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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
AVX
1976
DELISTED
AVX Corporation
AVX
$2.21M ﹤0.01%
162,821
+6,608
+4% +$87K
NEO icon
1977
NeoGenomics
NEO
$1.71B
$2.21M ﹤0.01%
274,575
+88,855
+48% +$712K
TLRD
1978
DELISTED
Tailored Brands, Inc.
TLRD
$2.21M ﹤0.01%
174,372
+28,628
+20% +$423K
ROCK icon
1979
Gibraltar Industries
ROCK
$1.36B
$2.21M ﹤0.01%
69,915
+9,277
+15% +$267K
APTS
1980
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.21M ﹤0.01%
149,848
+18,861
+14% +$252K
PKY
1981
DELISTED
Parkway, Inc.
PKY
$2.2M ﹤0.01%
131,523
+20,262
+18% +$335K
SHLD
1982
DELISTED
Sears Holding Corporation
SHLD
$2.2M ﹤0.01%
161,348
+43,682
+37% +$617K
WLB
1983
DELISTED
Westmoreland Coal Company
WLB
$2.19M ﹤0.01%
230,440
-52,239
-18% -$416K
VMI icon
1984
Valmont Industries
VMI
$9.61B
$2.19M ﹤0.01%
16,205
+2,000
+14% +$264K
MDC
1985
DELISTED
M.D.C. Holdings, Inc.
MDC
$2.19M ﹤0.01%
125,012
+40,842
+49% +$706K
P
1986
DELISTED
Pandora Media Inc
P
$2.19M ﹤0.01%
176,018
+22,906
+15% +$238K
WNC icon
1987
Wabash National
WNC
$538M
$2.19M ﹤0.01%
172,330
-45,909
-21% -$617K
ALEX
1988
DELISTED
Alexander & Baldwin
ALEX
$2.19M ﹤0.01%
60,538
-1,434
-2% -$52.9K
AEGN
1989
DELISTED
Aegion Corp
AEGN
$2.19M ﹤0.01%
112,057
-561
-0.5% -$11.2K
KRG icon
1990
Kite Realty
KRG
$5.99B
$2.18M ﹤0.01%
77,850
-6,375
-8% -$174K
NSLR
1991
Neostellar Capital Corp
NSLR
$270M
$2.18M ﹤0.01%
517,602
– –
FTD
1992
DELISTED
FTD Companies, Inc. Common Stock
FTD
$2.18M ﹤0.01%
87,394
+5,361
+7% +$142K
CUZ icon
1993
Cousins Properties
CUZ
$5.28B
$2.17M ﹤0.01%
73,929
+18,533
+33% +$551K
PNFP icon
1994
Pinnacle Financial Partners Inc
PNFP
$15.6B
$2.17M ﹤0.01%
44,397
+766
+2% +$37.5K
HL icon
1995
Hecla Mining
HL
$10.2B
$2.17M ﹤0.01%
424,634
+102,586
+32% +$415K
UNFI icon
1996
United Natural Foods
UNFI
$2.97B
$2.16M ﹤0.01%
46,138
+15,086
+49% +$579K
TLN
1997
DELISTED
Talen Energy Corporation
TLN
$2.16M ﹤0.01%
159,364
+54,247
+52% +$664K
MDSO
1998
DELISTED
Medidata Solutions, Inc.
MDSO
$2.15M ﹤0.01%
45,987
+9,688
+27% +$422K
FBR
1999
DELISTED
Fibria Celulose Sa
FBR
$2.15M ﹤0.01%
317,622
+16,688
+6% +$142K
ECOL
2000
DELISTED
US Ecology, Inc.
ECOL
$2.15M ﹤0.01%
46,691
-12,797
-22% -$567K
78 79
80
81 82

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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.