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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
AKR icon
1476
Acadia Realty Trust
AKR
$3.01B
$4.28M 0.01%
120,387
+2,745
+2% +$93.9K
CMO
1477
DELISTED
Capstead Mortgage Corp.
CMO
$4.27M 0.01%
440,179
+35,173
+9% +$343K
GTLS
1478
DELISTED
Chart Industries
GTLS
$4.26M 0.01%
176,399
+6,412
+4% +$158K
ENTG icon
1479
Entegris
ENTG
$18.4B
$4.26M 0.01%
294,136
-26,373
-8% -$362K
SXC icon
1480
SunCoke Energy
SXC
$752M
$4.25M 0.01%
730,178
+87,603
+14% +$553K
WABC icon
1481
Westamerica Bancorp
WABC
$1.39B
$4.24M 0.01%
86,006
+244
+0.3% +$11.8K
ORBK
1482
DELISTED
Orbotech Ltd
ORBK
$4.24M 0.01%
165,849
+2,100
+1% +$53.2K
TEN
1483
Tsakos Energy Navigation Ltd
TEN
$1.17B
$4.23M 0.01%
180,450
+234
+0.1% +$6.89K
IQNT
1484
DELISTED
Inteliquent, Inc.
IQNT
$4.23M 0.01%
212,569
-24,734
-10% -$418K
NNI icon
1485
Nelnet
NNI
$4.81B
$4.23M 0.01%
121,643
+9,699
+9% +$362K
FET icon
1486
Forum Energy Technologies
FET
$637M
$4.22M 0.01%
12,185
+52
+0.4% +$16.7K
UBSI icon
1487
United Bankshares
UBSI
$6.6B
$4.21M 0.01%
112,358
+4,112
+4% +$155K
VIAV icon
1488
Viavi Solutions
VIAV
$9.1B
$4.21M 0.01%
635,759
+17,898
+3% +$119K
HE icon
1489
Hawaiian Electric Industries
HE
$2.3B
$4.2M 0.01%
128,188
+9,254
+8% +$305K
KB icon
1490
KB Financial Group
KB
$41.2B
$4.2M 0.01%
147,612
-8,134
-5% -$236K
BOKF icon
1491
BOK Financial
BOKF
$8.65B
$4.19M 0.01%
66,870
+3,881
+6% +$230K
WTS icon
1492
Watts Water Technologies
WTS
$11.4B
$4.19M 0.01%
71,939
+687
+1% +$38.9K
WWW icon
1493
Wolverine World Wide
WWW
$1.56B
$4.19M 0.01%
205,986
+15,518
+8% +$289K
CTB
1494
DELISTED
Cooper Tire & Rubber Co.
CTB
$4.18M 0.01%
140,030
+19,979
+17% +$662K
NBR icon
1495
Nabors Industries
NBR
$1.19B
$4.17M 0.01%
8,307
-181
-2% -$85.5K
ASB icon
1496
Associated Banc-Corp
ASB
$5.82B
$4.17M 0.01%
243,197
+17,594
+8% +$313K
AIRM
1497
DELISTED
Air Methods Corp
AIRM
$4.16M 0.01%
116,100
-2,726
-2% -$98.6K
NWG icon
1498
NatWest
NWG
$72.1B
$4.16M 0.01%
821,210
+131,184
+19% +$920K
TRP icon
1499
TC Energy
TRP
$71.4B
$4.15M 0.01%
91,862
+5,104
+6% +$211K
SABR icon
1500
Sabre
SABR
$708M
$4.15M 0.01%
154,944
+721
+0.5% +$20.3K
58 59
60
61 62

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AF
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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.