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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
CRTO icon
2201
Criteo
CRTO
$1.03B
$1.52M ﹤0.01%
33,097
+7,560
+30% +$325K
CHFN
2202
DELISTED
Charter Financial Corp
CHFN
$1.52M ﹤0.01%
114,372
-5,634
-5% -$73.8K
MRTN icon
2203
Marten Transport
MRTN
$1.33B
$1.52M ﹤0.01%
191,560
+9,350
+5% +$71.2K
BF.A icon
2204
Brown-Forman Class A
BF.A
$12.3B
$1.51M ﹤0.01%
35,028
-175
-0.5% -$7.3K
FNGN
2205
DELISTED
Financial Engines, Inc.
FNGN
$1.51M ﹤0.01%
58,494
-3,317
-5% -$95.3K
FPO
2206
DELISTED
First Potomac Realty Trust
FPO
$1.51M ﹤0.01%
164,417
+26,800
+19% +$239K
FCH
2207
DELISTED
Felcor Lodging Trust
FCH
$1.51M ﹤0.01%
242,664
-175,234
-42% -$1.23M
OPK icon
2208
Opko Health
OPK
$921M
$1.51M ﹤0.01%
161,439
-162
-0.1% -$1.65K
THRM icon
2209
Gentherm
THRM
$1.31B
$1.51M ﹤0.01%
43,974
-2,204
-5% -$83.7K
AFI
2210
DELISTED
Armstrong Flooring, Inc.
AFI
$1.5M ﹤0.01%
+88,729
New +$1.43M
XCRA
2211
DELISTED
Xcerra Corporation
XCRA
$1.5M ﹤0.01%
261,504
-15,226
-6% -$93.4K
AXTA icon
2212
Axalta
AXTA
$7.01B
$1.5M ﹤0.01%
56,616
-5,373
-9% -$152K
CHEF icon
2213
Chefs' Warehouse
CHEF
$3.87B
$1.5M ﹤0.01%
93,649
-36,818
-28% -$627K
FCNCA icon
2214
First Citizens BancShares
FCNCA
$24.6B
$1.5M ﹤0.01%
5,777
+224
+4% +$56.4K
CSTE icon
2215
Caesarstone
CSTE
$72.3M
$1.49M ﹤0.01%
+42,982
New +$1.59M
MOV icon
2216
Movado Group
MOV
$812M
$1.49M ﹤0.01%
68,675
-2,127
-3% -$52.1K
LFC
2217
DELISTED
China Life Insurance Company Ltd.
LFC
$1.49M ﹤0.01%
138,338
-39,149
-22% -$439K
OVV icon
2218
Ovintiv
OVV
$17.5B
$1.49M ﹤0.01%
38,144
+5,216
+16% +$191K
MCRN
2219
DELISTED
Milacron Holdings Corp.
MCRN
$1.49M ﹤0.01%
102,438
-4,430
-4% -$71.7K
AZZ icon
2220
AZZ Inc
AZZ
$4.5B
$1.48M ﹤0.01%
24,748
+2,541
+11% +$145K
STBA icon
2221
S&T Bancorp
STBA
$1.86B
$1.48M ﹤0.01%
60,496
+4,275
+8% +$108K
FCBC icon
2222
First Community Bankshares
FCBC
$915M
$1.48M ﹤0.01%
65,857
+1,033
+2% +$21.8K
UGP icon
2223
Ultrapar
UGP
$6.87B
$1.47M ﹤0.01%
133,688
-3,452
-3% -$34.9K
ZWS icon
2224
Zurn Elkay Water Solutions
ZWS
$8.07B
$1.47M ﹤0.01%
155,364
+32,425
+26% +$326K
BPFH
2225
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$1.47M ﹤0.01%
124,647
+35,347
+40% +$425K
87 88
89
90 91

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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.