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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
PFS icon
1676
Provident Financial Services
PFS
$3.11B
$3.3M 0.01%
168,011
+1,449
+0.9% +$28.9K
KRA
1677
DELISTED
Kraton Corporation
KRA
$3.29M 0.01%
117,972
+15,001
+15% +$367K
LHCG
1678
DELISTED
LHC Group LLC
LHCG
$3.29M 0.01%
76,117
-24,354
-24% -$992K
CRC
1679
DELISTED
California Resources Corporation
CRC
$3.29M 0.01%
269,613
+84,263
+45% +$1.34M
FCPT icon
1680
Four Corners Property Trust
FCPT
$2.83B
$3.28M 0.01%
159,300
+86,935
+120% +$1.65M
QIWI
1681
DELISTED
QIWI PLC
QIWI
$3.28M 0.01%
250,321
-392
-0.2% -$5.16K
MSM icon
1682
MSC Industrial Direct
MSM
$7.07B
$3.28M 0.01%
46,436
-4,897
-10% -$363K
OXM icon
1683
Oxford Industries
OXM
$602M
$3.28M 0.01%
57,879
-2,162
-4% -$134K
VALE.P
1684
DELISTED
Vale S A
VALE.P
$3.27M 0.01%
816,766
-259,100
-24% -$952K
MSTR icon
1685
Strategy Inc
MSTR
$36B
$3.26M 0.01%
186,420
+27,180
+17% +$501K
SRCI
1686
DELISTED
SRC Energy Inc
SRCI
$3.26M 0.01%
489,138
+353,236
+260% +$2.39M
BRK.A icon
1687
Berkshire Hathaway Class A
BRK.A
$1.07T
$3.25M 0.01%
15
+4
+36% +$858K
LPLA icon
1688
LPL Financial
LPLA
$26.5B
$3.25M 0.01%
144,358
-98,362
-41% -$2.47M
CM icon
1689
Canadian Imperial Bank of Commerce
CM
$108B
$3.25M 0.01%
86,608
+11,654
+16% +$454K
SUP
1690
DELISTED
Superior Industries International
SUP
$3.25M 0.01%
121,398
+34,558
+40% +$886K
SN
1691
DELISTED
Sanchez Energy Corporation
SN
$3.25M 0.01%
460,438
-54,994
-11% -$425K
LCII icon
1692
LCI Industries
LCII
$2.52B
$3.24M 0.01%
38,215
+8,003
+26% +$576K
FRPT icon
1693
Freshpet
FRPT
$2.92B
$3.23M 0.01%
346,457
+16,293
+5% +$141K
GES
1694
DELISTED
Guess Inc
GES
$3.22M 0.01%
214,058
+24,258
+13% +$401K
EGHT icon
1695
8x8 Inc
EGHT
$262M
$3.22M 0.01%
220,391
-57,127
-21% -$699K
FFBC icon
1696
First Financial Bancorp
FFBC
$3.52B
$3.21M 0.01%
165,246
+2,330
+1% +$44.7K
NBIX icon
1697
Neurocrine Biosciences
NBIX
$17.7B
$3.21M 0.01%
70,626
+22,781
+48% +$1.05M
PE
1698
DELISTED
PARSLEY ENERGY INC
PE
$3.2M 0.01%
118,336
+56,487
+91% +$1.4M
TRMK icon
1699
Trustmark
TRMK
$2.71B
$3.2M 0.01%
128,727
+29,520
+30% +$710K
BKU icon
1700
Bankunited
BKU
$3.36B
$3.2M 0.01%
104,075
-3,023
-3% -$101K
66 67
68
69 70

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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.