$3.4M 0.01%
209,613
+15,208
+8% +$255K
TTMI icon
1655
TTM Technologies
TTMI
$12.8B
$3.4M 0.01%
451,931
-31,056
-6% -$220K
HSNI
1656
DELISTED
HSN, Inc.
HSNI
$3.4M 0.01%
69,547
-4,506
-6% -$231K
PRKS icon
1657
United Parks & Resorts
PRKS
$2.12B
$3.4M 0.01%
237,036
-32,500
-12% -$588K
UNIT
1658
Uniti Group
UNIT
$2.62B
$3.4M 0.01%
117,469
-14,630
-11% -$363K
BID
1659
DELISTED
Sotheby's
BID
$3.39M 0.01%
123,750
+48,855
+65% +$1.38M
CUBE icon
1660
CubeSmart
CUBE
$9.57B
$3.38M 0.01%
109,311
-6,562
-6% -$205K
TLMR
1661
DELISTED
TALMER BANCORP INC (MI)
TLMR
$3.37M 0.01%
175,909
+10,148
+6% +$195K
LTC
1662
LTC Properties
LTC
$2.15B
$3.37M 0.01%
65,173
+6,325
+11% +$301K
SCSC icon
1663
Scansource
SCSC
$1.13B
$3.37M 0.01%
90,744
+1,884
+2% +$74K
FSTR icon
1664
Foster
FSTR
$443M
$3.35M 0.01%
308,097
+8,270
+3% +$117K
CALM icon
1665
Cal-Maine
CALM
$4.2B
$3.35M 0.01%
75,490
+3,491
+5% +$165K
BDC icon
1666
Belden
BDC
$4.12B
$3.35M 0.01%
55,408
+6,047
+12% +$378K
AEG icon
1667
Aegon
AEG
$13.5B
$3.34M 0.01%
1,122,902
-58,667
-5% -$221K
FMBI
1668
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$3.34M 0.01%
190,258
+1,946
+1% +$35K
WST icon
1669
West Pharmaceutical
WST
$23.3B
$3.33M 0.01%
43,953
+11,568
+36% +$842K
ROL icon
1670
Rollins
ROL
$18.8B
$3.33M 0.01%
256,158
-69,156
-21% -$848K
DPLO
1671
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$3.32M 0.01%
94,910
-4,047
-4% -$127K
VEEV icon
1672
Veeva Systems
VEEV
$31.6B
$3.32M 0.01%
97,332
+25,759
+36% +$765K
UPBD icon
1673
Upbound Group
UPBD
$1.2B
$3.31M 0.01%
269,812
+30,263
+13% +$407K
TNET icon
1674
TriNet
TNET
$2.94B
$3.31M 0.01%
158,984
+50,705
+47% +$928K
TELN
1675
DELISTED
TELENOR ASA
TELN
$3.3M 0.01%
199,331
+33,945
+21% +$562K
65 66
67
68 69

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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.