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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
SGRY icon
3176
Surgery Partners
SGRY
$2.06B
$181K ﹤0.01%
+10,112
New +$150K
EVC icon
3177
Entravision Communication
EVC
$983M
$179K ﹤0.01%
26,660
-6,329
-19% -$45.3K
BOOM icon
3178
DMC Global
BOOM
$121M
$178K ﹤0.01%
16,599
-13,024
-44% -$123K
ENZ
3179
DELISTED
Enzo Biochem, Inc.
ENZ
$178K ﹤0.01%
29,852
-3,844
-11% -$21.3K
OMED
3180
DELISTED
OncoMed Pharmaceuticals, Inc.
OMED
$178K ﹤0.01%
14,439
-107
-0.7% -$1.3K
PETX
3181
DELISTED
Aratana Therapeutics, Inc.
PETX
$177K ﹤0.01%
27,958
+3,989
+17% +$25.7K
ATE
3182
DELISTED
Advantest Corp
ATE
$177K ﹤0.01%
16,153
-2,365
-13% -$21.6K
VIVS
3183
VivoSim Labs
VIVS
$1.46M
$175K ﹤0.01%
196
-10
-5% -$6.71K
QUOT
3184
DELISTED
Quotient Technology Inc
QUOT
$174K ﹤0.01%
+12,946
New +$149K
FPI
3185
Farmland Partners
FPI
$419M
$173K ﹤0.01%
+15,298
New +$169K
KERX
3186
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$172K ﹤0.01%
25,951
+1,328
+5% +$7.42K
VSLR
3187
DELISTED
VIVINT SOLAR, INC.
VSLR
$170K ﹤0.01%
+55,387
New +$163K
SCMP
3188
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$169K ﹤0.01%
15,445
-2,231
-13% -$25K
EVDY
3189
DELISTED
Everyday Health, Inc.
EVDY
$168K ﹤0.01%
21,348
+3,232
+18% +$20.7K
EVTC icon
3190
Evertec
EVTC
$1.83B
$167K ﹤0.01%
10,768
-562
-5% -$8.12K
MERC icon
3191
Mercer International
MERC
$44.9M
$167K ﹤0.01%
20,971
+789
+4% +$6.99K
VDTH
3192
DELISTED
Videocon d2h Limited
VDTH
$166K ﹤0.01%
19,615
+231
+1% +$1.9K
NCIT
3193
DELISTED
NCI, Inc.
NCIT
$166K ﹤0.01%
11,829
-1,546
-12% -$21.3K
TLGT
3194
DELISTED
Teligent, Inc
TLGT
$164K ﹤0.01%
2,297
-230
-9% -$13.4K
KE
3195
Kimball Electronics
KE
$598M
$163K ﹤0.01%
13,103
+2,331
+22% +$26.4K
AAMI
3196
Acadian Asset Management
AAMI
$2.88B
$163K ﹤0.01%
12,217
+1,471
+14% +$20.5K
JAX
3197
DELISTED
J. Alexander's Holdings, Inc.
JAX
$163K ﹤0.01%
16,435
+4,703
+40% +$48K
CLS icon
3198
Celestica
CLS
$35.1B
$162K ﹤0.01%
17,462
+435
+3% +$4.54K
KVHI icon
3199
KVH Industries
KVHI
$177M
$162K ﹤0.01%
21,095
+1,799
+9% +$15.6K
SBSW icon
3200
Sibanye-Stillwater
SBSW
$5.92B
$162K ﹤0.01%
+12,581
New +$160K
126 127
128
129 130

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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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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.