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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
AY
2826
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$478K ﹤0.01%
25,716
+2,504
+11% +$43.9K
CCV.CL
2827
DELISTED
Comcast Corporation
CCV.CL
$478K ﹤0.01%
17,405
-494
-3% -$13.2K
IRT icon
2828
Independence Realty Trust
IRT
$3.92B
$477K ﹤0.01%
58,306
+21,929
+60% +$164K
OKSB
2829
DELISTED
Southwest Bancorp Inc/OK
OKSB
$477K ﹤0.01%
28,148
-274
-1% -$4.38K
UCTT
2830
Ultra Clean Holdings
UCTT
$4.16B
$476K ﹤0.01%
83,663
-10,368
-11% -$57.2K
NDLS icon
2831
Noodles & Co
NDLS
$90.5M
$475K ﹤0.01%
6,073
-1,592
-21% -$132K
NEE.PRK
2832
DELISTED
NextEra Energy Capital Holdings, Inc. Series K Junior Subordinated Debentures due June 1, 2076
NEE.PRK
$475K ﹤0.01%
+18,509
New +$465K
WIX icon
2833
WIX.com
WIX
$2.15B
$474K ﹤0.01%
15,612
+2,636
+20% +$67.3K
NILE
2834
DELISTED
Blue Nile, Inc.
NILE
$474K ﹤0.01%
17,303
-442
-2% -$11.5K
EFG icon
2835
iShares MSCI EAFE Growth ETF
EFG
$16.3B
$473K ﹤0.01%
7,231
– –
TNGO
2836
DELISTED
Tangoe, Inc.
TNGO
$472K ﹤0.01%
61,095
+3,931
+7% +$31.7K
BBSI icon
2837
Barrett Business Services
BBSI
$976M
$471K ﹤0.01%
45,588
-15,832
-26% -$131K
FBNK
2838
DELISTED
First Connecticut Bancorp, Inc
FBNK
$471K ﹤0.01%
28,468
-392
-1% -$6.46K
CKEC
2839
DELISTED
Carmike Cinemas Inc
CKEC
$471K ﹤0.01%
15,636
-237,363
-94% -$7.13M
ANIP icon
2840
ANI Pharmaceuticals
ANIP
$1.77B
$470K ﹤0.01%
8,416
+291
+4% +$14.1K
IYR icon
2841
iShares US Real Estate ETF
IYR
$4.59B
$469K ﹤0.01%
5,697
+17
+0.3% +$1.33K
VSEC icon
2842
VSE Corp
VSEC
$5.48B
$469K ﹤0.01%
14,032
+444
+3% +$14.9K
STT.PRC.CL
2843
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$468K ﹤0.01%
17,739
-541
-3% -$14.3K
PAGP icon
2844
Plains GP Holdings
PAGP
$5.23B
$467K ﹤0.01%
16,813
+12,718
+311% +$328K
WSR
2845
DELISTED
Whitestone REIT
WSR
$467K ﹤0.01%
30,936
+5,932
+24% +$81.1K
HCI icon
2846
HCI Group
HCI
$2.28B
$466K ﹤0.01%
17,098
+10,133
+145% +$312K
HIL
2847
DELISTED
Hill International, Inc. Common Stock
HIL
$466K ﹤0.01%
114,474
-11,557
-9% -$47.3K
TNK icon
2848
Teekay Tankers
TNK
$2.63B
$464K ﹤0.01%
19,469
-5,683
-23% -$162K
SGY
2849
DELISTED
Stone Energy
SGY
$463K ﹤0.01%
6,755
-994
-13% -$39.8K
AGX icon
2850
Argan
AGX
$7.98B
$462K ﹤0.01%
+11,081
New +$398K
112 113
114
115 116

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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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ACI
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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.