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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
BHI
401
DELISTED
Baker Hughes
BHI
$28.3M 0.04%
627,176
+950
+0.2% +$43K
AMG icon
402
Affiliated Managers Group
AMG
$9.46B
$28.1M 0.04%
199,759
+8,246
+4% +$1.35M
MUR icon
403
Murphy Oil
MUR
$5.58B
$28M 0.04%
882,337
+47,660
+6% +$1.44M
LH icon
404
Labcorp
LH
$24.3B
$27.9M 0.04%
249,442
+31,564
+14% +$3.4M
FAST icon
405
Fastenal
FAST
$54B
$27.9M 0.04%
2,510,124
+127,116
+5% +$1.45M
BXP icon
406
Boston Properties
BXP
$11B
$27.8M 0.04%
210,971
+8,027
+4% +$1.03M
RSG icon
407
Republic Services
RSG
$66.7B
$27.8M 0.04%
541,700
+14,215
+3% +$682K
NGG icon
408
National Grid
NGG
$81.9B
$27.8M 0.04%
387,519
+15,313
+4% +$1.06M
PAA icon
409
Plains All American Pipeline
PAA
$17.4B
$27.5M 0.04%
1,001,609
+16,557
+2% +$401K
ABEV icon
410
Ambev
ABEV
$47.3B
$27.5M 0.04%
4,657,057
+459,030
+11% +$2.46M
GEN icon
411
Gen Digital
GEN
$15.6B
$27.5M 0.04%
1,337,378
+177,081
+15% +$3.19M
TCOM icon
412
Trip.com Group
TCOM
$27.5B
$27.4M 0.04%
665,599
+42,942
+7% +$1.87M
AU icon
413
AngloGold Ashanti
AU
$40.3B
$27.4M 0.04%
1,518,114
+171,981
+13% +$2.62M
CERN
414
DELISTED
Cerner Corp
CERN
$27.4M 0.04%
467,059
+67,524
+17% +$3.76M
EEM icon
415
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$27.3M 0.04%
795,608
+793,879
+45,916% +$26.7M
CHL
416
DELISTED
China Mobile Limited
CHL
$27.3M 0.04%
471,888
-88,509
-16% -$4.98M
XEC
417
DELISTED
CIMAREX ENERGY CO
XEC
$27.2M 0.04%
227,979
-119,089
-34% -$13.3M
DOV icon
418
Dover
DOV
$27.2B
$27.2M 0.04%
485,666
+12,499
+3% +$674K
SI
419
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$27.2M 0.04%
265,052
+36,555
+16% +$3.75M
AXS icon
420
AXIS Capital
AXS
$8.59B
$27.1M 0.04%
492,536
+287,629
+140% +$15.6M
ROK icon
421
Rockwell Automation
ROK
$51.4B
$27.1M 0.04%
235,745
+11,110
+5% +$1.27M
DPZ icon
422
Domino's
DPZ
$11B
$26.9M 0.04%
204,883
+977
+0.5% +$124K
CBOE icon
423
Cboe Global Markets
CBOE
$29.8B
$26.9M 0.04%
403,230
+60,545
+18% +$3.88M
VR
424
DELISTED
Validus Hold Ltd
VR
$26.9M 0.04%
552,665
+215,422
+64% +$10.1M
EXPD icon
425
Expeditors International
EXPD
$22.9B
$26.8M 0.04%
546,915
+245,889
+82% +$11.9M
15 16
17
18 19

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MCM
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PSUF
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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.