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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
RM icon
2476
Regional Management Corp
RM
$384M
$1.01M ﹤0.01%
68,849
-1,411
-2% -$23.1K
BRS
2477
DELISTED
Bristow Group, Inc.
BRS
$1.01M ﹤0.01%
88,465
+12,989
+17% +$219K
TUES
2478
DELISTED
Tuesday Morning Corp
TUES
$1.01M ﹤0.01%
143,603
-4,211
-3% -$30.8K
ALJ
2479
DELISTED
Alon USA Energy Inc
ALJ
$1.01M ﹤0.01%
155,195
-18,684
-11% -$161K
CGI
2480
DELISTED
Celadon Group Inc
CGI
$1M ﹤0.01%
122,918
+55,195
+82% +$536K
LAZ icon
2481
Lazard
LAZ
$4.37B
$1M ﹤0.01%
33,639
+10,137
+43% +$351K
SMCI icon
2482
Super Micro Computer
SMCI
$19.5B
$999K ﹤0.01%
402,020
-133,410
-25% -$366K
NXTM
2483
DELISTED
NxStage Medical Inc.
NXTM
$995K ﹤0.01%
45,893
-846
-2% -$15.1K
ININ
2484
DELISTED
Interactive Intelligence Group, inc.
ININ
$994K ﹤0.01%
24,249
+2,087
+9% +$81.3K
NAT icon
2485
Nordic American Tanker
NAT
$1.37B
$992K ﹤0.01%
71,986
+805
+1% +$11.7K
FRME icon
2486
First Merchants
FRME
$2.72B
$991K ﹤0.01%
39,752
+1,135
+3% +$28.2K
ABAX
2487
DELISTED
Abaxis Inc
ABAX
$989K ﹤0.01%
20,933
+2,700
+15% +$122K
INVA icon
2488
Innoviva
INVA
$1.58B
$987K ﹤0.01%
93,740
-13,985
-13% -$165K
CWEN icon
2489
Clearway Energy Class C
CWEN
$5B
$986K ﹤0.01%
63,266
+30,313
+92% +$462K
WASH icon
2490
Washington Trust Bancorp
WASH
$732M
$984K ﹤0.01%
25,951
-813
-3% -$30.3K
ODP
2491
DELISTED
ODP
ODP
$983K ﹤0.01%
29,704
-5,003
-14% -$244K
TCS
2492
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$977K ﹤0.01%
12,174
-688
-5% -$58.6K
DXLG icon
2493
Destination XL Group
DXLG
$34.7M
$976K ﹤0.01%
213,494
-18,839
-8% -$93.5K
EMLP icon
2494
First Trust North American Energy Infrastructure Fund
EMLP
$4.18B
$976K ﹤0.01%
39,565
-7,735
-16% -$178K
FIVN icon
2495
FIVE9
FIVN
$1.77B
$976K ﹤0.01%
82,025
+46,975
+134% +$476K
EXA
2496
DELISTED
EXA Corporation
EXA
$976K ﹤0.01%
67,547
+11,310
+20% +$146K
BCS.PR.CL
2497
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$975K ﹤0.01%
38,133
-1,111
-3% -$28.4K
FNV icon
2498
Franco-Nevada
FNV
$41.4B
$969K ﹤0.01%
12,740
+587
+5% +$39.7K
STC icon
2499
Stewart Information Services
STC
$2.05B
$966K ﹤0.01%
23,328
+5,241
+29% +$193K
SSI
2500
DELISTED
Stage Stores Inc
SSI
$966K ﹤0.01%
197,985
-17,424
-8% -$108K
98 99
100
101 102

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MCM
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PSUF
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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.