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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
IPHS
1126
DELISTED
Innophos Holdings, Inc.
IPHS
$6.57M 0.01%
155,729
+15,739
+11% +$590K
SNX icon
1127
TD Synnex
SNX
$19.4B
$6.57M 0.01%
138,512
-8,596
-6% -$377K
UVV icon
1128
Universal Corp
UVV
$1.34B
$6.56M 0.01%
113,640
+4,987
+5% +$275K
ALSN icon
1129
Allison Transmission
ALSN
$10.1B
$6.56M 0.01%
232,340
+27,921
+14% +$775K
BGC icon
1130
BGC Group
BGC
$5.58B
$6.55M 0.01%
1,168,584
+57,767
+5% +$335K
ITT icon
1131
ITT
ITT
$17.5B
$6.54M 0.01%
204,347
+8,031
+4% +$288K
ENR icon
1132
Energizer
ENR
$1.44B
$6.53M 0.01%
126,840
+28,118
+28% +$1.29M
GPT
1133
DELISTED
Gramercy Property Trust
GPT
$6.52M 0.01%
235,752
+1,511
+0.6% +$39.8K
SLGN icon
1134
Silgan Holdings
SLGN
$4.91B
$6.52M 0.01%
253,396
-20,456
-7% -$526K
DAN icon
1135
Dana Inc
DAN
$2.91B
$6.51M 0.01%
616,934
+49,445
+9% +$610K
UMPQ
1136
DELISTED
Umpqua Holdings Corp
UMPQ
$6.51M 0.01%
420,999
+6,212
+1% +$97K
CNSL
1137
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$6.51M 0.01%
239,068
-15,459
-6% -$384K
PF
1138
DELISTED
Pinnacle Foods, Inc.
PF
$6.51M 0.01%
140,627
+16,853
+14% +$733K
FRGI
1139
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$6.51M 0.01%
298,425
+92,082
+45% +$2.6M
CDR
1140
DELISTED
Cedar Realty Trust, Inc
CDR
$6.51M 0.01%
132,691
+740
+0.6% +$34.3K
MZTI
1141
The Marzetti Company
MZTI
$2.94B
$6.49M 0.01%
50,858
+7,012
+16% +$831K
PSO icon
1142
Pearson
PSO
$9.78B
$6.49M 0.01%
499,599
+93,626
+23% +$1.12M
AZPN
1143
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$6.48M 0.01%
160,934
-20,257
-11% -$815K
AIT icon
1144
Applied Industrial Technologies
AIT
$12.8B
$6.46M 0.01%
143,128
-1,128
-0.8% -$50.5K
CAVM
1145
DELISTED
Cavium, Inc.
CAVM
$6.45M 0.01%
167,175
+72,667
+77% +$3.59M
RACE icon
1146
Ferrari
RACE
$63.3B
$6.44M 0.01%
157,333
+71,865
+84% +$3.05M
GNTX icon
1147
Gentex
GNTX
$4.88B
$6.43M 0.01%
415,983
+7,073
+2% +$112K
BNS icon
1148
Scotiabank
BNS
$106B
$6.42M 0.01%
130,930
+10,789
+9% +$530K
LPT
1149
DELISTED
Liberty Property Trust
LPT
$6.41M 0.01%
161,480
+11,524
+8% +$419K
IHS
1150
DELISTED
IHS INC CL-A COM STK
IHS
$6.4M 0.01%
55,388
+24,772
+81% +$2.97M
44 45
46
47 48

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MCM
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PSUF
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SCC
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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.