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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
FBIN icon
851
Fortune Brands Innovations
FBIN
$6.12B
$10M 0.02%
202,074
+1,734
+0.9% +$84.6K
EWY icon
852
iShares MSCI South Korea ETF
EWY
$21.7B
$10M 0.02%
192,267
-24,390
-11% -$1.25M
OII icon
853
Oceaneering
OII
$5.25B
$10M 0.02%
334,974
+34,139
+11% +$1.11M
MD icon
854
Pediatrix Medical
MD
$2.16B
$9.98M 0.02%
137,776
+44,321
+47% +$3.05M
TRN icon
855
Trinity Industries
TRN
$2.97B
$9.95M 0.02%
744,123
+89,422
+14% +$1.18M
FMS icon
856
Fresenius Medical Care
FMS
$13.2B
$9.89M 0.02%
227,077
+1,941
+0.9% +$83.6K
CPS icon
857
Cooper-Standard Automotive
CPS
$504M
$9.88M 0.02%
125,087
+23,627
+23% +$1.91M
FHN icon
858
First Horizon
FHN
$12.1B
$9.87M 0.02%
716,577
-5,545
-0.8% -$76.8K
HTZ
859
DELISTED
Hertz Global Holdings, Inc.
HTZ
$9.85M 0.02%
+1,023,745
New +$38.4M
ICLR icon
860
Icon
ICLR
$12.8B
$9.77M 0.02%
139,606
-2,263
-2% -$155K
QGENF
861
DELISTED
QIAGEN NV
QGENF
$9.76M 0.02%
447,521
+66,678
+18% +$1.45M
SPR
862
DELISTED
Spirit AeroSystems
SPR
$9.75M 0.02%
226,731
-21,224
-9% -$977K
ALE
863
DELISTED
Allete
ALE
$9.73M 0.02%
150,562
+4,422
+3% +$255K
IEF icon
864
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$9.73M 0.02%
+98,736
New +$10.9M
BSAC icon
865
Banco Santander Chile
BSAC
$15.8B
$9.72M 0.02%
502,045
+702
+0.1% +$13.3K
OSIS icon
866
OSI Systems
OSIS
$3.57B
$9.72M 0.02%
167,155
-4,755
-3% -$262K
CXT icon
867
Crane NXT
CXT
$3.04B
$9.7M 0.02%
492,136
-14,795
-3% -$289K
BRKR icon
868
Bruker
BRKR
$9.2B
$9.69M 0.02%
425,965
+25,348
+6% +$677K
CVG
869
DELISTED
Convergys
CVG
$9.68M 0.02%
386,988
-95,096
-20% -$2.56M
VGR
870
DELISTED
Vector Group Ltd.
VGR
$9.67M 0.02%
739,049
-37,446
-5% -$471K
FL
871
DELISTED
Foot Locker
FL
$9.65M 0.02%
175,829
-71,257
-29% -$4.13M
FDS icon
872
Factset
FDS
$9.05B
$9.61M 0.02%
59,529
+27
+0% +$4.17K
BGS icon
873
B&G Foods
BGS
$285M
$9.57M 0.02%
198,644
-17,807
-8% -$726K
DMC
874
Del Monte Corp
DMC
$1.35B
$9.57M 0.02%
175,903
-7,255
-4% -$355K
TLT icon
875
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$9.57M 0.02%
+68,910
New +$9.09M
33 34
35
36 37

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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.