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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
HSKA
2751
DELISTED
Heska Corp
HSKA
$554K ﹤0.01%
+14,909
New +$503K
CEVA icon
2752
CEVA Inc
CEVA
$1.01B
$552K ﹤0.01%
20,333
-2,278
-10% -$57.6K
FWONK icon
2753
Liberty Media Series C
FWONK
$24.3B
$552K ﹤0.01%
30,103
-149,191
-83% -$2.9M
SHOR
2754
DELISTED
ShoreTel, Inc.
SHOR
$551K ﹤0.01%
82,287
-93,452
-53% -$619K
MCRB icon
2755
Seres Therapeutics
MCRB
$48.1M
$550K ﹤0.01%
946
+23
+2% +$13.5K
NYRT
2756
DELISTED
New York REIT, Inc.
NYRT
$550K ﹤0.01%
5,942
-711
-11% -$68.7K
CLNE icon
2757
Clean Energy Fuels
CLNE
$447M
$548K ﹤0.01%
157,906
-13,135
-8% -$41.5K
BBT.PRH
2758
DELISTED
BB&T Corporation
BBT.PRH
$548K ﹤0.01%
20,762
+5,402
+35% +$139K
SCHW.PRD
2759
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$717M
$547K ﹤0.01%
20,370
+5,229
+35% +$137K
CTRE icon
2760
CareTrust REIT
CTRE
$10.2B
$546K ﹤0.01%
39,607
+20,020
+102% +$264K
WINA icon
2761
Winmark
WINA
$1.19B
$544K ﹤0.01%
5,453
-8
-0.1% -$779
DTLK
2762
DELISTED
Datalink Corp
DTLK
$544K ﹤0.01%
72,533
-10,681
-13% -$88.8K
CONN
2763
DELISTED
Conn's Inc.
CONN
$542K ﹤0.01%
72,032
+404
+0.6% +$4.37K
NMIH icon
2764
NMI Holdings
NMIH
$3.25B
$541K ﹤0.01%
98,707
+3,196
+3% +$18.1K
TGH
2765
DELISTED
Textainer Group Holdings limited
TGH
$541K ﹤0.01%
48,567
+2,155
+5% +$28.5K
HIFR
2766
DELISTED
InfraREIT, Inc.
HIFR
$541K ﹤0.01%
+30,819
New +$523K
ARIA
2767
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$541K ﹤0.01%
73,249
+6,155
+9% +$46.2K
MHO icon
2768
M/I Homes
MHO
$3.83B
$540K ﹤0.01%
28,654
+2,263
+9% +$42.6K
SENEA icon
2769
Seneca Foods Class A
SENEA
$1.13B
$540K ﹤0.01%
14,909
+1,258
+9% +$41.6K
MDXG icon
2770
MiMedx Group
MDXG
$626M
$538K ﹤0.01%
67,388
-4,702
-7% -$36.6K
TCRT icon
2771
Alaunos Therapeutics
TCRT
$4.74M
$538K ﹤0.01%
653
+499
+324% +$543K
RF.PRB
2772
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$537K ﹤0.01%
19,106
-654
-3% -$18K
MXWL
2773
DELISTED
Maxwell Technologies Inc
MXWL
$537K ﹤0.01%
101,709
-17,553
-15% -$101K
MEOH icon
2774
Methanex
MEOH
$4.32B
$535K ﹤0.01%
18,385
+1,818
+11% +$58.1K
MGPI icon
2775
MGP Ingredients
MGPI
$378M
$533K ﹤0.01%
+13,952
New +$414K
109 110
111
112 113

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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.