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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
CYNO
776
DELISTED
Cynosure, Inc. Class A
CYNO
$11.6M 0.02%
237,708
+5,009
+2% +$238K
VCSH icon
777
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.6M 0.02%
142,873
– –
BDN
778
Brandywine Realty Trust
BDN
$551M
$11.5M 0.02%
686,346
+278,606
+68% +$4.25M
BX icon
779
Blackstone
BX
$104B
$11.5M 0.02%
467,880
-294,286
-39% -$7.83M
FICO icon
780
Fair Isaac
FICO
$28.7B
$11.5M 0.02%
101,589
-23,626
-19% -$2.56M
OI icon
781
O-I Glass
OI
$1.39B
$11.5M 0.02%
637,031
+54,648
+9% +$1M
TSS
782
DELISTED
Total System Services, Inc.
TSS
$11.4M 0.02%
215,508
-4,150
-2% -$215K
AAWW
783
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$11.4M 0.02%
276,178
+53,164
+24% +$2.26M
CORE
784
DELISTED
Core Mark Holding Co., Inc.
CORE
$11.4M 0.02%
243,888
-7,910
-3% -$335K
PVH icon
785
PVH
PVH
$3.71B
$11.4M 0.02%
121,229
+15,954
+15% +$1.5M
TEO icon
786
Telecom Argentina
TEO
$5.89B
$11.4M 0.02%
621,776
-1,405
-0.2% -$25.8K
AME icon
787
Ametek
AME
$55.5B
$11.3M 0.02%
245,394
-1,437
-0.6% -$69.1K
CASY icon
788
Casey's General Stores
CASY
$31.9B
$11.3M 0.02%
86,142
-6,972
-7% -$810K
R icon
789
Ryder
R
$10.3B
$11.3M 0.02%
185,244
-8,056
-4% -$534K
TIF
790
DELISTED
Tiffany & Co.
TIF
$11.3M 0.02%
186,460
+2,766
+2% +$184K
PDCO
791
DELISTED
Patterson Companies, Inc.
PDCO
$11.3M 0.02%
235,825
-314
-0.1% -$14.5K
MASI
792
DELISTED
Masimo
MASI
$11.3M 0.02%
214,385
-4,868
-2% -$229K
DY icon
793
Dycom Industries
DY
$12.9B
$11.2M 0.02%
125,183
-27,442
-18% -$2.07M
EPR icon
794
EPR Properties
EPR
$4.86B
$11.2M 0.02%
139,188
-10,818
-7% -$761K
SWX icon
795
Southwest Gas
SWX
$6.74B
$11.2M 0.02%
142,311
+19,077
+15% +$1.32M
DASTY
796
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$11.1M 0.02%
145,705
+4,731
+3% +$359K
OPLN
797
Openlane
OPLN
$4.17B
$11.1M 0.02%
699,636
+34,230
+5% +$512K
MIC
798
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$11M 0.02%
148,918
-5,000
-3% -$353K
LM
799
DELISTED
Legg Mason, Inc.
LM
$11M 0.02%
373,303
+50,702
+16% +$1.64M
CAJ
800
DELISTED
Canon, Inc.
CAJ
$11M 0.02%
384,729
-12,720
-3% -$367K
30 31
32
33 34

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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.