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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
VER
751
DELISTED
VEREIT, Inc.
VER
$12M 0.02%
236,951
+13,499
+6% +$636K
CRL icon
752
Charles River Laboratories
CRL
$10.9B
$12M 0.02%
145,421
-771
-0.5% -$63.5K
BMS
753
DELISTED
Bemis
BMS
$12M 0.02%
232,754
+4,342
+2% +$219K
RY icon
754
Royal Bank of Canada
RY
$291B
$12M 0.02%
202,795
+1,861
+0.9% +$112K
OC icon
755
Owens Corning
OC
$11.5B
$12M 0.02%
232,493
+76,298
+49% +$3.8M
CNI icon
756
Canadian National Railway
CNI
$78.3B
$11.9M 0.02%
202,332
+57,805
+40% +$3.49M
AMSG
757
DELISTED
Amsurg Corp
AMSG
$11.9M 0.02%
153,713
-60,105
-28% -$4.65M
LPX icon
758
Louisiana-Pacific
LPX
$5.2B
$11.9M 0.02%
684,984
-137,417
-17% -$2.42M
AWH
759
DELISTED
Allied World Assurance Co Hld Lt
AWH
$11.9M 0.02%
338,159
+40,616
+14% +$1.46M
CNX icon
760
CNX Resources
CNX
$4.85B
$11.9M 0.02%
884,572
-25,168
-3% -$294K
SR icon
761
Spire
SR
$4.92B
$11.8M 0.02%
166,920
+1,547
+0.9% +$102K
HOLX
762
DELISTED
Hologic
HOLX
$11.8M 0.02%
341,418
-25,428
-7% -$880K
UA icon
763
Under Armour Class C
UA
$2.92B
$11.8M 0.02%
+324,341
New +$12M
WAIR
764
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$11.8M 0.02%
879,384
-64,648
-7% -$920K
AMN icon
765
AMN Healthcare
AMN
$1.28B
$11.8M 0.02%
294,459
+36,962
+14% +$1.37M
PHM icon
766
Pultegroup
PHM
$24.5B
$11.8M 0.02%
603,509
+31,756
+6% +$589K
PLCE icon
767
Children's Place
PLCE
$53.6M
$11.7M 0.02%
146,503
-16,624
-10% -$1.25M
MDVN
768
DELISTED
MEDIVATION, INC.
MDVN
$11.7M 0.02%
194,199
+26,568
+16% +$1.51M
EAT icon
769
Brinker International
EAT
$8.02B
$11.7M 0.02%
256,298
+552
+0.2% +$25.2K
CNO icon
770
CNO Financial Group
CNO
$4.97B
$11.7M 0.02%
668,237
-97,410
-13% -$1.83M
VAL
771
DELISTED
Valspar
VAL
$11.6M 0.02%
107,821
-888
-0.8% -$95.3K
ALGN icon
772
Align Technology
ALGN
$12B
$11.6M 0.02%
144,576
-3,292
-2% -$252K
CACI icon
773
CACI
CACI
$10.8B
$11.6M 0.02%
128,650
-10,124
-7% -$1.01M
IT icon
774
Gartner
IT
$9.41B
$11.6M 0.02%
119,080
+1,821
+2% +$173K
CUK
775
DELISTED
Carnival PLC
CUK
$11.6M 0.02%
258,573
-4,403
-2% -$223K
29 30
31
32 33

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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.