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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
HTWR
2676
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$662K ﹤0.01%
11,455
-1,366
-11% -$44.7K
USB.PRM
2677
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$662K ﹤0.01%
21,480
-600
-3% -$18K
ZAYO
2678
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$657K ﹤0.01%
23,513
+7,208
+44% +$192K
RNWK
2679
DELISTED
RealNetworks Inc
RNWK
$657K ﹤0.01%
152,509
+6,050
+4% +$26.1K
BSBR icon
2680
Santander
BSBR
$39.7B
$653K ﹤0.01%
119,661
+24,385
+26% +$118K
FLWS icon
2681
1-800-Flowers.com
FLWS
$245M
$651K ﹤0.01%
72,134
-32,795
-31% -$260K
PTVCB
2682
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$650K ﹤0.01%
26,342
+2,260
+9% +$55.1K
VVX icon
2683
V2X
VVX
$2.62B
$649K ﹤0.01%
22,773
+133
+0.6% +$3.19K
FSB
2684
DELISTED
Franklin Financial Network, Inc.
FSB
$646K ﹤0.01%
+20,605
New +$617K
GPRO icon
2685
GoPro
GPRO
$116M
$643K ﹤0.01%
59,510
+16,914
+40% +$188K
BHR
2686
Braemar Hotels & Resorts
BHR
$153M
$642K ﹤0.01%
45,847
-29,912
-39% -$357K
OPY icon
2687
Oppenheimer Holdings
OPY
$1.17B
$642K ﹤0.01%
41,505
+6,534
+19% +$99.1K
VV icon
2688
Vanguard Large-Cap ETF
VV
$51.9B
$642K ﹤0.01%
6,696
-446
-6% -$42.3K
WSBC icon
2689
WesBanco
WSBC
$3.95B
$642K ﹤0.01%
20,691
+870
+4% +$27.4K
LTXB
2690
DELISTED
LegacyTexas Financial Group Inc
LTXB
$641K ﹤0.01%
23,815
+3,332
+16% +$81.4K
HWKN icon
2691
Hawkins
HWKN
$2.91B
$634K ﹤0.01%
29,220
-3,070
-10% -$61.7K
SPCB icon
2692
SuperCom
SPCB
$67.3M
$634K ﹤0.01%
834
+8
+1% +$6.1K
COF.PRC.CL
2693
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$634K ﹤0.01%
23,477
-701
-3% -$18.6K
WHG icon
2694
Westwood Holdings Group
WHG
$182M
$632K ﹤0.01%
12,210
-827
-6% -$47.2K
C.PRL.CL
2695
DELISTED
Citigroup Inc.
C.PRL.CL
$628K ﹤0.01%
22,634
-621
-3% -$16.9K
NSM
2696
DELISTED
Nationstar Mortgage Holdings
NSM
$626K ﹤0.01%
55,634
+25,576
+85% +$297K
GS.PRI.CL
2697
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
$626K ﹤0.01%
23,926
-707
-3% -$18.3K
COHU icon
2698
Cohu
COHU
$2.39B
$625K ﹤0.01%
57,604
-6,909
-11% -$79.4K
IBP icon
2699
Installed Building Products
IBP
$6.13B
$623K ﹤0.01%
17,164
+2,563
+18% +$79.6K
CAI
2700
DELISTED
CAI International, Inc.
CAI
$623K ﹤0.01%
83,072
+4,815
+6% +$40.8K
106 107
108
109 110

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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.