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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
UBA
1926
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$2.38M ﹤0.01%
95,898
+2,957
+3% +$63.8K
TBI
1927
Trueblue
TBI
$237M
$2.37M ﹤0.01%
125,112
-38,792
-24% -$810K
IMAX icon
1928
IMAX
IMAX
$2.47B
$2.36M ﹤0.01%
79,992
+15,618
+24% +$490K
NYT icon
1929
New York Times
NYT
$11.7B
$2.36M ﹤0.01%
194,758
-2,317
-1% -$28.4K
ZOES
1930
DELISTED
Zoe's Kitchen, Inc.
ZOES
$2.36M ﹤0.01%
64,956
-14,137
-18% -$531K
POWI icon
1931
Power Integrations
POWI
$3.53B
$2.35M ﹤0.01%
93,992
-78
-0.1% -$1.91K
CHCO icon
1932
City Holding Co
CHCO
$2.03B
$2.35M ﹤0.01%
51,672
+626
+1% +$30K
EXTR icon
1933
Extreme Networks
EXTR
$3.92B
$2.35M ﹤0.01%
692,710
-100,978
-13% -$346K
PCTY icon
1934
Paylocity
PCTY
$6.97B
$2.35M ﹤0.01%
54,362
-50,301
-48% -$1.89M
TRST
1935
Trustco Bank Corp NY
TRST
$978M
$2.34M ﹤0.01%
73,053
+3,150
+5% +$99.8K
GIL icon
1936
Gildan
GIL
$9.38B
$2.34M ﹤0.01%
79,642
-655
-0.8% -$19.5K
PBA icon
1937
Pembina Pipeline
PBA
$29B
$2.34M ﹤0.01%
76,980
-629
-0.8% -$18.4K
HTO
1938
H2O America
HTO
$2.66B
$2.33M ﹤0.01%
59,185
+6,205
+12% +$222K
TREE icon
1939
LendingTree
TREE
$564M
$2.33M ﹤0.01%
26,349
-8,452
-24% -$716K
VIVO
1940
DELISTED
Meridian Bioscience Inc
VIVO
$2.32M ﹤0.01%
119,149
+2,210
+2% +$43.3K
ICL icon
1941
ICL Group
ICL
$6.65B
$2.31M ﹤0.01%
593,430
-39,960
-6% -$172K
AL
1942
DELISTED
Air Lease Corp
AL
$2.31M ﹤0.01%
86,249
+15,097
+21% +$450K
RLJ icon
1943
RLJ Lodging Trust
RLJ
$1.9B
$2.31M ﹤0.01%
107,625
+49,608
+86% +$1.06M
RCI icon
1944
Rogers Communications
RCI
$17.7B
$2.31M ﹤0.01%
57,119
-3,023
-5% -$117K
TBBK icon
1945
The Bancorp
TBBK
$2.81B
$2.31M ﹤0.01%
383,175
+35,204
+10% +$212K
PHH
1946
DELISTED
PHH Corporation
PHH
$2.3M ﹤0.01%
172,804
+6,606
+4% +$85.7K
FGL
1947
DELISTED
Fidelity & Guaranty Life
FGL
$2.3M ﹤0.01%
99,263
-4,333
-4% -$107K
IPXL
1948
DELISTED
Impax Laboratories, Inc.
IPXL
$2.3M ﹤0.01%
79,755
+25,006
+46% +$815K
ARI
1949
Apollo Commercial Real Estate
ARI
$876M
$2.3M ﹤0.01%
142,844
-4,638
-3% -$74.5K
JAKK icon
1950
Jakks Pacific
JAKK
$297M
$2.29M ﹤0.01%
28,985
-3,180
-10% -$239K
76 77
78
79 80

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AF
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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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ACI
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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.