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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
WYNN icon
576
Wynn Resorts
WYNN
$10.1B
$17.7M 0.03%
195,398
+26,453
+16% +$2.52M
MAC icon
577
Macerich
MAC
$7.32B
$17.7M 0.03%
207,195
-715
-0.3% -$56K
VAR
578
DELISTED
Varian Medical Systems, Inc.
VAR
$17.6M 0.03%
244,771
+14,147
+6% +$1.03M
ASML icon
579
ASML
ASML
$675B
$17.5M 0.03%
176,574
+6,555
+4% +$638K
CLB icon
580
Core Laboratories
CLB
$538M
$17.5M 0.03%
141,293
+53,553
+61% +$6.46M
POR icon
581
Portland General Electric
POR
$6.02B
$17.4M 0.03%
395,443
-25,371
-6% -$1.04M
PRA
582
DELISTED
ProAssurance
PRA
$17.4M 0.03%
324,818
+88,924
+38% +$4.46M
SC
583
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$17.3M 0.03%
1,676,619
-35,831
-2% -$416K
AV
584
DELISTED
Aviva Plc
AV
$17.3M 0.03%
1,618,164
+99,762
+7% +$1.24M
XLNX
585
DELISTED
Xilinx Inc
XLNX
$17.3M 0.03%
374,820
-15,790
-4% -$722K
CPGX
586
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$17.3M 0.03%
677,280
+24,353
+4% +$621K
OKS
587
DELISTED
Oneok Partners LP
OKS
$17.3M 0.03%
430,880
+18,342
+4% +$671K
HRL icon
588
Hormel Foods
HRL
$13.9B
$17.2M 0.03%
470,259
-451,123
-49% -$16.9M
HOG icon
589
Harley-Davidson
HOG
$2.68B
$17.2M 0.03%
379,321
+132,244
+54% +$6.09M
LSTR icon
590
Landstar System
LSTR
$6.8B
$17M 0.03%
248,090
+4,875
+2% +$322K
TMUS icon
591
T-Mobile US
TMUS
$193B
$17M 0.03%
393,618
-17,856
-4% -$732K
ORAN
592
DELISTED
Orange
ORAN
$16.9M 0.03%
1,029,328
-26,285
-2% -$439K
PNRA
593
DELISTED
Panera Bread Co
PNRA
$16.9M 0.03%
79,591
+1,920
+2% +$409K
FRT icon
594
Federal Realty Investment Trust
FRT
$10.9B
$16.9M 0.03%
101,789
+4,358
+4% +$678K
CFR icon
595
Cullen/Frost Bankers
CFR
$10.3B
$16.8M 0.03%
264,381
-51,736
-16% -$3.19M
KKR icon
596
KKR & Co
KKR
$89.2B
$16.8M 0.03%
1,360,574
-806,813
-37% -$10.8M
THG icon
597
Hanover Insurance
THG
$7.63B
$16.8M 0.03%
198,349
-5,359
-3% -$461K
PBCT
598
DELISTED
People's United Financial Inc
PBCT
$16.7M 0.03%
1,142,396
+79,725
+8% +$1.24M
ETP
599
DELISTED
Energy Transfer Partners, L.P.
ETP
$16.7M 0.03%
582,007
+178,417
+44% +$4.92M
HIT
600
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$16.6M 0.03%
399,023
+53,086
+15% +$2.21M
22 23
24
25 26

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MCM
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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.