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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
RRGB icon
2276
Red Robin
RRGB
$134M
$1.36M ﹤0.01%
28,784
-4,297
-13% -$248K
SFNC icon
2277
Simmons First National
SFNC
$3.35B
$1.36M ﹤0.01%
59,130
+4,016
+7% +$92.2K
MDRX
2278
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.36M ﹤0.01%
107,451
+42,532
+66% +$564K
RMBS icon
2279
Rambus
RMBS
$10.4B
$1.36M ﹤0.01%
112,920
-40,363
-26% -$492K
TRNO icon
2280
Terreno Realty
TRNO
$7.68B
$1.36M ﹤0.01%
52,679
+7,097
+16% +$168K
SPSC icon
2281
SPS Commerce
SPSC
$2.25B
$1.36M ﹤0.01%
44,946
+13,380
+42% +$346K
HEI.A icon
2282
HEICO Corp Class A
HEI.A
$35.4B
$1.36M ﹤0.01%
49,543
-3,967
-7% -$105K
KFRC icon
2283
Kforce
KFRC
$983M
$1.36M ﹤0.01%
80,394
-10,414
-11% -$194K
MNR
2284
DELISTED
Monmouth Real Estate Investment Corp
MNR
$1.36M ﹤0.01%
102,406
+13,899
+16% +$168K
MTL
2285
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$1.36M ﹤0.01%
807,891
+131,996
+20% +$244K
QADA
2286
DELISTED
QAD Inc.
QADA
$1.35M ﹤0.01%
70,196
-127
-0.2% -$2.5K
CTRN icon
2287
Citi Trends
CTRN
$524M
$1.35M ﹤0.01%
86,979
-14,597
-14% -$245K
ECOM
2288
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$1.35M ﹤0.01%
93,108
+11,583
+14% +$149K
UHT
2289
Universal Health Realty Income Trust
UHT
$608M
$1.35M ﹤0.01%
23,578
+1,680
+8% +$92.7K
MYE icon
2290
Myers Industries
MYE
$1.18B
$1.34M ﹤0.01%
93,161
-6,596
-7% -$91.5K
NC icon
2291
NACCO Industries
NC
$353M
$1.34M ﹤0.01%
104,873
-8,518
-8% -$110K
DBEU icon
2292
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$764M
$1.34M ﹤0.01%
54,638
+356
+0.7% +$8.87K
MTG icon
2293
MGIC Investment
MTG
$6.27B
$1.34M ﹤0.01%
225,210
+22,406
+11% +$153K
MESG
2294
DELISTED
XURA INC COM (DE)
MESG
$1.34M ﹤0.01%
54,837
-3,820
-7% -$86.2K
LXRX icon
2295
Lexicon Pharmaceuticals
LXRX
$1.02B
$1.33M ﹤0.01%
93,039
+2,024
+2% +$27.5K
BATS
2296
DELISTED
Bats Global Markets, Inc.
BATS
$1.33M ﹤0.01%
+51,925
New +$1.33M
SHI
2297
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$1.33M ﹤0.01%
29,046
+2,728
+10% +$130K
SNCR
2298
DELISTED
Synchronoss Technologies
SNCR
$1.33M ﹤0.01%
4,643
+14
+0.3% +$4.23K
CSV icon
2299
Carriage Services
CSV
$618M
$1.33M ﹤0.01%
56,159
-1,133
-2% -$26K
TREX icon
2300
Trex
TREX
$4.51B
$1.32M ﹤0.01%
118,020
-2,836
-2% -$32K
90 91
92
93 94

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MCM
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PSUF
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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.