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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
MKC icon
301
McCormick & Company Non-Voting
MKC
$13.4B
$42.1M 0.07%
789,844
+32,954
+4% +$1.61M
MRO
302
DELISTED
Marathon Oil Corporation
MRO
$41.9M 0.07%
2,792,594
+438,336
+19% +$5.79M
VRSN icon
303
VeriSign
VRSN
$25.5B
$41.8M 0.07%
483,136
+8,126
+2% +$701K
SWK icon
304
Stanley Black & Decker
SWK
$14.2B
$41.6M 0.07%
373,859
+16,891
+5% +$1.88M
ZTS icon
305
Zoetis
ZTS
$31.6B
$41.2M 0.07%
867,477
-86,954
-9% -$4.11M
NLY icon
306
Annaly Capital Management
NLY
$16.9B
$40.6M 0.06%
917,929
+344,307
+60% +$14.7M
LEA icon
307
Lear
LEA
$7.19B
$40.4M 0.06%
580,151
+16,718
+3% +$1.88M
DGX icon
308
Quest Diagnostics
DGX
$25.1B
$40.4M 0.06%
496,198
+14,661
+3% +$1.12M
DTE icon
309
DTE Energy
DTE
$31.1B
$40.3M 0.06%
477,420
+10,805
+2% +$836K
EPD icon
310
Enterprise Products Partners
EPD
$83.8B
$40M 0.06%
1,368,529
-126,887
-8% -$3.41M
HII icon
311
Huntington Ingalls Industries
HII
$11.3B
$39.9M 0.06%
237,170
+9,484
+4% +$1.44M
KEY icon
312
KeyCorp
KEY
$24.3B
$39.6M 0.06%
3,583,396
+300,485
+9% +$3.58M
EW icon
313
Edwards Lifesciences
EW
$47.6B
$39.5M 0.06%
1,188,561
+15,768
+1% +$539K
MMP
314
DELISTED
Magellan Midstream Partners, L.P.
MMP
$39.5M 0.06%
519,333
-76,855
-13% -$5.45M
IM
315
DELISTED
Ingram Micro
IM
$39.3M 0.06%
1,130,594
-45,095
-4% -$1.57M
LBTYA icon
316
Liberty Global Class A
LBTYA
$3.28B
$39.1M 0.06%
1,347,216
-224,816
-14% -$7.3M
RS icon
317
Reliance Steel & Aluminium
RS
$20.8B
$39.1M 0.06%
508,940
-48,665
-9% -$3.57M
MAR icon
318
Marriott International
MAR
$98.7B
$39.1M 0.06%
588,462
-15,842
-3% -$1.06M
AIZ icon
319
Assurant
AIZ
$13.7B
$39.1M 0.06%
453,104
+1,530
+0.3% +$129K
VRTX icon
320
Vertex Pharmaceuticals
VRTX
$121B
$39M 0.06%
453,761
-87,469
-16% -$7.56M
FCX icon
321
Freeport-McMoran
FCX
$90B
$38.9M 0.06%
3,491,984
+795,312
+29% +$8.81M
CCL icon
322
Carnival Corporation Ltd
CCL
$36.1B
$38.8M 0.06%
878,894
+78,355
+10% +$3.84M
WDC icon
323
Western Digital
WDC
$179B
$38.7M 0.06%
1,084,717
+206,585
+24% +$6.8M
FE icon
324
FirstEnergy
FE
$28.9B
$37.9M 0.06%
1,085,728
+181,260
+20% +$6.14M
HES
325
DELISTED
Hess
HES
$37.9M 0.06%
630,271
+82,701
+15% +$4.79M
11 12
13
14 15

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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.