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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
BSET icon
2551
Bassett Furniture
BSET
$169M
$888K ﹤0.01%
37,096
-15,415
-29% -$447K
CRD.B icon
2552
Crawford & Co Class B
CRD.B
$493M
$888K ﹤0.01%
104,591
+461
+0.4% +$3.36K
FDML
2553
DELISTED
Federal-Mogul Holdings Corporation
FDML
$887K ﹤0.01%
106,761
-5,225
-5% -$45.8K
CPHD
2554
DELISTED
Cepheid Inc
CPHD
$885K ﹤0.01%
28,794
-459
-2% -$13.9K
OLED icon
2555
Universal Display
OLED
$3.71B
$883K ﹤0.01%
13,023
+582
+5% +$35.8K
EVER
2556
DELISTED
Everbank Financial Corp
EVER
$883K ﹤0.01%
59,415
-95,367
-62% -$1.42M
PGTI
2557
DELISTED
PGT, Inc.
PGTI
$881K ﹤0.01%
85,512
+412
+0.5% +$4.25K
HTB
2558
HomeTrust Bancshares
HTB
$818M
$880K ﹤0.01%
47,592
+1,261
+3% +$23.5K
WFC.PRQ
2559
DELISTED
Wells Fargo & Co.
WFC.PRQ
$879K ﹤0.01%
31,851
-967
-3% -$25.7K
CBPX
2560
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$877K ﹤0.01%
39,432
+3,883
+11% +$81.1K
CVCO icon
2561
Cavco Industries
CVCO
$4.39B
$874K ﹤0.01%
9,323
-1,158
-11% -$107K
RNET
2562
DELISTED
RigNet, Inc.
RNET
$874K ﹤0.01%
65,283
-5,317
-8% -$71.4K
VLRS
2563
Controladora Vuela Compania de Aviacion
VLRS
$876M
$870K ﹤0.01%
46,544
-3,388
-7% -$66.7K
SBSI icon
2564
Southside Bancshares
SBSI
$1.02B
$868K ﹤0.01%
28,787
+3,403
+13% +$92.8K
PRSU
2565
Pursuit Attractions and Hospitality Inc
PRSU
$1.43B
$868K ﹤0.01%
27,984
-11,217
-29% -$344K
ELP
2566
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$867K ﹤0.01%
241,298
-3,915
-2% -$12.1K
MX
2567
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$867K ﹤0.01%
146,198
-8,579
-6% -$50.9K
DFRG
2568
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$866K ﹤0.01%
60,482
-26,051
-30% -$406K
ALX
2569
Alexander's
ALX
$1.4B
$863K ﹤0.01%
2,110
-24
-1% -$9.06K
XLI icon
2570
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$862K ﹤0.01%
15,398
+10,398
+208% +$580K
SGMO
2571
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$861K ﹤0.01%
148,721
-3,468
-2% -$22.1K
GEH.CL
2572
DELISTED
General Electric Capital Corp.
GEH.CL
$860K ﹤0.01%
31,327
-980
-3% -$26K
CCS icon
2573
Century Communities
CCS
$2B
$859K ﹤0.01%
+49,538
New +$873K
GBDC icon
2574
Golub Capital BDC
GBDC
$3.33B
$859K ﹤0.01%
48,559
-1,068
-2% -$18.1K
TBRG
2575
DELISTED
TruBridge
TBRG
$857K ﹤0.01%
21,457
+1,205
+6% +$54.7K
101 102
103
104 105

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PSUF
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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.