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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
WEN icon
1101
Wendy's
WEN
$1.33B
$6.92M 0.01%
718,922
+22,488
+3% +$236K
VE
1102
DELISTED
VEOLIA ENVIRONNEMENT
VE
$6.88M 0.01%
317,527
+7,323
+2% +$159K
GLOG
1103
DELISTED
GASLOG LTD
GLOG
$6.87M 0.01%
528,877
+19,010
+4% +$230K
AKRX
1104
DELISTED
Akorn Inc
AKRX
$6.86M 0.01%
240,837
+73,270
+44% +$2.03M
VYX icon
1105
NCR Voyix
VYX
$1.06B
$6.86M 0.01%
402,410
+20,939
+5% +$379K
AN icon
1106
AutoNation
AN
$6.97B
$6.84M 0.01%
145,551
-4,680
-3% -$225K
ACH
1107
Accendra Health
ACH
$240M
$6.82M 0.01%
182,544
+16,322
+10% +$613K
GRFS
1108
Grifois
GRFS
$5.16B
$6.82M 0.01%
408,923
+54,299
+15% +$854K
AMAG
1109
DELISTED
AMAG Pharmaceuticals
AMAG
$6.79M 0.01%
283,959
+138,928
+96% +$3.19M
FNF icon
1110
Fidelity National Financial
FNF
$13.9B
$6.79M 0.01%
260,665
+15,096
+6% +$356K
PTEN icon
1111
Patterson-UTI
PTEN
$3.87B
$6.77M 0.01%
317,592
-31,146
-9% -$587K
JHX icon
1112
James Hardie Industries
JHX
$15.4B
$6.77M 0.01%
441,219
+19,474
+5% +$284K
OIS icon
1113
Oil States International
OIS
$522M
$6.76M 0.01%
205,751
+21,277
+12% +$690K
HRG
1114
DELISTED
HRG Group, Inc.
HRG
$6.74M 0.01%
491,144
+10,635
+2% +$146K
RAX
1115
DELISTED
Rackspace Hosting Inc
RAX
$6.74M 0.01%
322,871
-12,987
-4% -$303K
CFFN icon
1116
Capitol Federal Financial
CFFN
$1.08B
$6.73M 0.01%
482,596
+110,501
+30% +$1.48M
EWBC icon
1117
East-West Bancorp
EWBC
$17.9B
$6.73M 0.01%
196,780
-36,672
-16% -$1.32M
ANDE icon
1118
Andersons Inc
ANDE
$2.65B
$6.72M 0.01%
189,164
+4,881
+3% +$160K
PDLI
1119
DELISTED
PDL BioPharma, Inc.
PDLI
$6.7M 0.01%
2,134,981
+84,162
+4% +$281K
FNB icon
1120
FNB Corp
FNB
$6.78B
$6.69M 0.01%
533,652
+11,394
+2% +$147K
MNRO icon
1121
Monro
MNRO
$525M
$6.69M 0.01%
105,232
-1,350
-1% -$89.3K
MBFI
1122
DELISTED
MB Financial Corp
MBFI
$6.67M 0.01%
183,697
+24,506
+15% +$846K
VC icon
1123
Visteon
VC
$2.77B
$6.63M 0.01%
100,751
+16,286
+19% +$1.22M
PSB
1124
DELISTED
PS Business Parks, Inc.
PSB
$6.62M 0.01%
62,375
+12,739
+26% +$1.27M
NHI icon
1125
National Health Investors
NHI
$3.9B
$6.59M 0.01%
87,809
+27,743
+46% +$1.93M
43 44
45
46 47

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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.