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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
RGEN icon
2351
Repligen
RGEN
$7.44B
$1.21M ﹤0.01%
44,050
-21,276
-33% -$544K
ALG icon
2352
Alamo Group
ALG
$2.01B
$1.2M ﹤0.01%
18,252
+2,752
+18% +$161K
IL
2353
DELISTED
IntraLinks Holdings Inc.
IL
$1.2M ﹤0.01%
185,010
-24,155
-12% -$188K
SJR
2354
DELISTED
Shaw Communications Inc.
SJR
$1.2M ﹤0.01%
62,627
+9,641
+18% +$182K
LSCC icon
2355
Lattice Semiconductor
LSCC
$17.6B
$1.2M ﹤0.01%
224,172
-13,396
-6% -$74.7K
MYRG icon
2356
MYR Group
MYRG
$5.9B
$1.2M ﹤0.01%
49,652
-9,900
-17% -$241K
ESL
2357
DELISTED
Esterline Technologies
ESL
$1.2M ﹤0.01%
19,254
+9,176
+91% +$601K
DGI
2358
DELISTED
DigitalGlobe Inc.
DGI
$1.2M ﹤0.01%
55,883
+9,505
+20% +$191K
HSII
2359
DELISTED
Heidrick & Struggles
HSII
$1.19M ﹤0.01%
70,416
-16,769
-19% -$333K
NOVT icon
2360
Novanta
NOVT
$5.04B
$1.19M ﹤0.01%
+78,426
New +$1.21M
AVAV icon
2361
AeroVironment
AVAV
$7.57B
$1.19M ﹤0.01%
42,682
-5,406
-11% -$157K
GWPH
2362
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$1.19M ﹤0.01%
12,963
+6,216
+92% +$523K
LORL
2363
DELISTED
Loral Space and Communications, Inc.
LORL
$1.18M ﹤0.01%
33,568
+1,754
+6% +$63.8K
VSAT icon
2364
Viasat
VSAT
$9.79B
$1.18M ﹤0.01%
16,575
-7,271
-30% -$529K
RBS.PRL.CL
2365
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$1.18M ﹤0.01%
47,726
-1,444
-3% -$35.5K
RAS
2366
DELISTED
RAIT Financial Trust
RAS
$1.18M ﹤0.01%
377,567
+47,001
+14% +$144K
ACRE
2367
Ares Commercial Real Estate
ACRE
$252M
$1.18M ﹤0.01%
95,885
+10,056
+12% +$119K
CSBK
2368
DELISTED
Clifton Bancorp Inc.
CSBK
$1.18M ﹤0.01%
77,976
-282
-0.4% -$4.22K
MUB icon
2369
iShares National Muni Bond ETF
MUB
$45.1B
$1.17M ﹤0.01%
10,264
-144
-1% -$16.2K
MG icon
2370
Mistras Group
MG
$492M
$1.17M ﹤0.01%
48,932
-4,507
-8% -$110K
HLIT icon
2371
Harmonic Inc
HLIT
$1.21B
$1.17M ﹤0.01%
409,618
-51,232
-11% -$157K
LIVN icon
2372
LivaNova
LIVN
$4.3B
$1.17M ﹤0.01%
23,235
-29,691
-56% -$1.5M
SCOR icon
2373
Comscore
SCOR
$1.17M ﹤0.01%
2,443
-2,087
-46% -$1.25M
GLF
2374
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$1.17M ﹤0.01%
372,917
-15,066
-4% -$68.7K
SYNT
2375
DELISTED
Syntel Inc
SYNT
$1.17M ﹤0.01%
25,757
-1,412
-5% -$63.7K
93 94
95
96 97

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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.