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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
B
1051
DELISTED
Barnes Group Inc.
B
$7.38M 0.01%
222,769
+8,691
+4% +$295K
IWO icon
1052
iShares Russell 2000 Growth ETF
IWO
$14.5B
$7.37M 0.01%
53,749
+7,083
+15% +$956K
CATM
1053
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$7.37M 0.01%
185,214
+11,863
+7% +$454K
KND
1054
DELISTED
Kindred Healthcare
KND
$7.33M 0.01%
649,590
-67,078
-9% -$840K
WOOF
1055
DELISTED
VCA Inc.
WOOF
$7.33M 0.01%
108,406
+11,010
+11% +$699K
CHE icon
1056
Chemed
CHE
$6.78B
$7.33M 0.01%
53,735
-1,827
-3% -$242K
TD icon
1057
Toronto Dominion Bank
TD
$198B
$7.32M 0.01%
170,428
+1,704
+1% +$74.2K
AVP
1058
DELISTED
Avon Products, Inc.
AVP
$7.32M 0.01%
1,935,210
+443,379
+30% +$1.91M
GWRE icon
1059
Guidewire Software
GWRE
$11.5B
$7.31M 0.01%
118,391
-11,741
-9% -$677K
EFOR
1060
Everforth Inc
EFOR
$845M
$7.31M 0.01%
197,859
+6,986
+4% +$257K
KAMN
1061
DELISTED
Kaman Corp
KAMN
$7.31M 0.01%
171,923
+9,476
+6% +$399K
ISIL
1062
DELISTED
Intersil Corp
ISIL
$7.3M 0.01%
539,545
-17,234
-3% -$224K
ENIA
1063
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$7.29M 0.01%
849,801
-727,115
-46% -$5.79M
CRI icon
1064
Carter's
CRI
$1.43B
$7.29M 0.01%
68,464
+3,771
+6% +$389K
CNK icon
1065
Cinemark Holdings
CNK
$3.82B
$7.26M 0.01%
199,256
+22,516
+13% +$788K
THO icon
1066
Thor Industries
THO
$3.99B
$7.26M 0.01%
112,197
+5,577
+5% +$357K
CENTA icon
1067
Central Garden & Pet Co Class A
CENTA
$2.41B
$7.25M 0.01%
417,428
+52,169
+14% +$747K
SANM icon
1068
Sanmina
SANM
$11.2B
$7.24M 0.01%
270,137
+10,121
+4% +$253K
LUX
1069
DELISTED
Luxottica Group
LUX
$7.24M 0.01%
148,212
-1,392
-0.9% -$74.8K
SAFM
1070
DELISTED
Sanderson Farms Inc
SAFM
$7.24M 0.01%
83,529
+10,080
+14% +$889K
JBTM
1071
JBT Marel
JBTM
$7.14B
$7.22M 0.01%
117,872
+23,439
+25% +$1.37M
CVLT icon
1072
Commault Systems
CVLT
$5.89B
$7.2M 0.01%
166,689
+43,669
+35% +$1.93M
YELP icon
1073
Yelp
YELP
$1.38B
$7.19M 0.01%
236,719
+16,622
+8% +$404K
CSRA
1074
DELISTED
CSRA Inc.
CSRA
$7.18M 0.01%
306,617
+29,379
+11% +$738K
DHC
1075
Diversified Healthcare Trust
DHC
$2.26B
$7.17M 0.01%
344,296
+12,590
+4% +$235K
41 42
43
44 45

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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.