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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
MTGE
1601
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$3.63M 0.01%
229,604
+57,851
+34% +$886K
NCI
1602
DELISTED
Navigant Consulting, Inc.
NCI
$3.62M 0.01%
224,278
+1,891
+0.9% +$29.8K
NTRI
1603
DELISTED
NutriSystem, Inc.
NTRI
$3.62M 0.01%
142,616
-24,402
-15% -$589K
DBD
1604
DELISTED
Diebold Nixdorf Incorporated
DBD
$3.61M 0.01%
145,528
+19,595
+16% +$505K
SVU
1605
DELISTED
SUPERVALU Inc.
SVU
$3.61M 0.01%
109,292
-127,665
-54% -$4.38M
GRA
1606
DELISTED
W.R. Grace & Co.
GRA
$3.6M 0.01%
49,215
-3,827
-7% -$293K
WNR
1607
DELISTED
Western Refining Inc
WNR
$3.6M 0.01%
174,585
+38,883
+29% +$913K
TLK icon
1608
Telkom Indonesia
TLK
$14.3B
$3.6M 0.01%
117,058
+20,788
+22% +$576K
ICUI icon
1609
ICU Medical
ICUI
$4.04B
$3.6M 0.01%
31,891
-4,272
-12% -$443K
CTT
1610
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$3.59M 0.01%
294,127
+7,629
+3% +$84.7K
AWC
1611
DELISTED
Alumina Ltd
AWC
$3.59M 0.01%
934,186
+33,282
+4% +$128K
STE icon
1612
Steris
STE
$21.3B
$3.58M 0.01%
52,047
-34,421
-40% -$2.41M
WERN icon
1613
Werner Enterprises
WERN
$2.42B
$3.58M 0.01%
155,785
-6,171
-4% -$154K
RPAI
1614
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$3.58M 0.01%
211,629
-15,738
-7% -$255K
BMA icon
1615
Banco Macro
BMA
$5.89B
$3.56M 0.01%
48,016
-2,374
-5% -$156K
AEIS icon
1616
Advanced Energy
AEIS
$11.7B
$3.56M 0.01%
93,799
+5,020
+6% +$180K
VLY icon
1617
Valley National Bancorp
VLY
$7.94B
$3.56M 0.01%
390,339
+110,454
+39% +$1.03M
MLI icon
1618
Mueller Industries
MLI
$14.2B
$3.56M 0.01%
446,504
+8,728
+2% +$67.4K
OA
1619
DELISTED
Orbital ATK, Inc.
OA
$3.55M 0.01%
41,733
-2,939
-7% -$256K
UMC icon
1620
United Microelectronic
UMC
$47.9B
$3.55M 0.01%
1,781,770
+40,514
+2% +$77.9K
ANH
1621
DELISTED
Anworth Mortgage Asset Corporation
ANH
$3.54M 0.01%
754,034
+22,541
+3% +$105K
CNA icon
1622
CNA Financial
CNA
$14.7B
$3.54M 0.01%
112,510
+4,599
+4% +$147K
WFT
1623
DELISTED
Weatherford International plc
WFT
$3.53M 0.01%
636,152
+26,994
+4% +$176K
SCL icon
1624
Stepan Co
SCL
$1.31B
$3.53M 0.01%
59,281
+1,500
+3% +$88.1K
PLAB icon
1625
Photronics
PLAB
$1.76B
$3.53M 0.01%
395,702
-21,937
-5% -$218K
63 64
65
66 67

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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.