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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
ULTI
801
DELISTED
Ultimate Software Group Inc
ULTI
$11M 0.02%
52,291
-3,326
-6% -$660K
XYL icon
802
Xylem
XYL
$28.5B
$11M 0.02%
245,737
+19,578
+9% +$851K
ARMK icon
803
Aramark
ARMK
$15B
$10.9M 0.02%
451,606
+34,132
+8% +$822K
PPLI
804
People Inc
PPLI
$3.1B
$10.9M 0.02%
1,082,767
+80,109
+8% +$742K
CDK
805
DELISTED
CDK Global, Inc.
CDK
$10.9M 0.02%
196,042
-1,148
-0.6% -$59.3K
ALB icon
806
Albemarle
ALB
$13.5B
$10.9M 0.02%
137,054
+9,004
+7% +$661K
CRZO
807
DELISTED
Carrizo Oil & Gas Inc
CRZO
$10.9M 0.02%
303,167
-41,612
-12% -$1.49M
CMC icon
808
Commercial Metals
CMC
$7.63B
$10.9M 0.02%
642,846
+278,491
+76% +$4.79M
RELX icon
809
RELX
RELX
$60.1B
$10.8M 0.02%
578,188
-1,145
-0.2% -$20.9K
FUJI
810
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$10.8M 0.02%
279,533
+2,914
+1% +$112K
MPWR icon
811
Monolithic Power Systems
MPWR
$65.5B
$10.7M 0.02%
157,320
-443
-0.3% -$29K
ALLE icon
812
Allegion
ALLE
$13B
$10.7M 0.02%
154,712
-1,220
-0.8% -$81K
ATR icon
813
AptarGroup
ATR
$8.45B
$10.7M 0.02%
135,391
-2,125
-2% -$164K
LCI
814
DELISTED
Lannett Company, Inc.
LCI
$10.7M 0.02%
112,223
+75,878
+209% +$6.49M
CE icon
815
Celanese
CE
$5.09B
$10.7M 0.02%
163,120
+4,080
+3% +$284K
SDX
816
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$10.7M 0.02%
498,516
+9,895
+2% +$212K
MANH icon
817
Manhattan Associates
MANH
$8.97B
$10.7M 0.02%
166,145
-54,211
-25% -$3.38M
TLS
818
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$10.6M 0.02%
507,962
+38,340
+8% +$798K
WKC icon
819
World Kinect Corp
WKC
$1.96B
$10.5M 0.02%
221,887
-15,691
-7% -$730K
AJG icon
820
Arthur J. Gallagher & Co
AJG
$63.7B
$10.5M 0.02%
221,331
+19,035
+9% +$883K
SLM icon
821
SLM Corp
SLM
$4.57B
$10.5M 0.02%
1,704,621
+29,378
+2% +$191K
COO icon
822
Cooper Companies
COO
$13.7B
$10.5M 0.02%
245,472
+59,944
+32% +$2.4M
SON icon
823
Sonoco
SON
$5.76B
$10.5M 0.02%
212,006
+397
+0.2% +$18.8K
CYH icon
824
Community Health Systems
CYH
$385M
$10.5M 0.02%
873,650
-627,054
-42% -$9.18M
MFG icon
825
Mizuho Financial
MFG
$129B
$10.5M 0.02%
3,690,524
+1,205,709
+49% +$3.63M
31 32
33
34 35

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MCM
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PSUF
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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.