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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
TNC icon
1776
Tennant Co
TNC
$1.48B
$2.87M ﹤0.01%
53,208
+9,012
+20% +$479K
RP
1777
DELISTED
RealPage, Inc.
RP
$2.87M ﹤0.01%
128,315
-4,933
-4% -$107K
ALR
1778
DELISTED
Alere Inc
ALR
$2.86M ﹤0.01%
68,714
-53,346
-44% -$2.31M
GNCMA
1779
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$2.86M ﹤0.01%
181,094
-3,477
-2% -$56.8K
AROC icon
1780
Archrock
AROC
$6.26B
$2.86M ﹤0.01%
303,546
+89,555
+42% +$706K
WLK icon
1781
Westlake Corp
WLK
$9.27B
$2.86M ﹤0.01%
66,611
-68,348
-51% -$3.12M
ENS icon
1782
EnerSys
ENS
$6.94B
$2.86M ﹤0.01%
48,038
+9,383
+24% +$554K
BBL
1783
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$2.86M ﹤0.01%
112,536
-3,784
-3% -$93.3K
APEI icon
1784
American Public Education
APEI
$907M
$2.85M ﹤0.01%
101,598
-377
-0.4% -$9.36K
FLTX
1785
DELISTED
Fleetmatics Group PLC
FLTX
$2.85M ﹤0.01%
65,877
+10,607
+19% +$423K
STRZA
1786
DELISTED
Starz - Series A
STRZA
$2.85M ﹤0.01%
95,281
+3,403
+4% +$90.6K
EDP
1787
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$2.85M ﹤0.01%
92,918
+4,816
+5% +$148K
TARO
1788
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$2.85M ﹤0.01%
19,574
+7,004
+56% +$993K
ISCA
1789
DELISTED
International Speedway Corp
ISCA
$2.85M ﹤0.01%
85,107
-351
-0.4% -$11.8K
WWE
1790
DELISTED
World Wrestling Entertainment
WWE
$2.85M ﹤0.01%
154,585
-24,093
-13% -$417K
NGHC
1791
DELISTED
National General Holdings Corp
NGHC
$2.85M ﹤0.01%
132,857
-5,515
-4% -$118K
CNCO
1792
DELISTED
Cencosud S.A.
CNCO
$2.84M ﹤0.01%
+317,101
New +$2.55M
SAH icon
1793
Sonic Automotive
SAH
$3.25B
$2.84M ﹤0.01%
165,810
+5,682
+4% +$98.3K
DCOM
1794
DELISTED
Dime Community Bancshares
DCOM
$2.83M ﹤0.01%
166,676
+4,511
+3% +$79.8K
TTEC icon
1795
TTEC Holdings
TTEC
$107M
$2.83M ﹤0.01%
104,427
-14,837
-12% -$405K
VIPS icon
1796
Vipshop
VIPS
$7.08B
$2.83M ﹤0.01%
253,551
+22,950
+10% +$281K
BKD icon
1797
Brookdale Senior Living
BKD
$3.69B
$2.83M ﹤0.01%
183,344
+43,423
+31% +$758K
CIEN icon
1798
Ciena
CIEN
$53.4B
$2.82M ﹤0.01%
150,528
-241,934
-62% -$4.38M
MENT
1799
DELISTED
Mentor Graphics Corp
MENT
$2.82M ﹤0.01%
132,548
+47,521
+56% +$988K
PRK icon
1800
Park National Corp
PRK
$3.43B
$2.82M ﹤0.01%
30,692
-729
-2% -$66.3K
70 71
72
73 74

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MCM
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PSUF
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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.