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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
NTK
2251
DELISTED
NORTEK INC COM NEW (DE)
NTK
$1.42M ﹤0.01%
23,922
+537
+2% +$26.4K
MS.PRE icon
2252
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$1.42M ﹤0.01%
47,753
-1,363
-3% -$39.8K
BEAT
2253
DELISTED
BioTelemetry, Inc.
BEAT
$1.42M ﹤0.01%
86,922
+1,962
+2% +$28.9K
IONS icon
2254
Ionis Pharmaceuticals
IONS
$9.35B
$1.41M ﹤0.01%
60,726
-58,323
-49% -$1.88M
LOCK
2255
DELISTED
LifeLock, Inc.
LOCK
$1.41M ﹤0.01%
89,437
+18,462
+26% +$241K
EPIQ
2256
DELISTED
EPIQ SYSTEMS INC
EPIQ
$1.41M ﹤0.01%
96,795
-79
-0.1% -$1.16K
CENT icon
2257
Central Garden & Pet Co
CENT
$2.74B
$1.41M ﹤0.01%
+77,310
New +$1.13M
FARO
2258
DELISTED
Faro Technologies
FARO
$1.41M ﹤0.01%
41,672
+573
+1% +$18.9K
SRI icon
2259
Stoneridge
SRI
$209M
$1.41M ﹤0.01%
94,382
-10
-0% -$151
VTOL icon
2260
Bristow Group
VTOL
$1.35B
$1.41M ﹤0.01%
74,969
+15,519
+26% +$300K
INWK
2261
DELISTED
InnerWorkings, Inc.
INWK
$1.41M ﹤0.01%
170,256
+9,555
+6% +$78.6K
ARRS
2262
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1.41M ﹤0.01%
67,133
-3,964
-6% -$89.9K
THFF icon
2263
First Financial Corp
THFF
$922M
$1.4M ﹤0.01%
38,351
+3,568
+10% +$126K
WIRE
2264
DELISTED
Encore Wire Corp
WIRE
$1.4M ﹤0.01%
37,666
-61
-0.2% -$2.34K
RBA icon
2265
RB Global
RBA
$20.8B
$1.4M ﹤0.01%
41,509
-5,275
-11% -$163K
ARTNA icon
2266
Artesian Resources
ARTNA
$356M
$1.4M ﹤0.01%
41,314
+1,191
+3% +$34.3K
ARC
2267
DELISTED
ARC Document Solutions, Inc.
ARC
$1.39M ﹤0.01%
358,175
-22,670
-6% -$92.4K
MLKN icon
2268
MillerKnoll
MLKN
$1.5B
$1.39M ﹤0.01%
46,564
-828
-2% -$25.4K
TBNK
2269
DELISTED
Territorial Bancorp Inc.
TBNK
$1.39M ﹤0.01%
52,595
-775
-1% -$20.1K
HCCI
2270
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$1.38M ﹤0.01%
113,341
+49
+0% +$548
CTWS
2271
DELISTED
Connecticut Water Service Inc
CTWS
$1.38M ﹤0.01%
24,577
+3,670
+18% +$179K
CVBF icon
2272
CVB Financial
CVBF
$3.98B
$1.38M ﹤0.01%
84,081
-216
-0.3% -$3.66K
MRD
2273
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$1.38M ﹤0.01%
86,658
+7,501
+9% +$106K
CLDT
2274
Chatham Lodging
CLDT
$630M
$1.37M ﹤0.01%
62,498
+3,156
+5% +$67.3K
CBD
2275
DELISTED
Companhia Brasileira de Distribuicao
CBD
$1.37M ﹤0.01%
94,286
+2,284
+2% +$30.1K
89 90
91
92 93

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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.