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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
SNN icon
826
Smith & Nephew
SNN
$12.9B
$10.5M 0.02%
304,954
+45,541
+18% +$1.54M
SIGI icon
827
Selective Insurance
SIGI
$5.74B
$10.4M 0.02%
273,190
-5,743
-2% -$207K
B
828
Barrick Mining
B
$62.2B
$10.4M 0.02%
488,865
-37,321
-7% -$665K
MRVL icon
829
Marvell Technology
MRVL
$174B
$10.4M 0.02%
1,092,649
-264,375
-19% -$2.64M
OGE icon
830
OGE Energy
OGE
$10.3B
$10.3M 0.02%
316,033
-3,619
-1% -$108K
CRH icon
831
CRH
CRH
$66.7B
$10.3M 0.02%
349,765
+62,789
+22% +$1.84M
BAH icon
832
Booz Allen Hamilton
BAH
$8.7B
$10.3M 0.02%
348,420
-7,689
-2% -$220K
CS
833
DELISTED
Credit Suisse Group
CS
$10.3M 0.02%
964,441
+216,233
+29% +$2.95M
ALOG
834
DELISTED
Analogic Corp
ALOG
$10.3M 0.02%
129,901
-151
-0.1% -$12.2K
MIDD icon
835
Middleby
MIDD
$6.05B
$10.3M 0.02%
89,255
-3,186
-3% -$366K
HBI
836
DELISTED
Hanesbrands
HBI
$10.3M 0.02%
408,923
-27,944
-6% -$762K
EXR icon
837
Extra Space Storage
EXR
$31.2B
$10.2M 0.02%
110,240
+1,801
+2% +$163K
INCY icon
838
Incyte
INCY
$23.5B
$10.2M 0.02%
127,525
+21,049
+20% +$1.63M
SPB icon
839
Spectrum Brands
SPB
$2.04B
$10.2M 0.02%
85,421
-6,126
-7% -$704K
TDS icon
840
Telephone and Data Systems
TDS
$3.91B
$10.1M 0.02%
341,878
+21,249
+7% +$611K
CP icon
841
Canadian Pacific Kansas City
CP
$82B
$10.1M 0.02%
393,530
-3,415
-0.9% -$92.2K
AEO icon
842
American Eagle Outfitters
AEO
$2.85B
$10.1M 0.02%
635,323
+16,270
+3% +$249K
VAC icon
843
Marriott Vacations Worldwide
VAC
$3.24B
$10.1M 0.02%
147,675
+1,225
+0.8% +$76.7K
POOL icon
844
Pool Corp
POOL
$6.7B
$10.1M 0.02%
107,501
-17,854
-14% -$1.6M
SIX
845
DELISTED
Six Flags Entertainment Corp.
SIX
$10.1M 0.02%
174,089
+3,509
+2% +$204K
GMED icon
846
Globus Medical
GMED
$10.4B
$10.1M 0.02%
422,944
+22,457
+6% +$539K
IEMG icon
847
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$10.1M 0.02%
240,774
+4,413
+2% +$181K
TRI icon
848
Thomson Reuters
TRI
$39.4B
$10.1M 0.02%
214,616
+6,855
+3% +$327K
GRMN
849
Garmin
GRMN
$46.9B
$10M 0.02%
236,544
+24,337
+11% +$1.01M
OTEX icon
850
Open Text
OTEX
$5.43B
$10M 0.02%
338,580
+42,332
+14% +$1.2M
32 33
34
35 36

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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.