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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
MANT
1401
DELISTED
Mantech International Corp
MANT
$4.7M 0.01%
124,195
-1,810
-1% -$62K
TIVO
1402
DELISTED
Tivo Inc
TIVO
$4.68M 0.01%
299,337
-82,864
-22% -$1.39M
APOL
1403
DELISTED
Apollo Education Group Inc Class A
APOL
$4.68M 0.01%
513,022
+15,113
+3% +$130K
CLW icon
1404
Clearwater Paper
CLW
$274M
$4.67M 0.01%
71,435
+1,611
+2% +$94.2K
QUAD icon
1405
Quad
QUAD
$443M
$4.67M 0.01%
200,530
+34,007
+20% +$577K
ELS icon
1406
Equity Lifestyle Properties
ELS
$12.7B
$4.66M 0.01%
116,470
-8,872
-7% -$322K
MKTX icon
1407
MarketAxess Holdings
MKTX
$4.18B
$4.66M 0.01%
32,036
+740
+2% +$98.4K
PLXS icon
1408
Plexus
PLXS
$6.62B
$4.65M 0.01%
107,719
+1,930
+2% +$81.3K
CEB
1409
DELISTED
CEB Inc.
CEB
$4.65M 0.01%
75,431
+2,818
+4% +$176K
WEX icon
1410
WEX
WEX
$6.08B
$4.65M 0.01%
52,461
+1,492
+3% +$133K
XOP icon
1411
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.5B
$4.64M 0.01%
33,320
– –
TTSH
1412
DELISTED
Tile Shop Holdings
TTSH
$4.64M 0.01%
233,177
+31,261
+15% +$553K
WPX
1413
DELISTED
WPX Energy, Inc.
WPX
$4.63M 0.01%
497,863
-88,897
-15% -$802K
NWBI icon
1414
Northwest Bancshares
NWBI
$2.26B
$4.63M 0.01%
312,426
+18,387
+6% +$260K
GPK icon
1415
Graphic Packaging
GPK
$3.3B
$4.63M 0.01%
369,125
-16,571
-4% -$216K
CYS
1416
DELISTED
CYS Investments Inc.
CYS
$4.62M 0.01%
551,978
+11,311
+2% +$93K
PEI
1417
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$4.62M 0.01%
14,355
-162
-1% -$53.6K
TYPE
1418
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$4.62M 0.01%
187,460
+19,444
+12% +$452K
AGU
1419
DELISTED
Agrium
AGU
$4.61M 0.01%
50,954
-7,287
-13% -$649K
KNGT
1420
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$4.61M 0.01%
173,317
+2,516
+1% +$66.9K
SGI
1421
Somnigroup International
SGI
$15.5B
$4.59M 0.01%
331,712
-69,004
-17% -$1.02M
FWRD icon
1422
Forward Air
FWRD
$485M
$4.58M 0.01%
102,880
+1,612
+2% +$72.6K
GLDD
1423
DELISTED
Great Lakes Dredge & Dock
GLDD
$4.58M 0.01%
1,049,628
-54,537
-5% -$246K
KBR icon
1424
KBR
KBR
$4.69B
$4.57M 0.01%
345,050
+25,268
+8% +$365K
ATSG
1425
DELISTED
Air Transport Services Group
ATSG
$4.56M 0.01%
351,520
+90,486
+35% +$1.23M
55 56
57
58 59

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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.