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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
IPAR icon
2101
Interparfums
IPAR
$3.97B
$1.8M ﹤0.01%
62,898
+2,737
+5% +$82K
AFAM
2102
DELISTED
Almost Family Inc
AFAM
$1.8M ﹤0.01%
42,173
-12,130
-22% -$500K
AMTG
2103
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$1.8M ﹤0.01%
134,097
-7,739
-5% -$104K
OCFC icon
2104
OceanFirst Financial
OCFC
$1.71B
$1.8M ﹤0.01%
98,819
+30,933
+46% +$563K
RGR icon
2105
Sturm, Ruger & Co
RGR
$618M
$1.79M ﹤0.01%
28,019
-555
-2% -$35.8K
SAIA icon
2106
Saia
SAIA
$11B
$1.79M ﹤0.01%
71,269
+14,237
+25% +$379K
PERY
2107
DELISTED
Perry Ellis International Inc
PERY
$1.79M ﹤0.01%
89,001
-12,246
-12% -$235K
RSTI
2108
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$1.79M ﹤0.01%
56,046
-16,513
-23% -$528K
GLD icon
2109
SPDR Gold Trust
GLD
$132B
$1.79M ﹤0.01%
14,122
-32
-0.2% -$3.85K
FELE icon
2110
Franklin Electric
FELE
$4.67B
$1.78M ﹤0.01%
53,841
+766
+1% +$25K
GKOS icon
2111
Glaukos
GKOS
$8.84B
$1.78M ﹤0.01%
60,963
+33,956
+126% +$786K
ITGR icon
2112
Integer Holdings
ITGR
$3.4B
$1.78M ﹤0.01%
57,482
-21,879
-28% -$721K
DXPE icon
2113
DXP Enterprises
DXPE
$2.56B
$1.77M ﹤0.01%
118,411
-27,361
-19% -$460K
AVD icon
2114
American Vanguard Corp
AVD
$73.8M
$1.77M ﹤0.01%
116,939
-119,809
-51% -$1.76M
IMO icon
2115
Imperial Oil
IMO
$60.9B
$1.77M ﹤0.01%
55,960
-44,221
-44% -$1.4M
ASNA
2116
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.77M ﹤0.01%
12,636
+3,033
+32% +$491K
MRC
2117
DELISTED
MRC Global
MRC
$1.76M ﹤0.01%
124,046
+48,129
+63% +$667K
WSBF icon
2118
Waterstone Financial
WSBF
$368M
$1.76M ﹤0.01%
114,581
+7,473
+7% +$107K
AIMC
2119
DELISTED
Altra Industrial Motion Corp
AIMC
$1.75M ﹤0.01%
64,995
-733
-1% -$20.4K
HUBG icon
2120
HUB Group
HUBG
$2.93B
$1.75M ﹤0.01%
91,322
+6,650
+8% +$130K
MSFG
2121
DELISTED
MainSource Financial Group Inc
MSFG
$1.75M ﹤0.01%
79,413
-226
-0.3% -$4.92K
CUB
2122
DELISTED
Cubic Corporation
CUB
$1.75M ﹤0.01%
43,533
+4,209
+11% +$171K
CRESY
2123
Cresud
CRESY
$796M
$1.75M ﹤0.01%
138,837
-234
-0.2% -$2.42K
MCS icon
2124
Marcus Corp
MCS
$744M
$1.75M ﹤0.01%
82,739
-5,825
-7% -$114K
HF
2125
DELISTED
HFF Inc.
HF
$1.74M ﹤0.01%
60,168
+12,713
+27% +$382K
83 84
85
86 87

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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.