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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
KALU icon
701
Kaiser Aluminum
KALU
$2.67B
$13.4M 0.02%
147,777
-2,195
-1% -$192K
EMBJ
702
Embraer S.A. ADS
EMBJ
$11.6B
$13.4M 0.02%
614,829
-14,514
-2% -$326K
RVTY icon
703
Revvity
RVTY
$12.3B
$13.3M 0.02%
253,834
+2,874
+1% +$151K
TXRH icon
704
Texas Roadhouse
TXRH
$12.7B
$13.3M 0.02%
290,966
+10,674
+4% +$472K
CCK icon
705
Crown Holdings
CCK
$12.8B
$13.2M 0.02%
259,832
+22,268
+9% +$1.16M
MXIM
706
DELISTED
Maxim Integrated Products
MXIM
$13.2M 0.02%
368,869
+2,852
+0.8% +$105K
BFAM icon
707
Bright Horizons
BFAM
$3.99B
$13.1M 0.02%
197,971
-11,327
-5% -$737K
HUN icon
708
Huntsman Corp
HUN
$2.24B
$13.1M 0.02%
974,873
-39,628
-4% -$581K
MAN icon
709
ManpowerGroup
MAN
$2.39B
$13.1M 0.02%
203,555
+26,998
+15% +$2.09M
BMRN icon
710
BioMarin Pharmaceuticals
BMRN
$11.5B
$13.1M 0.02%
168,055
+12,707
+8% +$1.08M
MHK icon
711
Mohawk Industries
MHK
$6.9B
$13.1M 0.02%
68,789
+10,374
+18% +$2.02M
BIO icon
712
Bio-Rad Laboratories Class A
BIO
$8.42B
$13M 0.02%
91,094
-20,028
-18% -$2.86M
EEP
713
DELISTED
Enbridge Energy Partners
EEP
$13M 0.02%
561,383
+29,561
+6% +$626K
URI icon
714
United Rentals
URI
$71.1B
$13M 0.02%
194,050
-52,212
-21% -$3.41M
JBL icon
715
Jabil
JBL
$32.8B
$13M 0.02%
704,852
+7,860
+1% +$143K
FMC icon
716
FMC
FMC
$1.42B
$13M 0.02%
322,996
+31,084
+11% +$1.22M
JLL icon
717
Jones Lang LaSalle
JLL
$15.1B
$13M 0.02%
133,107
+34,890
+36% +$4.01M
RCL icon
718
Royal Caribbean
RCL
$78.7B
$12.9M 0.02%
191,977
-6,663
-3% -$510K
CF icon
719
CF Industries
CF
$19.2B
$12.8M 0.02%
533,190
-65,641
-11% -$1.95M
RAD
720
DELISTED
Rite Aid Corporation
RAD
$12.8M 0.02%
85,527
-4,772
-5% -$753K
ENH
721
DELISTED
Endurance Specialty Holdings Ltd
ENH
$12.8M 0.02%
190,279
+28,571
+18% +$1.87M
GXP
722
DELISTED
Great Plains Energy Incorporated
GXP
$12.8M 0.02%
419,544
+38,367
+10% +$1.18M
LXK
723
DELISTED
Lexmark Intl Inc
LXK
$12.6M 0.02%
334,144
-13,731
-4% -$507K
VNQ icon
724
Vanguard Real Estate ETF
VNQ
$39.9B
$12.6M 0.02%
142,127
-57,335
-29% -$4.82M
BABA icon
725
Alibaba
BABA
$269B
$12.6M 0.02%
158,351
+16,789
+12% +$1.31M
27 28
29
30 31

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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.