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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
NEU icon
1326
NewMarket
NEU
$7.17B
$5.18M 0.01%
12,494
+1,542
+14% +$622K
MSGS icon
1327
Madison Square Garden
MSGS
$9.54B
$5.17M 0.01%
41,991
-5,607
-12% -$658K
PINC
1328
DELISTED
Premier
PINC
$5.17M 0.01%
157,991
-4,775
-3% -$157K
SNBR
1329
DELISTED
Sleep Number
SNBR
$5.16M 0.01%
241,381
+10,577
+5% +$231K
HW
1330
DELISTED
Headwaters Inc
HW
$5.16M 0.01%
287,534
+2,601
+0.9% +$49.1K
RBC icon
1331
RBC Bearings
RBC
$18.8B
$5.16M 0.01%
71,135
+4,150
+6% +$304K
SLAB icon
1332
Silicon Laboratories
SLAB
$7.15B
$5.15M 0.01%
105,742
-5,021
-5% -$237K
KG
1333
Kestrel Group
KG
$71.3M
$5.14M 0.01%
21,009
-428
-2% -$108K
TRGP icon
1334
Targa Resources
TRGP
$60.4B
$5.14M 0.01%
121,964
+23,473
+24% +$920K
ADC icon
1335
Agree Realty
ADC
$9.68B
$5.13M 0.01%
106,248
+40,091
+61% +$1.69M
LSI
1336
DELISTED
Life Storage, Inc.
LSI
$5.13M 0.01%
73,275
+2,581
+4% +$187K
OGS icon
1337
ONE Gas
OGS
$5.05B
$5.12M 0.01%
76,952
+466
+0.6% +$28.1K
TTI icon
1338
TETRA Technologies
TTI
$1.23B
$5.12M 0.01%
804,087
-10,016
-1% -$61.7K
CSGP icon
1339
CoStar Group
CSGP
$11.3B
$5.11M 0.01%
233,870
-76,600
-25% -$1.51M
REXMY
1340
DELISTED
REXAM PLC ADR - NEW
REXMY
$5.11M 0.01%
118,818
-1,064
-0.9% -$45.8K
HI
1341
DELISTED
Hillenbrand
HI
$5.11M 0.01%
170,149
-1,462
-0.9% -$44.3K
NP
1342
DELISTED
Neenah, Inc. Common Stock
NP
$5.1M 0.01%
70,494
+1,819
+3% +$122K
TTEK icon
1343
Tetra Tech
TTEK
$8.23B
$5.09M 0.01%
828,650
+2,595
+0.3% +$15.5K
MIK
1344
DELISTED
Michaels Stores, Inc
MIK
$5.07M 0.01%
178,189
+7,586
+4% +$214K
DO
1345
DELISTED
Diamond Offshore Drilling
DO
$5.07M 0.01%
208,229
+24,190
+13% +$577K
OUTR
1346
DELISTED
OUTERWALL INC
OUTR
$5.06M 0.01%
120,468
+34,882
+41% +$1.41M
CCOI icon
1347
Cogent Communications
CCOI
$594M
$5.06M 0.01%
126,267
+7,532
+6% +$296K
GNRC icon
1348
Generac Holdings
GNRC
$11.9B
$5.06M 0.01%
144,692
+16,860
+13% +$622K
DIN icon
1349
Dine Brands
DIN
$432M
$5.05M 0.01%
59,606
+2,436
+4% +$209K
UTL icon
1350
Unitil
UTL
$1,000M
$5.04M 0.01%
118,165
+2,114
+2% +$85.9K
52 53
54
55 56

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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.