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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
WBK
426
DELISTED
Westpac Banking Corporation
WBK
$26.7M 0.04%
1,210,422
-36,446
-3% -$816K
CTRA
427
DELISTED
Coterra Energy
CTRA
$26.7M 0.04%
1,038,058
+105,780
+11% +$2.54M
BEN icon
428
Franklin Resources
BEN
$16.9B
$26.7M 0.04%
800,430
-22,560
-3% -$820K
SPTI icon
429
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$26.7M 0.04%
866,456
+398,288
+85% +$12.2M
IART icon
430
Integra LifeSciences
IART
$1.54B
$26.7M 0.04%
668,738
-9,590
-1% -$345K
STX icon
431
Seagate
STX
$193B
$26.6M 0.04%
1,093,244
+226,225
+26% +$5.48M
BPL
432
DELISTED
Buckeye Partners, L.P.
BPL
$26.6M 0.04%
378,216
+39,021
+12% +$2.74M
MAS icon
433
Masco
MAS
$16B
$26.6M 0.04%
858,958
+11,745
+1% +$370K
HBAN icon
434
Huntington Bancshares
HBAN
$35.1B
$26.6M 0.04%
2,969,854
-9,500
-0.3% -$93.4K
BAY
435
DELISTED
BAYER AG SPONS ADR
BAY
$26.5M 0.04%
263,458
+3,447
+1% +$347K
RNR icon
436
RenaissanceRe
RNR
$13.8B
$26.5M 0.04%
225,707
+11,627
+5% +$1.33M
GAS
437
DELISTED
AGL Resources Inc
GAS
$26.5M 0.04%
401,558
+134,042
+50% +$8.81M
AZ
438
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$26.5M 0.04%
1,837,955
-58,283
-3% -$839K
IDXX icon
439
Idexx Laboratories
IDXX
$42.9B
$26.4M 0.04%
283,902
+28,586
+11% +$2.45M
LLL
440
DELISTED
L3 Technologies, Inc.
LLL
$26.4M 0.04%
179,643
+1,612
+0.9% +$217K
FMX icon
441
Fomento Económico Mexicano
FMX
$43.3B
$26.3M 0.04%
283,930
+11,155
+4% +$1.02M
COL
442
DELISTED
Rockwell Collins
COL
$26.3M 0.04%
308,400
-53,378
-15% -$4.76M
TFX icon
443
Teleflex
TFX
$5.85B
$26.2M 0.04%
147,975
+28,755
+24% +$4.69M
GFI icon
444
Gold Fields
GFI
$29.2B
$26.2M 0.04%
5,353,187
+403,861
+8% +$1.68M
RRC icon
445
Range Resources
RRC
$9.11B
$26.2M 0.04%
607,228
+187,666
+45% +$7.68M
IWM icon
446
iShares Russell 2000 ETF
IWM
$80.9B
$26.1M 0.04%
226,944
-126,850
-36% -$14.3M
KT icon
447
KT
KT
$8.84B
$26.1M 0.04%
1,826,768
+292,005
+19% +$4.07M
VNO icon
448
Vornado Realty Trust
VNO
$7.47B
$26M 0.04%
321,224
+18,556
+6% +$1.44M
KSU
449
DELISTED
Kansas City Southern
KSU
$25.9M 0.04%
287,126
+27,807
+11% +$2.53M
JNPR
450
DELISTED
Juniper Networks
JNPR
$25.4M 0.04%
1,128,541
-95,910
-8% -$2.23M
16 17
18
19 20

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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.