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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
EEMS icon
2601
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$354M
$814K ﹤0.01%
19,745
+9,239
+88% +$378K
ARII
2602
DELISTED
American Railcar Industries, Inc.
ARII
$813K ﹤0.01%
20,602
+4,687
+29% +$188K
VRTU
2603
DELISTED
Virtusa Corporation
VRTU
$812K ﹤0.01%
28,124
+1,342
+5% +$46.8K
KLIC icon
2604
Kulicke & Soffa
KLIC
$5.3B
$811K ﹤0.01%
66,636
+4,608
+7% +$53.6K
OMN
2605
DELISTED
OMNOVA Solutions Inc.
OMN
$810K ﹤0.01%
111,785
-2,052
-2% -$13.8K
ZUMZ icon
2606
Zumiez
ZUMZ
$320M
$808K ﹤0.01%
56,436
-7,493
-12% -$119K
LDR
2607
DELISTED
Landauer Inc
LDR
$802K ﹤0.01%
19,484
-1,357
-7% -$50.5K
ICPT
2608
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$801K ﹤0.01%
5,615
+1,814
+48% +$264K
UMH
2609
UMH Properties
UMH
$1.32B
$800K ﹤0.01%
71,086
+8,981
+14% +$90.8K
ACWI icon
2610
iShares MSCI ACWI ETF
ACWI
$32.6B
$798K ﹤0.01%
14,187
+417
+3% +$23.5K
FXI icon
2611
iShares China Large-Cap ETF
FXI
$4.31B
$794K ﹤0.01%
+23,198
New +$771K
GCAP
2612
DELISTED
Gain Capital Holdings, Inc.
GCAP
$794K ﹤0.01%
125,580
+7,210
+6% +$48.1K
IRWD icon
2613
Ironwood Pharmaceuticals
IRWD
$611M
$790K ﹤0.01%
72,112
+7,332
+11% +$71.6K
CIVI
2614
DELISTED
Civitas Solutions, Inc.
CIVI
$786K ﹤0.01%
37,745
-501
-1% -$9.91K
BEL
2615
DELISTED
Belmond Ltd.
BEL
$780K ﹤0.01%
78,751
+4,403
+6% +$41.3K
FCB
2616
DELISTED
FCB Financial Holdings, Inc.
FCB
$780K ﹤0.01%
22,950
+7,693
+50% +$265K
FSS icon
2617
Federal Signal
FSS
$7.25B
$779K ﹤0.01%
60,454
+28,289
+88% +$372K
TBHC
2618
DELISTED
The Brand House Collective
TBHC
$779K ﹤0.01%
53,092
-9,555
-15% -$143K
BHC icon
2619
Bausch Health
BHC
$1.65B
$778K ﹤0.01%
38,620
-525,335
-93% -$14.9M
ECPG icon
2620
Encore Capital Group
ECPG
$1.93B
$776K ﹤0.01%
32,993
-6,477
-16% -$166K
REV
2621
DELISTED
Revlon, Inc.
REV
$768K ﹤0.01%
23,863
+52
+0.2% +$1.76K
AVXS
2622
DELISTED
AveXis, Inc. Common Stock
AVXS
$767K ﹤0.01%
+20,185
New +$683K
OSPN icon
2623
OneSpan
OSPN
$562M
$766K ﹤0.01%
46,734
+3,585
+8% +$59.6K
ONTO icon
2624
Onto Innovation
ONTO
$13.6B
$765K ﹤0.01%
36,790
-3,077
-8% -$54.3K
TRU icon
2625
TransUnion
TRU
$14.8B
$765K ﹤0.01%
22,890
+44
+0.2% +$1.35K
103 104
105
106 107

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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.