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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
IJH icon
2001
iShares Core S&P Mid-Cap ETF
IJH
$123B
$2.14M ﹤0.01%
71,695
-25,260
-26% -$741K
KEYW
2002
DELISTED
The KEYW Holding Corporation
KEYW
$2.13M ﹤0.01%
214,451
-134,161
-38% -$1.08M
VRA icon
2003
Vera Bradley
VRA
$107M
$2.13M ﹤0.01%
150,203
-1,025
-0.7% -$16.6K
CIR
2004
DELISTED
CIRCOR International, Inc
CIR
$2.12M ﹤0.01%
37,191
+20,487
+123% +$1.1M
ATNI icon
2005
ATN International
ATNI
$365M
$2.12M ﹤0.01%
+27,178
New +$2.01M
ALNY icon
2006
Alnylam Pharmaceuticals
ALNY
$37.2B
$2.11M ﹤0.01%
38,077
+11,198
+42% +$706K
ESI icon
2007
Element Solutions
ESI
$9.22B
$2.11M ﹤0.01%
237,728
+72,633
+44% +$676K
WAFD icon
2008
WaFd
WAFD
$2.69B
$2.11M ﹤0.01%
86,893
+2,946
+4% +$70.8K
CBZ icon
2009
CBIZ
CBZ
$2.38B
$2.1M ﹤0.01%
202,252
-32,400
-14% -$334K
BLX icon
2010
Bladex Inc
BLX
$2.23B
$2.1M ﹤0.01%
79,369
+2,226
+3% +$57.2K
TMP icon
2011
Tompkins Financial
TMP
$1.42B
$2.1M ﹤0.01%
32,312
-7,648
-19% -$501K
STNG icon
2012
Scorpio Tankers
STNG
$3.9B
$2.1M ﹤0.01%
49,985
-7,647
-13% -$429K
SBRA icon
2013
Sabra Healthcare REIT
SBRA
$5.65B
$2.1M ﹤0.01%
101,646
+5,396
+6% +$112K
TWI icon
2014
Titan International
TWI
$519M
$2.09M ﹤0.01%
337,616
-5,677
-2% -$35.3K
WNS
2015
DELISTED
WNS Holdings
WNS
$2.09M ﹤0.01%
77,450
-3,805
-5% -$116K
ESRT icon
2016
Empire State Realty Trust
ESRT
$973M
$2.08M ﹤0.01%
109,736
+21,775
+25% +$409K
SHLM
2017
DELISTED
Schulman (A.) Inc
SHLM
$2.08M ﹤0.01%
85,157
-758
-0.9% -$19.4K
USFD icon
2018
US Foods
USFD
$21.9B
$2.06M ﹤0.01%
+85,090
New +$2.08M
PSMT icon
2019
Pricesmart
PSMT
$5.82B
$2.06M ﹤0.01%
21,996
+2,224
+11% +$193K
SHOE
2020
Shoe Station Group
SHOE
$410M
$2.05M ﹤0.01%
163,862
-6,932
-4% -$86.2K
ROG icon
2021
Rogers Corp
ROG
$2.31B
$2.05M ﹤0.01%
33,573
+6,214
+23% +$383K
USCR
2022
DELISTED
U S Concrete, Inc.
USCR
$2.05M ﹤0.01%
33,653
-12,260
-27% -$769K
GOOD
2023
Gladstone Commercial Corp
GOOD
$627M
$2.05M ﹤0.01%
121,301
-6,650
-5% -$112K
EGL
2024
DELISTED
Engility Holdings, Inc.
EGL
$2.05M ﹤0.01%
96,917
-35,406
-27% -$751K
ORN icon
2025
Orion Group Holdings
ORN
$503M
$2.04M ﹤0.01%
385,205
-25,144
-6% -$131K
79 80
81
82 83

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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.