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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
SCAI
1226
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$5.88M 0.01%
123,340
-12,374
-9% -$572K
EBS icon
1227
Emergent Biosolutions
EBS
$375M
$5.88M 0.01%
209,071
-18,918
-8% -$742K
FHI icon
1228
Federated Hermes
FHI
$4.4B
$5.88M 0.01%
204,143
+76,323
+60% +$2.33M
GEF icon
1229
Greif
GEF
$4.47B
$5.87M 0.01%
157,462
+44,404
+39% +$1.59M
AMD icon
1230
Advanced Micro Devices
AMD
$851B
$5.85M 0.01%
1,138,388
+498,235
+78% +$1.94M
OHI icon
1231
Omega Healthcare
OHI
$15.4B
$5.85M 0.01%
172,180
+4,043
+2% +$135K
GGAL icon
1232
Galicia Financial Group
GGAL
$7.92B
$5.82M 0.01%
190,668
-109
-0.1% -$3.14K
KCG
1233
DELISTED
KCG Holdings, Inc.
KCG
$5.82M 0.01%
437,513
+69,625
+19% +$924K
DBRG icon
1234
DigitalBridge
DBRG
$2.94B
$5.82M 0.01%
142,431
+4,127
+3% +$196K
NPSN
1235
DELISTED
NASPERS LTD
NPSN
$5.8M 0.01%
378,263
+56,025
+17% +$859K
JOY
1236
DELISTED
Joy Global Inc
JOY
$5.8M 0.01%
274,283
+128,300
+88% +$2.42M
BW icon
1237
Babcock & Wilcox
BW
$1.43B
$5.79M 0.01%
39,443
+17,187
+77% +$3.67M
GSG icon
1238
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.02B
$5.79M 0.01%
373,326
-139,824
-27% -$2.1M
CLH icon
1239
Clean Harbors
CLH
$16.1B
$5.78M 0.01%
110,959
-331
-0.3% -$16.6K
AVNT icon
1240
Avient
AVNT
$3.45B
$5.78M 0.01%
163,929
-39,652
-19% -$1.4M
UFPI icon
1241
UFP Industries
UFPI
$4.97B
$5.77M 0.01%
186,864
+29,535
+19% +$831K
UCB
1242
United Community Banks
UCB
$4.22B
$5.77M 0.01%
315,499
-108
-0% -$2.09K
SSNC icon
1243
SS&C Technologies
SSNC
$17.8B
$5.76M 0.01%
205,205
-16,685
-8% -$500K
BLD
1244
DELISTED
TopBuild
BLD
$5.76M 0.01%
159,095
+40,331
+34% +$1.36M
WBS icon
1245
Webster Financial
WBS
$12.3B
$5.75M 0.01%
169,525
+752
+0.4% +$27.4K
HXL icon
1246
Hexcel
HXL
$8.32B
$5.74M 0.01%
137,754
-15,842
-10% -$693K
BLMN icon
1247
Bloomin' Brands
BLMN
$680M
$5.73M 0.01%
320,881
+49,376
+18% +$914K
CRR
1248
DELISTED
Carbo Ceramics Inc.
CRR
$5.73M 0.01%
437,551
-62,277
-12% -$839K
TEN
1249
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$5.73M 0.01%
122,888
-5,595
-4% -$287K
EGN
1250
DELISTED
Energen
EGN
$5.71M 0.01%
118,424
-408
-0.3% -$17.8K
48 49
50
51 52

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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.