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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
MFC icon
1576
Manulife Financial
MFC
$72.7B
$3.76M 0.01%
275,372
+12,316
+5% +$175K
AXLL
1577
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$3.76M 0.01%
115,338
+29,663
+35% +$752K
BBG
1578
DELISTED
Bill Barrett Corp
BBG
$3.76M 0.01%
588,453
-256,674
-30% -$1.87M
KMT icon
1579
Kennametal
KMT
$2.67B
$3.76M 0.01%
170,019
+32,976
+24% +$778K
DCH
1580
Dauch Corp
DCH
$1.31B
$3.75M 0.01%
258,838
-20,390
-7% -$318K
SWBI icon
1581
Smith & Wesson
SWBI
$659M
$3.73M 0.01%
178,796
-5,700
-3% -$102K
WBT
1582
DELISTED
Welbilt, Inc.
WBT
$3.73M 0.01%
211,904
+58,042
+38% +$925K
ATI icon
1583
ATI
ATI
$25.8B
$3.73M 0.01%
292,141
+32,465
+13% +$464K
ONB icon
1584
Old National Bancorp
ONB
$10.1B
$3.72M 0.01%
296,554
+5,946
+2% +$75.2K
TKP
1585
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$3.71M 0.01%
274,114
-2,749
-1% -$37.2K
GHY
1586
PGIM Global High Yield Fund
GHY
$478M
$3.7M 0.01%
246,288
+26,760
+12% +$399K
UNT
1587
DELISTED
UNIT Corporation
UNT
$3.69M 0.01%
237,249
+83,980
+55% +$1.11M
AF
1588
DELISTED
Astoria Financial Corporation
AF
$3.69M 0.01%
240,693
-8,052
-3% -$123K
IWD icon
1589
iShares Russell 1000 Value ETF
IWD
$81.4B
$3.69M 0.01%
35,714
-23,182
-39% -$2.34M
SRC
1590
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$3.68M 0.01%
64,317
+1,574
+3% +$82.3K
HAWK
1591
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$3.68M 0.01%
109,893
-17,602
-14% -$588K
QQQ icon
1592
Invesco QQQ Trust
QQQ
$446B
$3.66M 0.01%
34,051
+9,601
+39% +$1.04M
SITE icon
1593
SiteOne Landscape Supply
SITE
$4.52B
$3.66M 0.01%
+107,736
New +$3.17M
ABG icon
1594
Asbury Automotive
ABG
$4.22B
$3.65M 0.01%
69,169
+12,618
+22% +$708K
CHS
1595
DELISTED
Chicos FAS, Inc.
CHS
$3.65M 0.01%
340,445
-43,216
-11% -$505K
FLO icon
1596
Flowers Foods
FLO
$1.63B
$3.64M 0.01%
194,063
-13,792
-7% -$257K
TROX icon
1597
Tronox
TROX
$960M
$3.63M 0.01%
824,301
+28,588
+4% +$162K
KGC icon
1598
Kinross Gold
KGC
$28.4B
$3.63M 0.01%
741,944
-130,930
-15% -$625K
CHMT
1599
DELISTED
Chemtura Corporation
CHMT
$3.63M 0.01%
137,473
+1,309
+1% +$35.4K
SUM
1600
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$3.63M 0.01%
184,930
-23,761
-11% -$475K
62 63
64
65 66

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MCM
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PSUF
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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.