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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
RWT
1501
Redwood Trust
RWT
$617M
$4.14M 0.01%
299,662
+1,251
+0.4% +$16.8K
TKC icon
1502
Turkcell
TKC
$4.79B
$4.13M 0.01%
451,759
-6,646
-1% -$63.3K
RSX
1503
DELISTED
VanEck Russia ETF
RSX
$4.13M 0.01%
236,950
– –
CUBI icon
1504
Customers Bancorp
CUBI
$2.65B
$4.11M 0.01%
163,664
+4,672
+3% +$119K
AAT
1505
American Assets Trust
AAT
$1.5B
$4.11M 0.01%
96,898
+2,398
+3% +$96.3K
PDCE
1506
DELISTED
PDC Energy, Inc.
PDCE
$4.11M 0.01%
71,336
+2,627
+4% +$156K
BNDX icon
1507
Vanguard Total International Bond ETF
BNDX
$82.1B
$4.11M 0.01%
73,713
-10,282
-12% -$563K
FOSL icon
1508
Fossil Group
FOSL
$242M
$4.11M 0.01%
143,889
-1,757
-1% -$59.2K
NVRO
1509
DELISTED
NEVRO CORP.
NVRO
$4.1M 0.01%
55,529
-15,844
-22% -$1.08M
SNDA icon
1510
Sonida Senior Living
SNDA
$2.04B
$4.08M 0.01%
15,382
-1,139
-7% -$321K
BKE icon
1511
Buckle
BKE
$2.25B
$4.07M 0.01%
156,742
-10,304
-6% -$278K
PMC
1512
DELISTED
PharMerica Corporation
PMC
$4.06M 0.01%
164,468
-24,059
-13% -$597K
NDSN icon
1513
Nordson
NDSN
$16.4B
$4.05M 0.01%
48,489
-1,546
-3% -$125K
CW icon
1514
Curtiss-Wright
CW
$27B
$4.05M 0.01%
48,086
+1,825
+4% +$147K
ALGT icon
1515
Allegiant Air
ALGT
$2.68B
$4.05M 0.01%
26,721
-1,366
-5% -$211K
NUVA
1516
DELISTED
NuVasive, Inc.
NUVA
$4.05M 0.01%
67,777
+7,267
+12% +$393K
AIR icon
1517
AAR Corp
AIR
$5.33B
$4.05M 0.01%
173,341
+5,431
+3% +$129K
AMCX icon
1518
AMC Global Media
AMCX
$452M
$4.05M 0.01%
66,966
-36,925
-36% -$2.35M
NRF
1519
DELISTED
NorthStar Realty Finance Corp.
NRF
$4.04M 0.01%
353,835
+63,242
+22% +$812K
LL
1520
DELISTED
LL Flooring Holdings, Inc.
LL
$4.04M 0.01%
262,184
+60,126
+30% +$834K
IPCC
1521
DELISTED
Infinity Property & Casualty C
IPCC
$4.04M 0.01%
50,103
-3,913
-7% -$305K
ARAY icon
1522
Accuray
ARAY
$27.3M
$4.04M 0.01%
778,418
+61,319
+9% +$335K
UE icon
1523
Urban Edge Properties
UE
$2.95B
$4.04M 0.01%
135,262
+2,865
+2% +$76.8K
WW
1524
DELISTED
WW International
WW
$4.04M 0.01%
347,067
+70,632
+26% +$975K
OUT icon
1525
Outfront Media
OUT
$5.66B
$4.03M 0.01%
169,477
-86,133
-34% -$1.89M
59 60
61
62 63

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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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ACI
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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.