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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
UNF icon
1826
Unifirst Corp
UNF
$5.38B
$2.73M ﹤0.01%
23,634
+914
+4% +$102K
TUMI
1827
DELISTED
TUMI HLDGS INC COM
TUMI
$2.73M ﹤0.01%
102,079
-34,683
-25% -$927K
BXMT icon
1828
Blackstone Mortgage Trust
BXMT
$2.8B
$2.73M ﹤0.01%
98,616
+2,224
+2% +$61.4K
FTK icon
1829
Flotek Industries
FTK
$881M
$2.72M ﹤0.01%
34,382
+11,257
+49% +$720K
IVC
1830
DELISTED
Invacare Corporation
IVC
$2.72M ﹤0.01%
224,092
+103,247
+85% +$1.22M
UFCS icon
1831
United Fire Group
UFCS
$1.32B
$2.72M ﹤0.01%
64,021
+10,607
+20% +$451K
HTH icon
1832
Hilltop Holdings
HTH
$2.25B
$2.71M ﹤0.01%
129,215
+21,378
+20% +$427K
FCFS icon
1833
FirstCash
FCFS
$9.06B
$2.71M ﹤0.01%
52,783
+4,837
+10% +$224K
MMSI icon
1834
Merit Medical Systems
MMSI
$4.54B
$2.71M ﹤0.01%
136,605
-7,765
-5% -$149K
UEIC icon
1835
Universal Electronics
UEIC
$57.6M
$2.71M ﹤0.01%
37,464
+26,072
+229% +$1.71M
FNFV
1836
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$2.71M ﹤0.01%
235,944
+2,459
+1% +$27.9K
FMER
1837
DELISTED
FIRSTMERIT CORP
FMER
$2.7M ﹤0.01%
133,390
+3,774
+3% +$81.9K
WMK icon
1838
Weis Markets
WMK
$1.85B
$2.7M ﹤0.01%
53,389
+4,140
+8% +$198K
QIHU
1839
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$2.68M ﹤0.01%
36,677
+529
+1% +$39.1K
NKTR icon
1840
Nektar Therapeutics
NKTR
$2.41B
$2.68M ﹤0.01%
12,546
+162
+1% +$36.2K
WSTC
1841
DELISTED
West Corporation
WSTC
$2.68M ﹤0.01%
136,213
-12,661
-9% -$272K
MTX icon
1842
Minerals Technologies
MTX
$2.29B
$2.67M ﹤0.01%
46,974
-530
-1% -$30.8K
MCF
1843
DELISTED
Contango Oil & Gas Co.
MCF
$2.67M ﹤0.01%
217,936
-28,640
-12% -$349K
MSEX icon
1844
Middlesex Water
MSEX
$1.05B
$2.66M ﹤0.01%
61,315
-1,795
-3% -$66.4K
SOHU
1845
Sohu.com
SOHU
$345M
$2.65M ﹤0.01%
70,137
+3,851
+6% +$164K
CTLT
1846
DELISTED
CATALENT, INC.
CTLT
$2.65M ﹤0.01%
115,403
-26,580
-19% -$701K
OB
1847
DELISTED
Onebeacon Insurance Group Ltd
OB
$2.65M ﹤0.01%
192,191
-7,438
-4% -$96K
SNR
1848
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.65M ﹤0.01%
248,001
+38,967
+19% +$415K
RPT
1849
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.64M ﹤0.01%
134,811
+4,087
+3% +$74.2K
FFIC
1850
DELISTED
Flushing Financial
FFIC
$2.64M ﹤0.01%
132,661
+733
+0.6% +$15K
72 73
74
75 76

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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.