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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
TSLA icon
676
Tesla
TSLA
$1.24T
$14.1M 0.02%
993,000
+184,665
+23% +$2.8M
TEX icon
677
Terex
TEX
$7.98B
$14M 0.02%
691,560
-104,621
-13% -$2.39M
UAA icon
678
Under Armour
UAA
$3B
$13.9M 0.02%
347,362
-281,849
-45% -$11.2M
CPN
679
DELISTED
Calpine Corporation
CPN
$13.9M 0.02%
943,561
+290,761
+45% +$4.31M
SWKS icon
680
Skyworks Solutions
SWKS
$9.06B
$13.9M 0.02%
218,950
-54,490
-20% -$3.7M
ASH icon
681
Ashland
ASH
$3.04B
$13.8M 0.02%
245,977
+24,604
+11% +$1.36M
PNR icon
682
Pentair
PNR
$10.2B
$13.8M 0.02%
352,299
+7,932
+2% +$308K
CEO
683
DELISTED
CNOOC Limited
CEO
$13.8M 0.02%
110,613
-7,036
-6% -$848K
GME icon
684
GameStop
GME
$9.5B
$13.8M 0.02%
2,071,196
-142,472
-6% -$1.04M
ULTA icon
685
Ulta Beauty
ULTA
$20.4B
$13.7M 0.02%
56,396
+7,660
+16% +$1.67M
BBVA icon
686
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$13.7M 0.02%
2,434,020
-464,386
-16% -$2.93M
PKG icon
687
Packaging Corp of America
PKG
$22.7B
$13.6M 0.02%
203,892
+32,484
+19% +$2.12M
ARCO icon
688
Arcos Dorados Holdings
ARCO
$1.73B
$13.6M 0.02%
2,939,361
+538,111
+22% +$2.28M
CXW icon
689
CoreCivic
CXW
$3.1B
$13.6M 0.02%
389,263
+67,402
+21% +$2.21M
PBH icon
690
Prestige Consumer Healthcare
PBH
$2.35B
$13.6M 0.02%
245,886
-34,031
-12% -$1.87M
EME icon
691
Emcor
EME
$33.1B
$13.6M 0.02%
276,468
+30,955
+13% +$1.48M
STWD icon
692
Starwood Property Trust
STWD
$6.12B
$13.6M 0.02%
654,944
+178,524
+37% +$3.56M
HEDJ icon
693
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$13.6M 0.02%
536,802
-472,178
-47% -$12.3M
PAM icon
694
Pampa Energía
PAM
$4.64B
$13.5M 0.02%
494,276
+15,350
+3% +$355K
IQV icon
695
IQVIA
IQV
$34.7B
$13.5M 0.02%
206,834
+55,796
+37% +$3.74M
PBI icon
696
Pitney Bowes
PBI
$2.42B
$13.5M 0.02%
758,475
-11,081
-1% -$214K
CBI
697
DELISTED
Chicago Bridge & Iron Nv
CBI
$13.5M 0.02%
389,862
-67,122
-15% -$2.48M
CHK
698
DELISTED
Chesapeake Energy Corporation
CHK
$13.5M 0.02%
15,758
+4,580
+41% +$4.4M
AHL
699
DELISTED
ASPEN Insurance Holding Limited
AHL
$13.4M 0.02%
289,640
+13,399
+5% +$626K
DNB
700
DELISTED
Dun & Bradstreet
DNB
$13.4M 0.02%
109,960
+8,740
+9% +$1.02M
26 27
28
29 30

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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.