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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
SQBG
2151
DELISTED
Sequential Brands Group, Inc.
SQBG
$1.67M ﹤0.01%
5,225
+2,768
+113% +$781K
ACAD icon
2152
Acadia Pharmaceuticals
ACAD
$4.25B
$1.67M ﹤0.01%
51,346
+20,124
+64% +$673K
MED icon
2153
Medifast
MED
$108M
$1.67M ﹤0.01%
50,039
-1,580
-3% -$51K
DYN
2154
DELISTED
Dynegy, Inc.
DYN
$1.66M ﹤0.01%
96,428
+49,202
+104% +$855K
MTSC
2155
DELISTED
MTS Systems Corp
MTSC
$1.66M ﹤0.01%
37,870
+178
+0.5% +$8.95K
GG
2156
DELISTED
Goldcorp Inc
GG
$1.66M ﹤0.01%
86,574
+2,329
+3% +$41.3K
CZR
2157
DELISTED
Caesars Entertainment Corporation
CZR
$1.66M ﹤0.01%
215,376
-6,840
-3% -$50.7K
RMR icon
2158
The RMR Group
RMR
$342M
$1.66M ﹤0.01%
53,432
+22,733
+74% +$629K
SSYS icon
2159
Stratasys
SSYS
$697M
$1.66M ﹤0.01%
72,318
+14,439
+25% +$338K
UI icon
2160
Ubiquiti
UI
$31.8B
$1.65M ﹤0.01%
42,565
+11,950
+39% +$443K
PRDO icon
2161
Perdoceo Education
PRDO
$1.9B
$1.64M ﹤0.01%
276,168
+9,408
+4% +$51.1K
IWB icon
2162
iShares Russell 1000 ETF
IWB
$47.7B
$1.64M ﹤0.01%
13,995
+540
+4% +$62.3K
SALE
2163
DELISTED
RetailMeNot, Inc. Series 1
SALE
$1.63M ﹤0.01%
211,587
+49,919
+31% +$380K
TIVO
2164
DELISTED
TIVO INC
TIVO
$1.63M ﹤0.01%
164,703
+38,521
+31% +$372K
ARCB icon
2165
ArcBest
ARCB
$3.44B
$1.63M ﹤0.01%
100,335
+11,123
+12% +$201K
SSB icon
2166
SouthState Bank Corp
SSB
$10.3B
$1.63M ﹤0.01%
23,959
+1,455
+6% +$99.8K
AEPI
2167
DELISTED
AEP Industries Inc
AEPI
$1.63M ﹤0.01%
20,240
-963
-5% -$64.1K
SCLN
2168
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$1.62M ﹤0.01%
124,268
-88,806
-42% -$1.16M
HTGC icon
2169
Hercules Capital
HTGC
$2.94B
$1.62M ﹤0.01%
130,512
-1,539
-1% -$18.7K
AHT
2170
Ashford Hospitality Trust
AHT
$21M
$1.62M ﹤0.01%
305
-38
-11% -$206K
SF
2171
Stifel
SF
$12.3B
$1.62M ﹤0.01%
115,855
-55,321
-32% -$823K
BAC.PRW.CL
2172
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.61M ﹤0.01%
58,952
-1,671
-3% -$44.8K
AVID
2173
DELISTED
Avid Technology Inc
AVID
$1.61M ﹤0.01%
277,386
+20,320
+8% +$120K
FRP
2174
DELISTED
Fairpoint Communications, Inc.
FRP
$1.61M ﹤0.01%
109,723
-2,882
-3% -$40.6K
EWM icon
2175
iShares MSCI Malaysia ETF
EWM
$305M
$1.61M ﹤0.01%
48,567
+6,781
+16% +$226K
85 86
87
88 89

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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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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.