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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
E icon
726
ENI
E
$76B
$12.6M 0.02%
388,522
+53,164
+16% +$1.64M
LFUS icon
727
Littelfuse
LFUS
$10.2B
$12.6M 0.02%
106,266
+5,291
+5% +$616K
GGB icon
728
Gerdau
GGB
$9.44B
$12.5M 0.02%
8,683,963
+1,862,920
+27% +$2.75M
HMC icon
729
Honda
HMC
$36.5B
$12.5M 0.02%
494,728
+89,774
+22% +$2.42M
JWN
730
DELISTED
Nordstrom
JWN
$12.5M 0.02%
329,315
-59,623
-15% -$2.65M
PRGO icon
731
Perrigo
PRGO
$1.4B
$12.5M 0.02%
137,964
-303,422
-69% -$31.4M
HDS
732
DELISTED
HD Supply Holdings, Inc.
HDS
$12.5M 0.02%
358,680
+63,604
+22% +$2.17M
ETFC
733
DELISTED
E*Trade Financial Corporation
ETFC
$12.5M 0.02%
530,861
-25,613
-5% -$649K
NTGR icon
734
NETGEAR
NTGR
$669M
$12.5M 0.02%
262,181
-37,855
-13% -$1.63M
SNA icon
735
Snap-on
SNA
$20.9B
$12.5M 0.02%
78,959
+925
+1% +$147K
ALLY icon
736
Ally Financial
ALLY
$13.1B
$12.5M 0.02%
729,614
+135,653
+23% +$2.34M
SNI
737
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$12.4M 0.02%
199,385
+77,237
+63% +$4.93M
ACCO icon
738
Acco Brands
ACCO
$369M
$12.4M 0.02%
1,201,857
-174,856
-13% -$1.69M
OFG icon
739
OFG Bancorp
OFG
$2.21B
$12.4M 0.02%
1,495,160
-307,609
-17% -$2.51M
WR
740
DELISTED
Westar Energy Inc
WR
$12.4M 0.02%
221,205
-19,883
-8% -$1.05M
J icon
741
Jacobs Solutions
J
$15.9B
$12.3M 0.02%
299,520
+16,819
+6% +$663K
HRB icon
742
H&R Block
HRB
$5.18B
$12.3M 0.02%
535,900
+19,991
+4% +$445K
KEX icon
743
Kirby Corp
KEX
$7.95B
$12.3M 0.02%
196,503
-7,070
-3% -$463K
VEON icon
744
VEON
VEON
$3.53B
$12.2M 0.02%
126,017
+3,720
+3% +$349K
PPS
745
DELISTED
Post Properties
PPS
$12.2M 0.02%
199,483
-2,346
-1% -$139K
MUSA icon
746
Murphy USA
MUSA
$11.3B
$12.2M 0.02%
164,160
-23,587
-13% -$1.54M
FFIV icon
747
F5
FFIV
$22.1B
$12.2M 0.02%
106,889
+6,244
+6% +$671K
SFR
748
DELISTED
Starwood Waypoint Homes
SFR
$12.1M 0.02%
397,043
+90,167
+29% +$2.4M
SPLS
749
DELISTED
Staples Inc
SPLS
$12M 0.02%
1,396,972
+3,194
+0.2% +$30.4K
INDA icon
750
iShares MSCI India ETF
INDA
$6.71B
$12M 0.02%
431,059
+15,560
+4% +$424K
28 29
30
31 32

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MCM
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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.