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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
AWK icon
451
American Water Works
AWK
$26.3B
$25.3M 0.04%
299,168
+52,077
+21% +$3.87M
GGP
452
DELISTED
GGP Inc.
GGP
$25.2M 0.04%
844,491
+7,552
+0.9% +$213K
IVZ icon
453
Invesco
IVZ
$13.3B
$25.1M 0.04%
982,511
+21,100
+2% +$626K
MTD icon
454
Mettler-Toledo International
MTD
$26.8B
$25.1M 0.04%
68,652
+15,294
+29% +$5.59M
XLE icon
455
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$25M 0.04%
733,170
-326,200
-31% -$10.8M
KIM icon
456
Kimco Realty
KIM
$17.6B
$25M 0.04%
797,175
+26,017
+3% +$749K
TNL icon
457
Travel + Leisure Co
TNL
$4.54B
$25M 0.04%
776,991
+141,355
+22% +$4.52M
LHX icon
458
L3Harris
LHX
$55.9B
$24.7M 0.04%
296,340
-26,969
-8% -$2.13M
NI icon
459
NiSource
NI
$22.4B
$24.6M 0.04%
929,389
+47,847
+5% +$1.15M
RDS.B
460
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$24.6M 0.04%
439,542
+49,394
+13% +$2.54M
AER icon
461
AerCap
AER
$23.9B
$24.6M 0.04%
731,359
-143,632
-16% -$5.51M
WFM
462
DELISTED
Whole Foods Market Inc
WFM
$24.4M 0.04%
762,905
+73,378
+11% +$2.28M
CIG icon
463
CEMIG Preferred Shares
CIG
$6.09B
$24.3M 0.04%
21,586,460
+5,128,553
+31% +$4.69M
PBF icon
464
PBF Energy
PBF
$7.29B
$24.3M 0.04%
1,021,056
-316,815
-24% -$9.11M
ANSS
465
DELISTED
Ansys
ANSS
$24.3M 0.04%
267,340
+4,568
+2% +$404K
CNQ icon
466
Canadian Natural Resources
CNQ
$96.9B
$24.1M 0.04%
1,597,773
-772,866
-33% -$10.9M
WRK
467
DELISTED
WestRock Company
WRK
$23.8M 0.04%
613,320
+65,945
+12% +$2.47M
XLF icon
468
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$23.7M 0.04%
1,181,828
+40,557
+4% +$821K
SBS icon
469
Sabesp
SBS
$19.7B
$23.5M 0.04%
13,534,897
+2,839,233
+27% +$4.14M
ROP icon
470
Roper Technologies
ROP
$36.3B
$23.4M 0.04%
137,220
+8,915
+7% +$1.56M
UL icon
471
Unilever
UL
$131B
$23.2M 0.04%
431,037
+4,996
+1% +$256K
IEX icon
472
IDEX
IEX
$16.5B
$23.2M 0.04%
282,608
-3,843
-1% -$320K
PUK icon
473
Prudential
PUK
$36.5B
$23.2M 0.04%
702,476
+97,970
+16% +$3.6M
MPLX icon
474
MPLX
MPLX
$59.5B
$23.1M 0.04%
686,191
+47,439
+7% +$1.51M
IGSB icon
475
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$23M 0.04%
434,356
-59,764
-12% -$3.15M
17 18
19
20 21

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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.