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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
ARR
1851
Armour Residential REIT
ARR
$2.01B
$2.63M ﹤0.01%
26,346
-12,816
-33% -$1.3M
IBOC icon
1852
International Bancshares
IBOC
$4.77B
$2.63M ﹤0.01%
100,830
-13,119
-12% -$344K
OSG
1853
Octave Specialty Group
OSG
$258M
$2.63M ﹤0.01%
159,777
+21,282
+15% +$341K
SYNA icon
1854
Synaptics
SYNA
$4.55B
$2.63M ﹤0.01%
48,855
-13,448
-22% -$924K
CVSA
1855
Covista Inc
CVSA
$4.09B
$2.62M ﹤0.01%
147,000
+64,098
+77% +$1.13M
PATK icon
1856
Patrick Industries
PATK
$2.81B
$2.61M ﹤0.01%
97,508
-3,013
-3% -$67.4K
ALTO icon
1857
Alto Ingredients
ALTO
$349M
$2.61M ﹤0.01%
479,021
+90,528
+23% +$449K
HY icon
1858
Hyster-Yale Materials Handling
HY
$596M
$2.61M ﹤0.01%
43,898
+886
+2% +$55.6K
RYN icon
1859
Rayonier
RYN
$6.52B
$2.61M ﹤0.01%
109,450
-672
-0.6% -$15.4K
BOBE
1860
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.6M ﹤0.01%
68,507
-13,221
-16% -$593K
SRPT icon
1861
Sarepta Therapeutics
SRPT
$1.68B
$2.6M ﹤0.01%
136,273
+110,619
+431% +$2.05M
ENV
1862
DELISTED
ENVESTNET, INC.
ENV
$2.6M ﹤0.01%
78,024
+14,216
+22% +$459K
FRED
1863
DELISTED
Fred's Inc
FRED
$2.6M ﹤0.01%
161,207
-6,916
-4% -$102K
BJRI icon
1864
BJ's Restaurants
BJRI
$1.45B
$2.59M ﹤0.01%
59,043
-10,912
-16% -$483K
EXP icon
1865
Eagle Materials
EXP
$6.69B
$2.58M ﹤0.01%
33,441
-8
-0% -$604
LFCR icon
1866
Lifecore Biomedical
LFCR
$163M
$2.58M ﹤0.01%
239,803
-18,309
-7% -$202K
KELYA icon
1867
Kelly Services Class A
KELYA
$545M
$2.58M ﹤0.01%
135,836
+2,649
+2% +$50.5K
RUTH
1868
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.58M ﹤0.01%
161,501
-38,107
-19% -$648K
EOCC
1869
DELISTED
Enel Generacion Chile S.A.
EOCC
$2.57M ﹤0.01%
92,767
-42,900
-32% -$1.16M
TCBI icon
1870
Texas Capital Bancshares
TCBI
$4.28B
$2.57M ﹤0.01%
54,987
+7,861
+17% +$352K
ABCO
1871
DELISTED
Advisory Board Co
ABCO
$2.57M ﹤0.01%
72,635
+17,382
+31% +$572K
COKE icon
1872
Coca-Cola Consolidated
COKE
$12.4B
$2.56M ﹤0.01%
173,460
-36,130
-17% -$528K
MTUS icon
1873
Metallus
MTUS
$869M
$2.55M ﹤0.01%
265,535
+159,464
+150% +$1.66M
MTOR
1874
DELISTED
MERITOR, Inc.
MTOR
$2.55M ﹤0.01%
353,850
+88,631
+33% +$730K
IAG icon
1875
IAMGOLD
IAG
$8.5B
$2.54M ﹤0.01%
613,607
+108,639
+22% +$370K
73 74
75
76 77

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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.