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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
TRQ
2651
DELISTED
Turquoise Hill Resources Ltd
TRQ
$718K ﹤0.01%
21,239
-52
-0.2% -$1.51K
CRAI icon
2652
CRA International
CRAI
$1.1B
$717K ﹤0.01%
28,410
-8,568
-23% -$193K
BLDR icon
2653
Builders FirstSource
BLDR
$7.84B
$716K ﹤0.01%
63,641
-25,296
-28% -$292K
CNS icon
2654
Cohen & Steers
CNS
$4.18B
$708K ﹤0.01%
17,511
+646
+4% +$25.4K
OLP
2655
One Liberty Properties
OLP
$548M
$703K ﹤0.01%
29,474
+1,935
+7% +$44.6K
TPCO
2656
DELISTED
Tribune Publishing Company Common Stock
TPCO
$699K ﹤0.01%
50,644
+19,171
+61% +$215K
RRTS
2657
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$699K ﹤0.01%
3,749
-336
-8% -$78.6K
GNL icon
2658
Global Net Lease
GNL
$1.87B
$694K ﹤0.01%
29,080
+9,739
+50% +$246K
OPCH icon
2659
Option Care Health
OPCH
$3.4B
$694K ﹤0.01%
68,061
-4,461
-6% -$45.5K
STRL icon
2660
Sterling Infrastructure
STRL
$20.3B
$694K ﹤0.01%
141,420
+110,579
+359% +$547K
DAKT icon
2661
Daktronics
DAKT
$941M
$693K ﹤0.01%
110,949
-54,078
-33% -$408K
APLE icon
2662
Apple Hospitality REIT
APLE
$3.96B
$690K ﹤0.01%
36,683
+1,765
+5% +$33.1K
EPOL icon
2663
iShares MSCI Poland ETF
EPOL
$669M
$690K ﹤0.01%
40,705
+13,047
+47% +$237K
QLYS icon
2664
Qualys
QLYS
$4.84B
$688K ﹤0.01%
23,092
+91
+0.4% +$2.56K
HOS
2665
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$684K ﹤0.01%
81,980
+48,701
+146% +$463K
ZG icon
2666
Zillow
ZG
$7.02B
$681K ﹤0.01%
+18,586
New +$528K
XRM
2667
DELISTED
Xerium Technologies Inc (new)
XRM
$677K ﹤0.01%
106,067
+719
+0.7% +$4.34K
TLYS icon
2668
Tilly's
TLYS
$115M
$674K ﹤0.01%
116,350
+12,863
+12% +$78.7K
ZEUS
2669
DELISTED
Olympic Steel
ZEUS
$671K ﹤0.01%
24,583
-4,177
-15% -$93.4K
IXYS
2670
DELISTED
IXYS Corp
IXYS
$671K ﹤0.01%
65,493
-8,142
-11% -$88.6K
TRK
2671
DELISTED
Speedway Motorsports, Inc.
TRK
$670K ﹤0.01%
37,766
+14
+0% +$249
OTIC
2672
DELISTED
Otonomy, Inc.
OTIC
$668K ﹤0.01%
42,089
-17
-0% -$254
CASH icon
2673
Pathward Financial
CASH
$1.81B
$665K ﹤0.01%
39,135
– –
SWJ.CL
2674
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$663K ﹤0.01%
25,082
-825
-3% -$21.7K
KANG
2675
DELISTED
iKang Healthcare Group, Inc.
KANG
$662K ﹤0.01%
36,101
+17,000
+89% +$342K
105 106
107
108 109

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PSUF
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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.