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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
AROW icon
2326
Arrow Financial
AROW
$652M
$1.25M ﹤0.01%
52,286
+1,093
+2% +$24.5K
Z icon
2327
Zillow
Z
$7.04B
$1.25M ﹤0.01%
34,462
-75,398
-69% -$2.09M
AVG
2328
DELISTED
AVG Technologies N.V.
AVG
$1.25M ﹤0.01%
65,716
-6,543
-9% -$128K
NX icon
2329
Quanex
NX
$854M
$1.24M ﹤0.01%
66,627
-2,253
-3% -$42.1K
BKMU
2330
DELISTED
Bank Mutual Corp
BKMU
$1.24M ﹤0.01%
161,388
-25,577
-14% -$201K
RDNT icon
2331
RadNet
RDNT
$4.84B
$1.24M ﹤0.01%
231,745
-18,961
-8% -$98K
BK.PRC
2332
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$1.24M ﹤0.01%
46,622
-1,390
-3% -$36K
MS.PRG.CL
2333
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$1.23M ﹤0.01%
45,033
-1,342
-3% -$36.4K
CAC icon
2334
Camden National
CAC
$924M
$1.23M ﹤0.01%
43,979
+1,775
+4% +$50.4K
BBT.PRE.CL
2335
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$1.23M ﹤0.01%
46,714
-1,439
-3% -$37.1K
EFSC icon
2336
Enterprise Financial Services Corp
EFSC
$2.41B
$1.23M ﹤0.01%
44,062
+448
+1% +$12.2K
INXN
2337
DELISTED
Interxion Holding N.V.
INXN
$1.23M ﹤0.01%
33,273
+31
+0.1% +$1.1K
SMRT
2338
DELISTED
Stein Mart Inc
SMRT
$1.22M ﹤0.01%
158,258
+2,690
+2% +$18.8K
EXAC
2339
DELISTED
Exactech Inc
EXAC
$1.22M ﹤0.01%
45,698
+2,652
+6% +$62.8K
COF.PRP.CL
2340
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.22M ﹤0.01%
46,252
-1,270
-3% -$33K
FFIN icon
2341
First Financial Bankshares
FFIN
$4.97B
$1.22M ﹤0.01%
74,362
+2,794
+4% +$44.4K
CASS icon
2342
Cass Information Systems
CASS
$698M
$1.22M ﹤0.01%
31,090
-3,955
-11% -$148K
FEIC
2343
DELISTED
FEI COMPANY
FEIC
$1.22M ﹤0.01%
11,394
+758
+7% +$72.4K
UNTD
2344
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$1.22M ﹤0.01%
110,657
-9,078
-8% -$100K
NVGS icon
2345
Navigator Holdings
NVGS
$1.34B
$1.22M ﹤0.01%
105,686
-16,755
-14% -$235K
MGI
2346
DELISTED
MoneyGram International, Inc. New
MGI
$1.21M ﹤0.01%
177,128
+553
+0.3% +$3.55K
AVAL icon
2347
Grupo Aval
AVAL
$5.67B
$1.21M ﹤0.01%
150,415
+14,146
+10% +$110K
FFWM
2348
DELISTED
First Foundation Inc
FFWM
$1.21M ﹤0.01%
112,342
+47,542
+73% +$526K
MOD icon
2349
Modine Manufacturing
MOD
$12.8B
$1.21M ﹤0.01%
137,300
+2,552
+2% +$26.3K
DHX icon
2350
DHI Group
DHX
$166M
$1.21M ﹤0.01%
193,680
-44,863
-19% -$322K
92 93
94
95 96

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.