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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
HTS
601
DELISTED
HATTERAS FINANCIAL CORP
HTS
$16.5M 0.03%
1,006,137
-47,060
-4% -$750K
UBS icon
602
UBS Group
UBS
$170B
$16.5M 0.03%
1,269,833
-376,482
-23% -$5.75M
HIW icon
603
Highwoods Properties
HIW
$3.71B
$16.5M 0.03%
311,608
-11,043
-3% -$532K
NTAP icon
604
NetApp
NTAP
$32.9B
$16.4M 0.03%
667,951
-1,272,983
-66% -$31.3M
BLKB icon
605
Blackbaud
BLKB
$1.5B
$16.2M 0.03%
238,834
-17,872
-7% -$1.13M
PACW
606
DELISTED
PacWest Bancorp
PACW
$16.2M 0.03%
407,097
+41,753
+11% +$1.64M
DT
607
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$16.2M 0.03%
951,918
-35,764
-4% -$607K
LVS icon
608
Las Vegas Sands
LVS
$30.5B
$16.1M 0.03%
370,851
+46,710
+14% +$2.18M
ZION icon
609
Zions Bancorporation
ZION
$10.1B
$16.1M 0.03%
640,957
+2,940
+0.5% +$78K
LNT icon
610
Alliant Energy
LNT
$19.4B
$16.1M 0.03%
405,243
+1,133
+0.3% +$42K
UTHR icon
611
United Therapeutics
UTHR
$26.3B
$16.1M 0.03%
151,785
-150,152
-50% -$16.7M
RHI icon
612
Robert Half
RHI
$3.61B
$16M 0.03%
419,847
+42,551
+11% +$1.74M
BFH icon
613
Bread Financial
BFH
$4.21B
$15.9M 0.03%
101,591
-95,981
-49% -$16M
DRE
614
DELISTED
Duke Realty Corp.
DRE
$15.9M 0.03%
595,650
+50,815
+9% +$1.19M
ABB
615
DELISTED
ABB Ltd
ABB
$15.9M 0.03%
800,634
+73,862
+10% +$1.51M
TXNM
616
TXNM Energy Inc
TXNM
$6.47B
$15.9M 0.03%
447,451
+41,666
+10% +$1.37M
CDP icon
617
COPT Defense Properties
CDP
$4.31B
$15.8M 0.03%
535,686
-32,014
-6% -$860K
SQM icon
618
Sociedad Química y Minera de Chile
SQM
$19.6B
$15.8M 0.03%
640,717
-13,671
-2% -$300K
ESS icon
619
Essex Property Trust
ESS
$18.9B
$15.8M 0.02%
69,196
+527
+0.8% +$118K
SRCL
620
DELISTED
Stericycle Inc
SRCL
$15.8M 0.02%
151,535
-200,332
-57% -$21.4M
JAZZ icon
621
Jazz Pharmaceuticals
JAZZ
$15.9B
$15.8M 0.02%
111,589
-6,074
-5% -$895K
ADSK icon
622
Autodesk
ADSK
$44.3B
$15.8M 0.02%
291,056
+11,393
+4% +$659K
TXT icon
623
Textron
TXT
$16.6B
$15.7M 0.02%
428,978
+21,103
+5% +$803K
WAB icon
624
Wabtec
WAB
$51.1B
$15.6M 0.02%
222,464
+390
+0.2% +$30.3K
AA icon
625
Alcoa
AA
$11.7B
$15.6M 0.02%
701,183
+25,776
+4% +$603K
23 24
25
26 27

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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.