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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
WRLD icon
976
World Acceptance Corp
WRLD
$950M
$8.29M 0.01%
181,801
+4,189
+2% +$170K
TIMB icon
977
TIM SA
TIMB
$10.2B
$8.28M 0.01%
784,857
+130,978
+20% +$1.34M
ANF icon
978
Abercrombie & Fitch
ANF
$4.17B
$8.27M 0.01%
464,371
-147,161
-24% -$3.51M
FINL
979
DELISTED
Finish Line
FINL
$8.25M 0.01%
408,749
+71,077
+21% +$1.34M
THS
980
DELISTED
Treehouse Foods
THS
$8.24M 0.01%
80,271
+1,482
+2% +$137K
COLM icon
981
Columbia Sportswear
COLM
$3.19B
$8.21M 0.01%
142,689
+2,877
+2% +$165K
BYD icon
982
Boyd Gaming
BYD
$6.47B
$8.2M 0.01%
445,893
-144,527
-24% -$2.8M
CBM
983
DELISTED
Cambrex Corporation
CBM
$8.2M 0.01%
158,602
-9,773
-6% -$467K
AGRO icon
984
Adecoagro
AGRO
$1.53B
$8.2M 0.01%
747,359
+30,028
+4% +$330K
CIM
985
Chimera Investment
CIM
$1.05B
$8.2M 0.01%
174,071
+31,342
+22% +$1.38M
AWI icon
986
Armstrong World Industries
AWI
$6.86B
$8.19M 0.01%
209,121
+29,941
+17% +$1.23M
GEO icon
987
The GEO Group
GEO
$4.13B
$8.19M 0.01%
359,246
-17,323
-5% -$382K
GHC icon
988
Graham Holdings Company
GHC
$4.97B
$8.18M 0.01%
16,715
-490
-3% -$239K
RGC
989
DELISTED
Regal Entertainment Group
RGC
$8.18M 0.01%
371,248
+43,819
+13% +$909K
EPAC icon
990
Enerpac Tool Group
EPAC
$1.77B
$8.15M 0.01%
360,443
-11,755
-3% -$302K
VSH icon
991
Vishay Intertechnology
VSH
$5.86B
$8.14M 0.01%
657,001
+56,107
+9% +$699K
SCM
992
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$8.13M 0.01%
163,411
-21,886
-12% -$1.09M
KYO
993
DELISTED
Kyocera Adr
KYO
$8.1M 0.01%
170,019
+14,278
+9% +$687K
CRUS icon
994
Cirrus Logic
CRUS
$6.74B
$8.08M 0.01%
208,295
+18,141
+10% +$651K
FIVE icon
995
Five Below
FIVE
$11.2B
$8.08M 0.01%
174,079
-5,100
-3% -$213K
NVR icon
996
NVR
NVR
$17.2B
$8.08M 0.01%
4,538
+1,161
+34% +$1.98M
CHT icon
997
Chunghwa Telecom
CHT
$33.2B
$8.05M 0.01%
221,855
+320
+0.1% +$11K
HUBB icon
998
Hubbell
HUBB
$25.7B
$8.04M 0.01%
76,217
-1,355
-2% -$143K
PANW icon
999
Palo Alto Networks
PANW
$264B
$8.04M 0.01%
393,174
-86,094
-18% -$1.99M
HA
1000
DELISTED
Hawaiian Holdings, Inc.
HA
$8.02M 0.01%
211,387
+1,717
+0.8% +$72.7K
38 39
40
41 42

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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.