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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
RYAM icon
1701
Rayonier Advanced Materials
RYAM
$573M
$3.19M 0.01%
234,986
+100,245
+74% +$1.23M
GBX icon
1702
The Greenbrier Companies
GBX
$1.56B
$3.19M 0.01%
109,482
+50,609
+86% +$1.46M
HTLD icon
1703
Heartland Express
HTLD
$1.06B
$3.19M 0.01%
183,235
+10,744
+6% +$191K
GFF icon
1704
Griffon
GFF
$4.28B
$3.18M 0.01%
188,808
-1,313
-0.7% -$21.3K
GIII icon
1705
G-III Apparel Group
GIII
$1.52B
$3.18M 0.01%
69,627
-11,210
-14% -$484K
ECHO
1706
EchoStar
ECHO
$25.1B
$3.18M 0.01%
98,898
-9,012
-8% -$295K
RGS icon
1707
Regis Corp
RGS
$68.3M
$3.18M 0.01%
12,776
-984
-7% -$270K
DECK icon
1708
Deckers Outdoor
DECK
$13.6B
$3.17M 0.01%
330,954
-64,398
-16% -$595K
PIPR icon
1709
Piper Sandler
PIPR
$5.15B
$3.17M 0.01%
336,644
-548
-0.2% -$5.82K
AYR
1710
DELISTED
Aircastle Ltd
AYR
$3.16M 0.01%
161,777
-31,462
-16% -$666K
ERF
1711
DELISTED
Enerplus Corporation
ERF
$3.16M 0.01%
481,017
+158,110
+49% +$850K
BCO icon
1712
Brink's
BCO
$4.86B
$3.15M 0.01%
110,621
+5,916
+6% +$182K
KOP icon
1713
Koppers
KOP
$954M
$3.15M 0.01%
102,345
-13,496
-12% -$349K
TCO
1714
DELISTED
Taubman Centers Inc.
TCO
$3.12M ﹤0.01%
42,025
-28,237
-40% -$1.99M
CBU icon
1715
Community Bank
CBU
$3.5B
$3.12M ﹤0.01%
75,818
+1,394
+2% +$55.3K
IPHI
1716
DELISTED
INPHI CORPORATION
IPHI
$3.11M ﹤0.01%
97,183
-9,933
-9% -$312K
SSD icon
1717
Simpson Manufacturing
SSD
$7.95B
$3.11M ﹤0.01%
77,828
-4,096
-5% -$158K
NOG icon
1718
Northern Oil and Gas
NOG
$2.21B
$3.1M ﹤0.01%
67,129
-14,477
-18% -$679K
PGEN icon
1719
Precigen
PGEN
$1.93B
$3.1M ﹤0.01%
127,094
+102,895
+425% +$2.92M
DNR
1720
DELISTED
Denbury Resources, Inc.
DNR
$3.1M ﹤0.01%
862,772
+487,390
+130% +$1.83M
MDR
1721
DELISTED
McDermott International
MDR
$3.1M ﹤0.01%
208,896
+6,179
+3% +$83.4K
XXIA
1722
DELISTED
Ixia
XXIA
$3.1M ﹤0.01%
315,287
-26,424
-8% -$271K
EBF icon
1723
Ennis
EBF
$550M
$3.09M ﹤0.01%
161,275
-1,926
-1% -$36.5K
LE icon
1724
Lands' End
LE
$375M
$3.09M ﹤0.01%
188,341
-44,125
-19% -$893K
MATX icon
1725
Matsons
MATX
$6.22B
$3.09M ﹤0.01%
95,780
-39,201
-29% -$1.36M
67 68
69
70 71

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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.