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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
SPTN
1276
DELISTED
SpartanNash
SPTN
$5.51M 0.01%
180,245
-50,703
-22% -$1.44M
INVX
1277
Innovex International
INVX
$1.87B
$5.5M 0.01%
94,221
+137
+0.1% +$8.28K
TRCO
1278
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$5.5M 0.01%
140,306
+23,157
+20% +$897K
CMPR icon
1279
Cimpress
CMPR
$2.37B
$5.48M 0.01%
59,249
-93
-0.2% -$8.72K
PKX icon
1280
POSCO
PKX
$15.8B
$5.48M 0.01%
123,083
+1,887
+2% +$88.6K
QLGC
1281
DELISTED
QLOGIC CORP
QLGC
$5.47M 0.01%
370,948
+9,339
+3% +$127K
CCU icon
1282
Compañía de Cervecerías Unidas
CCU
$2.12B
$5.47M 0.01%
234,195
+2,978
+1% +$66K
GRPN icon
1283
Groupon
GRPN
$980M
$5.45M 0.01%
83,859
+7,251
+9% +$536K
NSR
1284
DELISTED
Neustar Inc
NSR
$5.45M 0.01%
231,786
+17,355
+8% +$413K
HEI icon
1285
HEICO Corp
HEI
$48.9B
$5.44M 0.01%
198,940
+48,435
+32% +$1.25M
CVA
1286
DELISTED
Covanta Holding Corporation
CVA
$5.44M 0.01%
330,735
+85,956
+35% +$1.42M
HLX icon
1287
Helix Energy Solutions
HLX
$1.46B
$5.43M 0.01%
804,068
+57,216
+8% +$414K
MGLN
1288
DELISTED
Magellan Health Services, Inc.
MGLN
$5.43M 0.01%
82,592
+1,936
+2% +$130K
ACTG icon
1289
Acacia Research
ACTG
$450M
$5.43M 0.01%
1,234,188
-94,901
-7% -$436K
LECO icon
1290
Lincoln Electric
LECO
$13.8B
$5.43M 0.01%
91,893
+1,912
+2% +$115K
WTRG icon
1291
Essential Utilities
WTRG
$11.2B
$5.42M 0.01%
152,049
+1,911
+1% +$62.2K
CDE icon
1292
Coeur Mining
CDE
$15.6B
$5.41M 0.01%
507,726
+99,179
+24% +$780K
TIME
1293
DELISTED
Time Inc.
TIME
$5.41M 0.01%
328,752
+28,762
+10% +$446K
CXP
1294
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$5.41M 0.01%
252,800
+121,586
+93% +$2.63M
ACIW icon
1295
ACI Worldwide
ACIW
$5.72B
$5.39M 0.01%
276,481
+881
+0.3% +$17.9K
STBZ
1296
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$5.39M 0.01%
265,070
+3,838
+1% +$79K
SCHL icon
1297
Scholastic
SCHL
$796M
$5.39M 0.01%
136,030
-5,334
-4% -$201K
GOLD
1298
DELISTED
Randgold Resources Ltd
GOLD
$5.39M 0.01%
48,088
+1,862
+4% +$173K
NEOG icon
1299
Neogen
NEOG
$2.05B
$5.38M 0.01%
255,144
+1,301
+0.5% +$24.3K
WLL
1300
DELISTED
Whiting Petroleum Corporation
WLL
$5.37M 0.01%
1,934
+153
+9% +$506K
50 51
52
53 54

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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.