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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
AVA icon
651
Avista
AVA
$3.47B
$14.5M 0.02%
324,515
+6,067
+2% +$249K
TECD
652
DELISTED
Tech Data Corp
TECD
$14.5M 0.02%
202,308
-6,462
-3% -$469K
SPIB icon
653
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$14.4M 0.02%
413,971
+232,990
+129% +$8.02M
IEFA icon
654
iShares Core MSCI EAFE ETF
IEFA
$186B
$14.4M 0.02%
278,075
+204,375
+277% +$10.9M
MFA
655
MFA Financial
MFA
$929M
$14.4M 0.02%
493,603
+38,989
+9% +$1.1M
BEAV
656
DELISTED
B/E Aerospace Inc
BEAV
$14.3M 0.02%
310,572
+74,432
+32% +$3.56M
OSK icon
657
Oshkosh
OSK
$9.67B
$14.3M 0.02%
299,966
+8,444
+3% +$375K
GDOT icon
658
Green Dot
GDOT
$753M
$14.3M 0.02%
622,429
-32,014
-5% -$713K
CDNS icon
659
Cadence Design Systems
CDNS
$90B
$14.3M 0.02%
588,320
-12,361
-2% -$296K
MDU icon
660
MDU Resources
MDU
$4.44B
$14.3M 0.02%
1,562,181
+157,370
+11% +$1.28M
FLS icon
661
Flowserve
FLS
$9.25B
$14.2M 0.02%
315,296
+25,201
+9% +$1.18M
BNL
662
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$14.2M 0.02%
463,840
+7,876
+2% +$242K
WTW icon
663
Willis Towers Watson
WTW
$27.9B
$14.2M 0.02%
114,281
-18,362
-14% -$2.27M
AGNC icon
664
AGNC Investment
AGNC
$12.3B
$14.2M 0.02%
715,831
+10,417
+1% +$197K
EQM
665
DELISTED
EQM Midstream Partners, LP
EQM
$14.2M 0.02%
176,549
+64,343
+57% +$4.85M
STGW icon
666
Stagwell
STGW
$1.84B
$14.2M 0.02%
774,970
-70,387
-8% -$1.36M
AGCO icon
667
AGCO
AGCO
$8.78B
$14.2M 0.02%
300,588
-16,993
-5% -$873K
DINO icon
668
HF Sinclair
DINO
$15.9B
$14.2M 0.02%
595,973
-162,851
-21% -$4.85M
EC icon
669
Ecopetrol
EC
$32.9B
$14.2M 0.02%
1,481,434
-4,951
-0.3% -$46.1K
DIAX
670
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$14.2M 0.02%
973,837
-99,813
-9% -$1.41M
SLG icon
671
SL Green Realty
SLG
$3.88B
$14.1M 0.02%
137,238
+6,608
+5% +$650K
SYT
672
DELISTED
Syngenta Ag
SYT
$14.1M 0.02%
184,127
-2,342
-1% -$190K
NAB
673
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$14.1M 0.02%
1,483,005
-287,782
-16% -$2.74M
HLF icon
674
Herbalife
HLF
$1.23B
$14.1M 0.02%
482,708
+53,918
+13% +$1.61M
SEIC icon
675
SEI Investments
SEIC
$11.9B
$14.1M 0.02%
292,697
-9,906
-3% -$477K
25 26
27
28 29

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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.