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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
LOGM
1726
DELISTED
LogMein, Inc.
LOGM
$3.09M ﹤0.01%
48,683
-8,668
-15% -$501K
DX
1727
Dynex Capital
DX
$3B
$3.09M ﹤0.01%
148,277
+22,652
+18% +$457K
SLF icon
1728
Sun Life Financial
SLF
$46B
$3.09M ﹤0.01%
93,998
+12,827
+16% +$430K
PRXL
1729
DELISTED
Parexel International Corp
PRXL
$3.08M ﹤0.01%
49,007
-4,051
-8% -$251K
HMSY
1730
DELISTED
HMS Holdings Corp.
HMSY
$3.08M ﹤0.01%
174,650
+3,573
+2% +$57.6K
KW
1731
DELISTED
Kennedy-Wilson Holdings
KW
$3.08M ﹤0.01%
162,195
-14,060
-8% -$291K
TAST
1732
DELISTED
Carrols Restaurant Group, Inc.
TAST
$3.06M ﹤0.01%
257,100
-1,810
-0.7% -$23.7K
STAY
1733
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$3.06M ﹤0.01%
204,406
+41,522
+25% +$624K
NBTB icon
1734
NBT Bancorp
NBTB
$2.73B
$3.05M ﹤0.01%
106,606
-2,891
-3% -$81.3K
COHR icon
1735
Coherent
COHR
$53.1B
$3.05M ﹤0.01%
162,363
-35,235
-18% -$720K
MDP
1736
DELISTED
Meredith Corporation
MDP
$3.04M ﹤0.01%
58,573
-24,442
-29% -$1.21M
BRKL
1737
DELISTED
Brookline Bancorp
BRKL
$3.04M ﹤0.01%
275,580
+3,854
+1% +$43.1K
WMS icon
1738
Advanced Drainage Systems
WMS
$11B
$3.03M ﹤0.01%
110,771
+63,757
+136% +$1.55M
FM
1739
DELISTED
iShares Frontier and Select EM ETF
FM
$3.03M ﹤0.01%
123,668
-13,128
-10% -$329K
DGII icon
1740
Digi International
DGII
$2.55B
$3.03M ﹤0.01%
282,109
+36,761
+15% +$380K
GNR icon
1741
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.71B
$3.03M ﹤0.01%
81,551
+1,015
+1% +$37.2K
BC icon
1742
Brunswick
BC
$5.24B
$3.02M ﹤0.01%
66,635
-25,744
-28% -$1.22M
ENDP
1743
DELISTED
Endo International plc
ENDP
$3.02M ﹤0.01%
193,490
-63,556
-25% -$1.32M
QEP
1744
DELISTED
QEP RESOURCES, INC.
QEP
$3.02M ﹤0.01%
171,152
-1,405
-0.8% -$24.3K
WF icon
1745
Woori Financial
WF
$16.4B
$3.02M ﹤0.01%
121,396
-977
-0.8% -$25.3K
NJR icon
1746
New Jersey Resources
NJR
$6.01B
$3.01M ﹤0.01%
78,117
-38,673
-33% -$1.4M
PDFS icon
1747
PDF Solutions
PDFS
$2B
$3M ﹤0.01%
214,822
+19,138
+10% +$260K
S
1748
DELISTED
Sprint Corporation
S
$3M ﹤0.01%
663,430
-72,004
-10% -$267K
IGIB icon
1749
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3M ﹤0.01%
53,980
-158
-0.3% -$8.7K
KN icon
1750
Knowles
KN
$3.2B
$3M ﹤0.01%
219,060
+38,950
+22% +$536K
68 69
70
71 72

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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.