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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
BRFS
1626
DELISTED
BRF SA
BRFS
$3.52M 0.01%
252,686
-15,380
-6% -$207K
VMW
1627
DELISTED
VMware, Inc
VMW
$3.51M 0.01%
61,305
+10,967
+22% +$632K
PLNT icon
1628
Planet Fitness
PLNT
$4.29B
$3.51M 0.01%
185,713
+24,499
+15% +$413K
FMSA
1629
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$3.51M 0.01%
454,708
+155,068
+52% +$764K
ADEA icon
1630
Adeia
ADEA
$2.88B
$3.49M 0.01%
430,931
+10,342
+2% +$84K
SHEN icon
1631
Shenandoah Telecom
SHEN
$637M
$3.49M 0.01%
89,429
+16,526
+23% +$511K
PTC icon
1632
PTC
PTC
$14.5B
$3.49M 0.01%
92,905
+7,790
+9% +$279K
EGP icon
1633
EastGroup Properties
EGP
$11.3B
$3.49M 0.01%
50,631
+2,824
+6% +$179K
NCLH icon
1634
Norwegian Cruise Line
NCLH
$9.2B
$3.49M 0.01%
87,500
-21,191
-19% -$1.01M
UTEK
1635
DELISTED
Ultratech Inc.
UTEK
$3.48M 0.01%
151,355
+1,749
+1% +$38.2K
KAI icon
1636
Kadant
KAI
$3.69B
$3.47M 0.01%
67,401
-1,034
-2% -$50K
OMCL icon
1637
Omnicell
OMCL
$1.89B
$3.46M 0.01%
101,062
-5,280
-5% -$165K
INN
1638
Summit Hotel Properties
INN
$748M
$3.45M 0.01%
260,784
+41,105
+19% +$491K
CAKE icon
1639
Cheesecake Factory
CAKE
$4.32B
$3.45M 0.01%
71,715
-2,152
-3% -$109K
AIN icon
1640
Albany International
AIN
$2.16B
$3.45M 0.01%
86,339
+8,706
+11% +$344K
NPO icon
1641
Enpro
NPO
$6.95B
$3.45M 0.01%
77,634
+253
+0.3% +$13.1K
WIT icon
1642
Wipro
WIT
$18.9B
$3.44M 0.01%
1,484,389
+177,530
+14% +$406K
NUAN
1643
DELISTED
Nuance Communications, Inc.
NUAN
$3.44M 0.01%
254,227
-98,534
-28% -$1.46M
KRNY icon
1644
Kearny Financial
KRNY
$595M
$3.44M 0.01%
273,385
+77,274
+39% +$991K
BWLD
1645
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$3.44M 0.01%
24,753
+2,483
+11% +$352K
AMC icon
1646
AMC Entertainment Holdings
AMC
$2.24B
$3.44M 0.01%
12,443
-1,203
-9% -$337K
SJI
1647
DELISTED
South Jersey Industries, Inc.
SJI
$3.43M 0.01%
108,519
+4,057
+4% +$116K
SKX
1648
DELISTED
Skechers
SKX
$3.43M 0.01%
115,392
-78,375
-40% -$2.37M
KNL
1649
DELISTED
Knoll, Inc.
KNL
$3.42M 0.01%
140,947
+3,006
+2% +$70.5K
TECK icon
1650
Teck Resources
TECK
$29.3B
$3.42M 0.01%
259,489
+3,839
+2% +$39.7K
64 65
66
67 68

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.