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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
WLH
2226
DELISTED
WILLIAM LYON HOMES
WLH
$1.47M ﹤0.01%
91,000
-126,135
-58% -$1.93M
KBH icon
2227
KB Home
KBH
$3.48B
$1.47M ﹤0.01%
96,307
-3,835
-4% -$53.6K
SCNB
2228
DELISTED
Suffolk Bancorp
SCNB
$1.46M ﹤0.01%
46,686
-665
-1% -$16.5K
TOWR
2229
DELISTED
Tower International, Inc.
TOWR
$1.46M ﹤0.01%
70,870
+4,481
+7% +$104K
EMWP
2230
DELISTED
Eros Media World PLC
EMWP
$1.46M ﹤0.01%
4,476
-438
-9% -$115K
WD icon
2231
Walker & Dunlop
WD
$1.65B
$1.46M ﹤0.01%
63,860
+12,647
+25% +$296K
USG
2232
DELISTED
Usg
USG
$1.45M ﹤0.01%
53,768
-689
-1% -$18.8K
RYZ
2233
Ryerson Holding Corp
RYZ
$1.6B
$1.45M ﹤0.01%
82,581
+18,142
+28% +$204K
PEB icon
2234
Pebblebrook Hotel Trust
PEB
$2.16B
$1.44M ﹤0.01%
54,953
-965
-2% -$25.6K
OCLR
2235
DELISTED
Oclaro Inc.
OCLR
$1.44M ﹤0.01%
295,369
-73,974
-20% -$368K
SWC
2236
DELISTED
Stillwater Mining Co
SWC
$1.44M ﹤0.01%
121,253
+26,502
+28% +$283K
PKD
2237
DELISTED
Parker Drilling Company
PKD
$1.44M ﹤0.01%
41,821
-4,485
-10% -$166K
RBCAA icon
2238
Republic Bancorp
RBCAA
$1.84B
$1.44M ﹤0.01%
51,930
+258
+0.5% +$6.95K
PRAH
2239
DELISTED
PRA Health Sciences, Inc.
PRAH
$1.44M ﹤0.01%
34,352
+8,395
+32% +$387K
BFS
2240
Saul Centers
BFS
$875M
$1.43M ﹤0.01%
23,206
+3,660
+19% +$204K
GBCI icon
2241
Glacier Bancorp
GBCI
$6.55B
$1.43M ﹤0.01%
53,763
+4,938
+10% +$128K
SASR
2242
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.43M ﹤0.01%
49,166
+2,202
+5% +$62.4K
CWST icon
2243
Casella Waste Systems
CWST
$5.69B
$1.43M ﹤0.01%
181,947
-16,090
-8% -$115K
TISI icon
2244
Team
TISI
$77.7M
$1.43M ﹤0.01%
5,750
+1,209
+27% +$339K
BCH icon
2245
Banco de Chile
BCH
$20.6B
$1.43M ﹤0.01%
71,619
-5,810
-8% -$113K
KS
2246
DELISTED
KapStone Paper and Pack Corp.
KS
$1.42M ﹤0.01%
109,375
+39,559
+57% +$580K
DWRE
2247
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$1.42M ﹤0.01%
18,971
+4,305
+29% +$233K
OFIX icon
2248
Orthofix Medical
OFIX
$455M
$1.42M ﹤0.01%
33,494
+1,456
+5% +$63.3K
SEMG
2249
DELISTED
SEMGROUP CORPORATION
SEMG
$1.42M ﹤0.01%
43,612
+15,723
+56% +$457K
TI.A
2250
DELISTED
Telecom Italia 10 Svg
TI.A
$1.42M ﹤0.01%
220,612
-22,526
-9% -$173K
88 89
90
91 92

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MCM
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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.