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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
CHGG icon
3051
Chegg
CHGG
$108M
$272K ﹤0.01%
54,471
-1,065
-2% -$4.94K
WATT icon
3052
Energous
WATT
$80.3M
$272K ﹤0.01%
+35
New +$228K
BATRK icon
3053
Atlanta Braves Holdings Series B
BATRK
$3.23B
$271K ﹤0.01%
+18,471
New +$275K
CNBKA
3054
DELISTED
Century Bancorp Inc/Mass
CNBKA
$271K ﹤0.01%
6,413
+893
+16% +$37.1K
NETI
3055
DELISTED
Eneti Inc.
NETI
$270K ﹤0.01%
10,405
+7,906
+316% +$262K
HASI icon
3056
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
$268K ﹤0.01%
12,387
+921
+8% +$18.5K
ATRO icon
3057
Astronics
ATRO
$3.45B
$267K ﹤0.01%
12,744
+1,594
+14% +$36.7K
DVY icon
3058
iShares Select Dividend ETF
DVY
$24B
$267K ﹤0.01%
3,128
+473
+18% +$39K
WEYS icon
3059
Weyco Group
WEYS
$364M
$267K ﹤0.01%
9,594
-35
-0.4% -$961
OIBR
3060
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$267K ﹤0.01%
731,398
-208,384
-22% -$62.9K
HAPN
3061
Happen Inc
HAPN
$2.08B
$265K ﹤0.01%
12,310
-29,157
-70% -$840K
ZIXI
3062
DELISTED
Zix Corporation
ZIXI
$265K ﹤0.01%
70,649
-289
-0.4% -$1.13K
LCUT icon
3063
Lifetime Brands
LCUT
$199M
$264K ﹤0.01%
18,081
-6,198
-26% -$96.5K
VNO.PRL icon
3064
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$209M
$264K ﹤0.01%
10,154
-287
-3% -$7.3K
ATEN icon
3065
A10 Networks
ATEN
$2.47B
$263K ﹤0.01%
40,605
-749
-2% -$4.73K
ORC
3066
Orchid Island Capital
ORC
$1.31B
$263K ﹤0.01%
5,113
+1,370
+37% +$71K
TCBK icon
3067
TriCo Bancshares
TCBK
$1.85B
$263K ﹤0.01%
9,522
-2,073
-18% -$55.9K
ISF.CL
3068
DELISTED
ING Groep NV
ISF.CL
$262K ﹤0.01%
10,061
-321
-3% -$8.28K
FLXN
3069
DELISTED
Flexion Therapeutics, Inc.
FLXN
$261K ﹤0.01%
+17,455
New +$219K
WUBA
3070
DELISTED
58.com Inc
WUBA
$261K ﹤0.01%
5,680
-921
-14% -$47.5K
XLV icon
3071
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
$260K ﹤0.01%
+3,626
New +$255K
PSA.PRW
3072
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
$260K ﹤0.01%
9,943
-267
-3% -$6.87K
PRTA icon
3073
Prothena Corp
PRTA
$458M
$259K ﹤0.01%
7,406
-27,355
-79% -$1.19M
CTW.CL
3074
DELISTED
Qwest Corporation
CTW.CL
$259K ﹤0.01%
10,042
-270
-3% -$6.99K
PFSI icon
3075
PennyMac Financial
PFSI
$4.38B
$258K ﹤0.01%
20,649
+3,053
+17% +$39.6K
121 122
123
124 125

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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.