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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
BCC icon
2176
Boise Cascade
BCC
$2.76B
$1.6M ﹤0.01%
69,813
+26,006
+59% +$569K
CSS
2177
DELISTED
CSS Industries, Inc.
CSS
$1.6M ﹤0.01%
59,737
+709
+1% +$19.4K
BZH icon
2178
Beazer Homes USA
BZH
$915M
$1.6M ﹤0.01%
206,600
+108,047
+110% +$875K
RATE
2179
DELISTED
Bankrate Inc
RATE
$1.6M ﹤0.01%
213,619
+48,087
+29% +$417K
PAG icon
2180
Penske Automotive Group
PAG
$14.3B
$1.6M ﹤0.01%
50,727
+363
+0.7% +$13.3K
ECHO
2181
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.59M ﹤0.01%
71,044
-23,577
-25% -$557K
MTSI icon
2182
MACOM Technology Solutions
MTSI
$19.6B
$1.59M ﹤0.01%
48,263
-18,306
-27% -$694K
PCH
2183
DELISTED
PotlatchDeltic
PCH
$1.59M ﹤0.01%
46,590
+1,207
+3% +$40.8K
VEDL
2184
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$1.57M ﹤0.01%
199,866
+22,428
+13% +$141K
HVT icon
2185
Haverty Furniture Companies
HVT
$405M
$1.57M ﹤0.01%
87,109
-3,278
-4% -$60.7K
WFC.PRR
2186
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.57M ﹤0.01%
52,801
-1,544
-3% -$45.3K
GTS
2187
DELISTED
Triple-S Management Corporation
GTS
$1.57M ﹤0.01%
67,577
-907
-1% -$21.1K
DK icon
2188
Delek US
DK
$3.86B
$1.57M ﹤0.01%
118,792
+14,667
+14% +$209K
UIS icon
2189
Unisys
UIS
$238M
$1.57M ﹤0.01%
215,429
+111,110
+107% +$851K
MSA icon
2190
Mine Safety
MSA
$6.76B
$1.56M ﹤0.01%
29,790
+196
+0.7% +$9.71K
PEGA icon
2191
Pegasystems
PEGA
$4.75B
$1.56M ﹤0.01%
115,856
-1,630
-1% -$21.5K
PAY
2192
DELISTED
Verifone Systems Inc
PAY
$1.56M ﹤0.01%
84,213
-72,372
-46% -$1.83M
EHTH icon
2193
eHealth
EHTH
$44.1M
$1.55M ﹤0.01%
110,929
-27,246
-20% -$331K
ALRM icon
2194
Alarm.com
ALRM
$2.63B
$1.55M ﹤0.01%
60,633
+34,393
+131% +$774K
AZTA icon
2195
Azenta
AZTA
$1.28B
$1.55M ﹤0.01%
138,518
-23,793
-15% -$249K
CADE
2196
DELISTED
Cadence Bank
CADE
$1.54M ﹤0.01%
68,062
+16,584
+32% +$374K
PAC icon
2197
Grupo Aeroportuario del Pacifico
PAC
$12.8B
$1.54M ﹤0.01%
15,048
+1,206
+9% +$116K
BAC.PRY.CL
2198
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$1.54M ﹤0.01%
56,675
-1,627
-3% -$43.5K
SXI icon
2199
Standex International
SXI
$3.68B
$1.53M ﹤0.01%
18,568
-26,307
-59% -$2.16M
BGC
2200
DELISTED
General Cable Corporation
BGC
$1.53M ﹤0.01%
120,594
+69,905
+138% +$965K
86 87
88
89 90

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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.