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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
HOUS
1301
DELISTED
Anywhere Real Estate
HOUS
$5.34M 0.01%
184,196
+55,462
+43% +$1.82M
AUY
1302
DELISTED
Yamana Gold, Inc.
AUY
$5.34M 0.01%
1,026,447
-11,964
-1% -$53.7K
ANAT
1303
DELISTED
American National Group, Inc. Common Stock
ANAT
$5.33M 0.01%
47,142
+13,211
+39% +$1.54M
HAE icon
1304
Haemonetics
HAE
$3.58B
$5.33M 0.01%
183,826
-26,930
-13% -$814K
JNS
1305
DELISTED
Janus Capital Group Inc
JNS
$5.32M 0.01%
382,065
+48,575
+15% +$711K
AMKR icon
1306
Amkor Technology
AMKR
$16.1B
$5.31M 0.01%
923,075
+22,601
+3% +$132K
GATX icon
1307
GATX Corp
GATX
$6.55B
$5.3M 0.01%
120,623
+11,229
+10% +$515K
VSTO
1308
DELISTED
Vista Outdoor Inc.
VSTO
$5.3M 0.01%
111,012
+2,263
+2% +$109K
EXPR
1309
DELISTED
Express, Inc.
EXPR
$5.3M 0.01%
18,252
-406
-2% -$136K
ST icon
1310
Sensata Technologies
ST
$6.65B
$5.3M 0.01%
151,797
-23,859
-14% -$872K
SGI
1311
DELISTED
Silicon Graphics Intl.
SGI
$5.29M 0.01%
1,051,824
-235,712
-18% -$1.31M
ZNGA
1312
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$5.29M 0.01%
2,124,280
-357,193
-14% -$891K
WCN
1313
Waste Connections
WCN
$42.8B
$5.28M 0.01%
109,904
-35,542
-24% -$1.62M
RDN icon
1314
Radian Group
RDN
$5.14B
$5.28M 0.01%
506,477
-133,182
-21% -$1.57M
TDY icon
1315
Teledyne Technologies
TDY
$30.4B
$5.27M 0.01%
53,192
-2,034
-4% -$192K
MSCC
1316
DELISTED
Microsemi Corp
MSCC
$5.26M 0.01%
161,123
-104,860
-39% -$3.59M
YPF icon
1317
YPF
YPF
$20.2B
$5.25M 0.01%
273,267
+26,707
+11% +$531K
PRFT
1318
DELISTED
Perficient Inc
PRFT
$5.24M 0.01%
258,003
+5,768
+2% +$120K
IMKTA icon
1319
Ingles Markets
IMKTA
$1.63B
$5.2M 0.01%
139,487
-24,214
-15% -$896K
ALKS icon
1320
Alkermes
ALKS
$8.82B
$5.2M 0.01%
120,357
-52,134
-30% -$2.15M
DORM icon
1321
Dorman Products
DORM
$4.01B
$5.2M 0.01%
90,929
-1,191
-1% -$64K
TX icon
1322
Ternium
TX
$9.29B
$5.2M 0.01%
272,882
+16,695
+7% +$316K
EGBN icon
1323
Eagle Bancorp
EGBN
$867M
$5.2M 0.01%
108,036
-3,436
-3% -$169K
NGVT icon
1324
Ingevity
NGVT
$2.55B
$5.19M 0.01%
+152,508
New +$4.76M
RRX icon
1325
Regal Rexnord
RRX
$14.2B
$5.18M 0.01%
94,169
-40,129
-30% -$2.41M
51 52
53
54 55

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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.