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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
TS icon
1351
Tenaris
TS
$29.1B
$5.04M 0.01%
174,734
+74,299
+74% +$1.98M
EBSB
1352
DELISTED
Meridian Bancorp, Inc.
EBSB
$5.04M 0.01%
340,659
+56,577
+20% +$823K
SODA
1353
DELISTED
SodaStream International Ltd
SODA
$5.04M 0.01%
236,050
+5,568
+2% +$99.1K
AGO icon
1354
Assured Guaranty
AGO
$3.78B
$5.03M 0.01%
198,429
-7,138
-3% -$184K
IWS icon
1355
iShares Russell Mid-Cap Value ETF
IWS
$15.5B
$5.02M 0.01%
67,567
+1,430
+2% +$104K
MT icon
1356
ArcelorMittal
MT
$50.4B
$5.01M 0.01%
358,158
+54,952
+18% +$835K
AVNS icon
1357
Avanos Medical
AVNS
$1.17B
$4.97M 0.01%
152,840
+25,003
+20% +$766K
SIVB
1358
DELISTED
SVB Financial Group
SIVB
$4.97M 0.01%
52,182
-5,887
-10% -$602K
MSCI icon
1359
MSCI
MSCI
$40B
$4.96M 0.01%
64,356
+15
+0% +$1.14K
NNN icon
1360
NNN REIT
NNN
$9.39B
$4.95M 0.01%
95,681
+2,997
+3% +$139K
KPN
1361
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$4.94M 0.01%
1,338,631
+25,495
+2% +$94.1K
NBHC icon
1362
National Bank Holdings
NBHC
$1.93B
$4.94M 0.01%
242,459
+10,630
+5% +$217K
PZZA icon
1363
Papa John's
PZZA
$999M
$4.93M 0.01%
72,442
-8,095
-10% -$494K
HMN icon
1364
Horace Mann Educators
HMN
$2.1B
$4.91M 0.01%
145,393
+5,540
+4% +$180K
FAF icon
1365
First American
FAF
$7.67B
$4.91M 0.01%
122,084
+308
+0.3% +$11.5K
DB icon
1366
Deutsche Bank
DB
$66.3B
$4.89M 0.01%
399,110
+30,686
+8% +$461K
OLN icon
1367
Olin
OLN
$2.64B
$4.89M 0.01%
196,743
+69,084
+54% +$1.49M
STRA icon
1368
Strategic Education
STRA
$1.71B
$4.88M 0.01%
99,362
-10,838
-10% -$513K
WRI
1369
DELISTED
Weingarten Realty Investors
WRI
$4.88M 0.01%
119,536
-6,151
-5% -$234K
AMH icon
1370
American Homes 4 Rent
AMH
$12B
$4.87M 0.01%
237,731
-303,944
-56% -$5.26M
ARCC icon
1371
Ares Capital
ARCC
$13.5B
$4.86M 0.01%
342,568
+663
+0.2% +$9.84K
PIR
1372
DELISTED
Pier 1 Imports, Inc.
PIR
$4.86M 0.01%
47,285
-2,086
-4% -$252K
SINA
1373
DELISTED
Sina Corp
SINA
$4.84M 0.01%
93,360
+1,779
+2% +$88.9K
CC icon
1374
Chemours
CC
$2.59B
$4.83M 0.01%
586,734
+114,813
+24% +$1.02M
TDW icon
1375
Tidewater
TDW
$3.91B
$4.82M 0.01%
33,862
+2,294
+7% +$469K
53 54
55
56 57

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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.