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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
AKZOY
526
DELISTED
Akzo Nobel NV
AKZOY
$20.1M 0.03%
955,100
-8,864
-0.9% -$186K
ARW icon
527
Arrow Electronics
ARW
$10.9B
$20.1M 0.03%
323,908
+48,145
+17% +$3.06M
O icon
528
Realty Income
O
$61.2B
$20M 0.03%
298,008
+26,822
+10% +$1.63M
WAT icon
529
Waters Corp
WAT
$36.8B
$20M 0.03%
142,054
+25,532
+22% +$3.45M
NFX
530
DELISTED
Newfield Exploration
NFX
$20M 0.03%
451,588
+10,350
+2% +$397K
BWA icon
531
BorgWarner
BWA
$13.2B
$19.9M 0.03%
767,325
+320,611
+72% +$9.7M
SMFG icon
532
Sumitomo Mitsui Financial
SMFG
$166B
$19.9M 0.03%
3,485,250
+765,822
+28% +$4.68M
LEN icon
533
Lennar Class A
LEN
$20.4B
$19.9M 0.03%
453,146
+92,320
+26% +$4.04M
SEE
534
DELISTED
Sealed Air
SEE
$19.7M 0.03%
428,257
+8,530
+2% +$408K
EQT icon
535
EQT Corp
EQT
$33.2B
$19.7M 0.03%
466,541
+14,870
+3% +$578K
BF
536
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$19.6M 0.03%
256,071
+30,735
+14% +$2.36M
AAP icon
537
Advance Auto Parts
AAP
$3.37B
$19.6M 0.03%
121,419
-4,840
-4% -$747K
BWXT icon
538
BWX Technologies
BWXT
$16B
$19.6M 0.03%
547,514
+94,252
+21% +$3.23M
BSMX
539
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$19.6M 0.03%
2,153,273
+1,397,760
+185% +$12.4M
HAS icon
540
Hasbro
HAS
$12.6B
$19.5M 0.03%
232,258
+5,261
+2% +$445K
DRI icon
541
Darden Restaurants
DRI
$22.5B
$19.4M 0.03%
306,952
-15,588
-5% -$1.02M
CCEP icon
542
Coca-Cola Europacific Partners
CCEP
$46.5B
$19.4M 0.03%
543,032
-104,132
-16% -$4.91M
SNPS icon
543
Synopsys
SNPS
$71.5B
$19.3M 0.03%
357,684
+4,549
+1% +$228K
JKHY icon
544
Jack Henry & Associates
JKHY
$10.7B
$19.2M 0.03%
220,158
+48,975
+29% +$4.09M
VMC icon
545
Vulcan Materials
VMC
$36.3B
$19.2M 0.03%
159,126
+15,750
+11% +$1.78M
HDB icon
546
HDFC Bank
HDB
$119B
$19.1M 0.03%
1,151,828
+497,020
+76% +$7.92M
LGND icon
547
Ligand Pharmaceuticals
LGND
$6.02B
$19.1M 0.03%
256,749
-54,526
-18% -$4.05M
XL
548
DELISTED
XL Group Ltd.
XL
$19.1M 0.03%
573,173
-181,232
-24% -$6.19M
CBRE icon
549
CBRE Group
CBRE
$40.8B
$19.1M 0.03%
720,857
+15,827
+2% +$463K
MGA icon
550
Magna International
MGA
$17.9B
$19M 0.03%
542,668
-35,542
-6% -$1.43M
20 21
22
23 24

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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.