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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
TESO
2301
DELISTED
Tesco Corp
TESO
$1.32M ﹤0.01%
197,034
-40,057
-17% -$310K
UVSP icon
2302
Univest Financial
UVSP
$1.23B
$1.32M ﹤0.01%
62,621
+10,671
+21% +$212K
TILE icon
2303
Interface
TILE
$1.91B
$1.31M ﹤0.01%
86,104
-1,849
-2% -$31.5K
AAON icon
2304
Aaon
AAON
$8.41B
$1.31M ﹤0.01%
71,550
+5,001
+8% +$90.4K
GIB icon
2305
CGI
GIB
$13.9B
$1.31M ﹤0.01%
30,622
+1,413
+5% +$65.3K
MORE
2306
DELISTED
Monogram Residential Trust, Inc.
MORE
$1.31M ﹤0.01%
127,871
+27,528
+27% +$276K
SEB icon
2307
Seaboard Corp
SEB
$4.52B
$1.3M ﹤0.01%
454
-11
-2% -$32.3K
ENT
2308
DELISTED
Global Eagle Entertainment Inc.
ENT
$1.3M ﹤0.01%
7,847
-629
-7% -$120K
TU icon
2309
Telus
TU
$16B
$1.3M ﹤0.01%
80,804
+8,918
+12% +$141K
ASR icon
2310
Grupo Aeroportuario del Sureste
ASR
$8.03B
$1.3M ﹤0.01%
8,136
+1,857
+30% +$283K
HOPE icon
2311
Hope Bancorp
HOPE
$1.72B
$1.29M ﹤0.01%
86,493
+11,022
+15% +$171K
SSP icon
2312
E.W. Scripps
SSP
$274M
$1.29M ﹤0.01%
81,438
+112
+0.1% +$1.78K
ZEN
2313
DELISTED
ZENDESK INC
ZEN
$1.28M ﹤0.01%
48,702
-8,376
-15% -$202K
OPB
2314
DELISTED
Opus Bank Common Stock
OPB
$1.28M ﹤0.01%
37,955
+3,849
+11% +$136K
KTOS icon
2315
Kratos Defense & Security Solutions
KTOS
$8.88B
$1.28M ﹤0.01%
312,474
-37,782
-11% -$171K
EPAY
2316
DELISTED
Bottomline Technologies Inc
EPAY
$1.28M ﹤0.01%
59,278
-12,510
-17% -$327K
ACOR
2317
DELISTED
Acorda Therapeutics
ACOR
$1.27M ﹤0.01%
416
-21
-5% -$68.3K
EPM icon
2318
Evolution Petroleum
EPM
$137M
$1.27M ﹤0.01%
232,635
+3,467
+2% +$18.7K
UAM
2319
DELISTED
Universal American Corp
UAM
$1.27M ﹤0.01%
167,134
-393
-0.2% -$3.05K
FRAN
2320
DELISTED
Francesca's Holdings Corporation
FRAN
$1.27M ﹤0.01%
9,551
-402
-4% -$66.9K
EOCA
2321
DELISTED
Endesa Americas S.A.
EOCA
$1.26M ﹤0.01%
+91,863
New +$1.2M
CAE icon
2322
CAE Inc. Common Shares
CAE
$8.1B
$1.26M ﹤0.01%
104,162
+5,754
+6% +$69.5K
PAYC icon
2323
Paycom
PAYC
$6.78B
$1.26M ﹤0.01%
29,130
+2,062
+8% +$80.6K
JBSS icon
2324
John B. Sanfilippo & Son
JBSS
$949M
$1.26M ﹤0.01%
29,502
-14,316
-33% -$780K
ITG
2325
DELISTED
Investment Technology Group Inc
ITG
$1.25M ﹤0.01%
74,866
-6,622
-8% -$124K
91 92
93
94 95

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MCM
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PSUF
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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.