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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
SRG
2126
Seritage Growth Properties
SRG
$132M
$1.74M ﹤0.01%
34,850
-13,147
-27% -$660K
IPGP icon
2127
IPG Photonics
IPGP
$3.77B
$1.73M ﹤0.01%
21,673
+111
+0.5% +$9.76K
AMCC
2128
DELISTED
Applied Micro Circuits Corporation New
AMCC
$1.73M ﹤0.01%
270,089
-60,768
-18% -$388K
WMC
2129
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$1.73M ﹤0.01%
18,399
-3,083
-14% -$296K
FDC
2130
DELISTED
First Data Corporation
FDC
$1.71M ﹤0.01%
154,711
+3,716
+2% +$44.6K
MTRN icon
2131
Materion
MTRN
$5.02B
$1.71M ﹤0.01%
68,860
-2,090
-3% -$53.6K
TPH
2132
DELISTED
Tri Pointe Homes
TPH
$1.7M ﹤0.01%
144,180
+31,826
+28% +$373K
USNA icon
2133
Usana Health Sciences
USNA
$397M
$1.7M ﹤0.01%
30,566
-894
-3% -$53.9K
PLOW icon
2134
Douglas Dynamics
PLOW
$1.05B
$1.7M ﹤0.01%
66,024
-10,531
-14% -$237K
BUSE icon
2135
First Busey Corp
BUSE
$2.52B
$1.7M ﹤0.01%
79,385
+625
+0.8% +$13.1K
ICON
2136
DELISTED
Iconix Brand Group, Inc.
ICON
$1.7M ﹤0.01%
25,090
+9,661
+63% +$753K
BBAR icon
2137
BBVA Argentina
BBAR
$3.91B
$1.7M ﹤0.01%
82,162
-1,824
-2% -$37K
UNVR
2138
DELISTED
Univar Solutions Inc.
UNVR
$1.69M ﹤0.01%
89,297
+9,547
+12% +$173K
ALDR
2139
DELISTED
Alder Biopharmaceuticals
ALDR
$1.69M ﹤0.01%
67,504
+26,767
+66% +$724K
EMB icon
2140
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.69M ﹤0.01%
14,633
-684
-4% -$76.3K
KOS icon
2141
Kosmos Energy
KOS
$1.48B
$1.69M ﹤0.01%
309,162
-15,933
-5% -$90K
VUG icon
2142
Vanguard Growth ETF
VUG
$216B
$1.68M ﹤0.01%
+94,278
New +$1.68M
ASEI
2143
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$1.68M ﹤0.01%
45,000
-235
-0.5% -$7.25K
DDD icon
2144
3D Systems Corp
DDD
$425M
$1.68M ﹤0.01%
122,891
+13,220
+12% +$191K
PBPB
2145
DELISTED
Potbelly
PBPB
$1.68M ﹤0.01%
133,784
+4,420
+3% +$58.9K
VCRA
2146
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$1.68M ﹤0.01%
130,492
+16,720
+15% +$201K
RBBN icon
2147
Ribbon Communications
RBBN
$352M
$1.68M ﹤0.01%
192,854
-15,501
-7% -$129K
MLCO icon
2148
Melco Resorts & Entertainment
MLCO
$2.15B
$1.68M ﹤0.01%
133,145
+8,514
+7% +$125K
HCKT icon
2149
Hackett Group
HCKT
$250M
$1.67M ﹤0.01%
120,704
-63,080
-34% -$921K
XHR
2150
Xenia Hotels & Resorts
XHR
$2B
$1.67M ﹤0.01%
99,590
+63,651
+177% +$1M
84 85
86
87 88

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.