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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
KLAC icon
551
KLA
KLAC
$275B
$18.9M 0.03%
2,577,080
+16,480
+0.6% +$118K
LII icon
552
Lennox International
LII
$18.8B
$18.8M 0.03%
132,150
+71,069
+116% +$9.77M
HOT
553
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$18.8M 0.03%
254,814
+7,716
+3% +$593K
LEG icon
554
Leggett & Platt
LEG
$1.52B
$18.7M 0.03%
365,480
-30,485
-8% -$1.5M
RHT
555
DELISTED
Red Hat Inc
RHT
$18.6M 0.03%
256,768
+227
+0.1% +$17K
IX icon
556
ORIX
IX
$44B
$18.6M 0.03%
1,454,615
-22,325
-2% -$311K
TE
557
DELISTED
TECO ENERGY INC
TE
$18.5M 0.03%
669,983
-24,055
-3% -$665K
NTES icon
558
NetEase
NTES
$76.5B
$18.5M 0.03%
477,530
+25,295
+6% +$787K
DLR icon
559
Digital Realty Trust
DLR
$73.7B
$18.4M 0.03%
168,499
+14,506
+9% +$1.38M
BHP icon
560
BHP
BHP
$213B
$18.2M 0.03%
715,982
+32,420
+5% +$808K
TSCO icon
561
Tractor Supply
TSCO
$16.3B
$18.2M 0.03%
996,775
+97,005
+11% +$1.8M
KMX icon
562
CarMax
KMX
$8.27B
$18.2M 0.03%
370,508
+26,717
+8% +$1.37M
DNY
563
DELISTED
DONNELLEY R R & SONS CO
DNY
$18.1M 0.03%
1,070,993
+56,994
+6% +$964K
G icon
564
Genpact
G
$5.3B
$18.1M 0.03%
674,558
+4,793
+0.7% +$132K
WTM icon
565
White Mountains Insurance
WTM
$5.47B
$18.1M 0.03%
21,463
+3,627
+20% +$2.96M
DCM
566
DELISTED
NTT DOCOMO, Inc.
DCM
$18.1M 0.03%
668,283
+36,109
+6% +$904K
ANZ
567
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$18M 0.03%
996,792
+45,068
+5% +$815K
MUFG icon
568
Mitsubishi UFJ Financial
MUFG
$258B
$18M 0.03%
4,069,118
+1,021,537
+34% +$4.83M
AXA
569
DELISTED
AXA ADS (1 ORD SHS)
AXA
$18M 0.03%
893,723
+3,104
+0.3% +$62.5K
BALL icon
570
Ball Corp
BALL
$17B
$18M 0.03%
497,444
-57,836
-10% -$2.09M
DOC icon
571
Healthpeak Properties
DOC
$15.4B
$17.9M 0.03%
556,863
+107,324
+24% +$3.33M
NRG icon
572
NRG Energy
NRG
$29.8B
$17.9M 0.03%
1,195,543
+132,054
+12% +$1.96M
UGI icon
573
UGI
UGI
$8B
$17.9M 0.03%
394,602
+46,766
+13% +$1.97M
SVC
574
Service Properties Trust
SVC
$1.1B
$17.8M 0.03%
123,631
+29,890
+32% +$3.94M
CTAS icon
575
Cintas
CTAS
$82.4B
$17.8M 0.03%
724,352
+4,396
+0.6% +$101K
21 22
23
24 25

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AF
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MCM
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PSUF
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IA
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SCC
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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.