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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
AVTA
2076
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.86M ﹤0.01%
179,988
+16,073
+10% +$126K
ENVA icon
2077
Enova International
ENVA
$6.17B
$1.86M ﹤0.01%
252,691
+25,754
+11% +$182K
SDRL
2078
DELISTED
Seadrill Limited Common Stock
SDRL
$1.86M ﹤0.01%
2,144
-27
-1% -$25.7K
LZB icon
2079
La-Z-Boy
LZB
$1.62B
$1.86M ﹤0.01%
66,790
+4,258
+7% +$111K
NHC icon
2080
National Healthcare
NHC
$3.55B
$1.85M ﹤0.01%
28,628
-365
-1% -$23.2K
INDB icon
2081
Independent Bank
INDB
$4.05B
$1.85M ﹤0.01%
40,441
+256
+0.6% +$11.9K
MBI icon
2082
MBIA
MBI
$284M
$1.85M ﹤0.01%
270,506
+155,963
+136% +$1.16M
RNST icon
2083
Renasant Corp
RNST
$4.02B
$1.85M ﹤0.01%
57,129
+2,506
+5% +$83.4K
OMF icon
2084
OneMain Financial
OMF
$7.03B
$1.85M ﹤0.01%
80,887
-15,508
-16% -$439K
NM
2085
DELISTED
Navios Maritime Holdings Inc.
NM
$1.84M ﹤0.01%
227,288
+61,669
+37% +$652K
PLUS icon
2086
ePlus
PLUS
$2.35B
$1.84M ﹤0.01%
89,932
-15,324
-15% -$318K
ANGO icon
2087
AngioDynamics
ANGO
$569M
$1.83M ﹤0.01%
127,592
+1,436
+1% +$17.9K
UMBF icon
2088
UMB Financial
UMBF
$10.7B
$1.83M ﹤0.01%
34,397
-14,125
-29% -$768K
EGOV
2089
DELISTED
NIC Inc
EGOV
$1.83M ﹤0.01%
83,363
+9,925
+14% +$191K
SEP
2090
DELISTED
Spectra Engy Parters Lp
SEP
$1.83M ﹤0.01%
38,752
-1,981
-5% -$93K
CWEI
2091
DELISTED
Clayton Williams Energy, Inc.
CWEI
$1.83M ﹤0.01%
66,511
+23,853
+56% +$509K
KWR icon
2092
Quaker Houghton
KWR
$2.61B
$1.82M ﹤0.01%
20,454
+785
+4% +$68.3K
WOLF icon
2093
Wolfspeed
WOLF
$1.19B
$1.82M ﹤0.01%
74,610
+7,778
+12% +$189K
CSR
2094
Centerspace
CSR
$949M
$1.82M ﹤0.01%
28,132
+6,252
+29% +$406K
FPRX
2095
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$1.81M ﹤0.01%
43,765
+1,101
+3% +$47.9K
RMAX icon
2096
RE/MAX Holdings
RMAX
$207M
$1.8M ﹤0.01%
44,826
-6,162
-12% -$237K
BGFV
2097
DELISTED
Big 5 Sporting Goods
BGFV
$1.8M ﹤0.01%
194,427
+10,715
+6% +$105K
TAL icon
2098
TAL Education Group
TAL
$5.89B
$1.8M ﹤0.01%
174,174
+52,848
+44% +$485K
SCHW.PRC
2099
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.8M ﹤0.01%
66,062
-2,011
-3% -$53.7K
PFGC icon
2100
Performance Food Group
PFGC
$17.9B
$1.8M ﹤0.01%
+66,916
New +$1.69M
82 83
84
85 86

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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.