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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
JNK icon
501
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$21.3M 0.03%
198,905
-25,468
-11% -$2.67M
GAP
502
The Gap Inc
GAP
$6.84B
$21.3M 0.03%
1,001,430
-165,176
-14% -$3.52M
AES icon
503
AES
AES
$10.6B
$21.2M 0.03%
1,700,742
+279,740
+20% +$3.15M
BRCD
504
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$21.2M 0.03%
2,306,028
-236,364
-9% -$2.12M
NDAQ icon
505
Nasdaq
NDAQ
$52.1B
$21.1M 0.03%
980,394
+39,891
+4% +$853K
BCS icon
506
Barclays
BCS
$94.1B
$21.1M 0.03%
2,958,988
+620,356
+27% +$5.58M
LLTC
507
DELISTED
Linear Technology Corp
LLTC
$21.1M 0.03%
452,862
-28,812
-6% -$1.32M
NTT
508
DELISTED
Nippon Telegraph & Telephone
NTT
$21.1M 0.03%
447,444
+7,814
+2% +$348K
AZN icon
509
AstraZeneca
AZN
$263B
$21.1M 0.03%
348,700
+33,866
+11% +$1.97M
CIB icon
510
Grupo Cibest SA
CIB
$20.4B
$21M 0.03%
601,715
+2,896
+0.5% +$103K
ACGL icon
511
Arch Capital
ACGL
$36.1B
$20.9M 0.03%
870,843
+25,203
+3% +$595K
AAL icon
512
American Airlines Group
AAL
$9.58B
$20.9M 0.03%
736,881
-504,706
-41% -$17.1M
BVN icon
513
Compañía de Minas Buenaventura
BVN
$7.85B
$20.9M 0.03%
1,745,526
-265,026
-13% -$2.57M
BIG
514
DELISTED
Big Lots, Inc.
BIG
$20.9M 0.03%
416,148
+28,860
+7% +$1.37M
BT
515
DELISTED
BT Group plc (ADR)
BT
$20.8M 0.03%
748,520
-111,648
-13% -$3.51M
SCG
516
DELISTED
Scana
SCG
$20.8M 0.03%
274,639
-20,794
-7% -$1.46M
LYG icon
517
Lloyds Banking Group
LYG
$87.4B
$20.7M 0.03%
6,979,655
-443,748
-6% -$1.74M
MORN icon
518
Morningstar
MORN
$6.56B
$20.7M 0.03%
253,307
-645
-0.3% -$53.9K
FCN icon
519
FTI Consulting
FCN
$4.82B
$20.6M 0.03%
507,128
+235,599
+87% +$9.32M
UHS icon
520
Universal Health Services
UHS
$9.43B
$20.5M 0.03%
152,638
+4,842
+3% +$639K
NBL
521
DELISTED
Noble Energy, Inc.
NBL
$20.4M 0.03%
569,328
+6,864
+1% +$241K
AIV
522
Aimco
AIV
$380M
$20.4M 0.03%
3,462,431
-185,358
-5% -$1.03M
DHI icon
523
D.R. Horton
DHI
$41.2B
$20.2M 0.03%
642,301
+144,375
+29% +$4.41M
DDS icon
524
Dillards
DDS
$8.87B
$20.2M 0.03%
332,762
-25,842
-7% -$1.69M
NTRS icon
525
Northern Trust
NTRS
$22.2B
$20.1M 0.03%
303,396
+21,546
+8% +$1.5M
19 20
21
22 23

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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.