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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
CFG icon
626
Citizens Financial Group
CFG
$30.4B
$15.6M 0.02%
780,746
+86,911
+13% +$1.93M
NSANY
627
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$15.6M 0.02%
867,110
+20,589
+2% +$370K
Y
628
DELISTED
Alleghany Corp
Y
$15.5M 0.02%
28,276
+3,040
+12% +$1.58M
ATO icon
629
Atmos Energy
ATO
$29.9B
$15.5M 0.02%
191,062
-5,332
-3% -$395K
IFF icon
630
International Flavors & Fragrances
IFF
$19.4B
$15.5M 0.02%
123,208
+7,157
+6% +$885K
SAN icon
631
Banco Santander
SAN
$194B
$15.4M 0.02%
4,108,003
+192,571
+5% +$836K
VRSK icon
632
Verisk Analytics
VRSK
$26.4B
$15.4M 0.02%
190,008
+7,589
+4% +$595K
BERY
633
DELISTED
Berry Global Group, Inc.
BERY
$15.4M 0.02%
430,325
-88,834
-17% -$3.04M
ACM icon
634
Aecom
ACM
$9.07B
$15.3M 0.02%
481,318
-152
-0% -$4.81K
WPP icon
635
WPP
WPP
$4.04B
$15.3M 0.02%
146,003
+2,664
+2% +$305K
CPL
636
DELISTED
CPFL Energia S.A.
CPL
$15.2M 0.02%
1,180,157
+126,723
+12% +$1.39M
TUP
637
DELISTED
Tupperware Brands Corporation
TUP
$15.2M 0.02%
269,516
-18,903
-7% -$1.08M
NAVI icon
638
Navient
NAVI
$774M
$15.1M 0.02%
1,265,929
+266,303
+27% +$3.39M
RIO icon
639
Rio Tinto
RIO
$148B
$15M 0.02%
480,070
+35,953
+8% +$1.07M
MLM icon
640
Martin Marietta Materials
MLM
$33.6B
$15M 0.02%
78,110
+27,596
+55% +$4.94M
KBE icon
641
State Street SPDR S&P Bank ETF
KBE
$1.64B
$15M 0.02%
491,905
-2,353
-0.5% -$74.5K
IBN icon
642
ICICI Bank
IBN
$106B
$15M 0.02%
2,296,384
+507,431
+28% +$3.27M
ITC
643
DELISTED
ITC HOLDINGS CORP
ITC
$14.9M 0.02%
319,124
-3,422
-1% -$152K
ARMH
644
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$14.9M 0.02%
327,511
+40,608
+14% +$1.71M
TGNA
645
DELISTED
TEGNA Inc
TGNA
$14.8M 0.02%
996,173
-180,911
-15% -$2.64M
SONY icon
646
Sony
SONY
$123B
$14.7M 0.02%
2,509,420
+349,810
+16% +$1.88M
BF.B icon
647
Brown-Forman Class B
BF.B
$12B
$14.7M 0.02%
459,231
-67,575
-13% -$2.09M
CHKP icon
648
Check Point Software Technologies
CHKP
$13.3B
$14.6M 0.02%
183,440
-13,588
-7% -$1.14M
SBH icon
649
Sally Beauty Holdings
SBH
$1.4B
$14.6M 0.02%
496,274
+59,408
+14% +$1.78M
CSC
650
DELISTED
Computer Sciences
CSC
$14.5M 0.02%
292,999
+38,682
+15% +$1.56M
24 25
26
27 28

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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.