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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
SMTC icon
1751
Semtech
SMTC
$11.3B
$2.99M ﹤0.01%
125,452
+5,206
+4% +$118K
PSA.PRS.CL
1752
DELISTED
Public Storage
PSA.PRS.CL
$2.99M ﹤0.01%
115,163
-2,265
-2% -$58.5K
AGR
1753
DELISTED
Avangrid, Inc.
AGR
$2.99M ﹤0.01%
64,947
+12,718
+24% +$524K
BCPC
1754
Balchem Corp
BCPC
$5.29B
$2.99M ﹤0.01%
50,087
-3,619
-7% -$221K
TRS icon
1755
TriMas Corp
TRS
$1.45B
$2.99M ﹤0.01%
165,958
+4,135
+3% +$71.8K
FFG
1756
DELISTED
FBL Financial Group
FFG
$2.98M ﹤0.01%
49,086
+425
+0.9% +$25.7K
APAM icon
1757
Artisan Partners
APAM
$2.86B
$2.97M ﹤0.01%
107,383
+17,639
+20% +$556K
NXGN
1758
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.97M ﹤0.01%
249,229
+55,726
+29% +$749K
YDKN
1759
DELISTED
Yadkin Financial Corporation
YDKN
$2.96M ﹤0.01%
118,188
-17,470
-13% -$438K
ANET icon
1760
Arista Networks
ANET
$215B
$2.96M ﹤0.01%
735,616
+554,464
+306% +$2.36M
VA
1761
DELISTED
Virgin America Inc.
VA
$2.96M ﹤0.01%
52,649
-11,853
-18% -$658K
NTUS
1762
DELISTED
Natus Medical Inc
NTUS
$2.95M ﹤0.01%
78,143
-72,382
-48% -$2.42M
LXFT
1763
DELISTED
Luxoft Holding, Inc.
LXFT
$2.95M ﹤0.01%
56,700
-8,751
-13% -$511K
QLIK
1764
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$2.94M ﹤0.01%
99,444
+4,056
+4% +$121K
SM icon
1765
SM Energy
SM
$7.26B
$2.92M ﹤0.01%
108,291
+12,017
+12% +$337K
ZLTQ
1766
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$2.91M ﹤0.01%
106,360
+50,932
+92% +$1.43M
STL
1767
DELISTED
Sterling Bancorp
STL
$2.91M ﹤0.01%
185,128
-60,853
-25% -$976K
BRO icon
1768
Brown & Brown
BRO
$23.6B
$2.91M ﹤0.01%
155,122
+1,716
+1% +$30.5K
HUBS icon
1769
HubSpot
HUBS
$11.4B
$2.9M ﹤0.01%
66,828
-24,862
-27% -$1.13M
TMIC
1770
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$2.9M ﹤0.01%
81,924
-7,742
-9% -$274K
MTDR icon
1771
Matador Resources
MTDR
$5.86B
$2.9M ﹤0.01%
146,296
-52,415
-26% -$1.13M
TRIB
1772
Trinity Biotech
TRIB
$6.18M
$2.9M ﹤0.01%
1,702
+104
+7% +$176K
OTTR icon
1773
Otter Tail
OTTR
$3.87B
$2.89M ﹤0.01%
86,258
+6,445
+8% +$194K
RAIL icon
1774
FreightCar America
RAIL
$279M
$2.88M ﹤0.01%
205,065
+16,677
+9% +$248K
MXL icon
1775
MaxLinear
MXL
$5.88B
$2.87M ﹤0.01%
159,473
-34,989
-18% -$649K
69 70
71
72 73

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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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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.