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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
APC
226
DELISTED
Anadarko Petroleum
APC
$54.2M 0.09%
1,017,021
+220,690
+28% +$11.2M
LUMN icon
227
Lumen
LUMN
$6.61B
$54.1M 0.09%
1,864,917
+43,874
+2% +$1.28M
SPGI icon
228
S&P Global
SPGI
$126B
$54M 0.09%
+503,821
New +$54.1M
FIS icon
229
Fidelity National Information Services
FIS
$21.5B
$53.7M 0.08%
728,591
+25,157
+4% +$1.77M
VWO icon
230
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$53.6M 0.08%
1,520,490
-315,739
-17% -$10.8M
EG icon
231
Everest Group
EG
$15.2B
$53.1M 0.08%
290,767
-23,964
-8% -$4.41M
HIG icon
232
Hartford Financial Services
HIG
$38.4B
$53M 0.08%
1,193,304
+2,957
+0.2% +$132K
FISV
233
Fiserv Inc
FISV
$27.3B
$52.9M 0.08%
973,068
+14,928
+2% +$768K
GPC icon
234
Genuine Parts
GPC
$17B
$52.7M 0.08%
520,533
+6,172
+1% +$598K
REGN icon
235
Regeneron Pharmaceuticals
REGN
$69.3B
$52.7M 0.08%
150,849
+46,952
+45% +$18.1M
WEC icon
236
WEC Energy
WEC
$37.6B
$52.6M 0.08%
805,194
-752
-0.1% -$45.2K
LBTYK icon
237
Liberty Global Class C
LBTYK
$3.19B
$52.4M 0.08%
1,828,959
+512,186
+39% +$16.1M
RF icon
238
Regions Financial
RF
$26.3B
$52.2M 0.08%
6,132,669
+395,680
+7% +$3.58M
AZO icon
239
AutoZone
AZO
$47.8B
$52.1M 0.08%
65,618
-8,127
-11% -$6.26M
NBIS
240
Nebius Group N.V.
NBIS
$50B
$51.5M 0.08%
2,357,557
-10,008
-0.4% -$195K
INGR icon
241
Ingredion
INGR
$6.36B
$51.3M 0.08%
396,698
+91,214
+30% +$10.6M
CSX icon
242
CSX Corp
CSX
$98.5B
$51.2M 0.08%
5,889,315
+382,683
+7% +$3.33M
APH icon
243
Amphenol
APH
$189B
$50.7M 0.08%
3,538,344
+129,820
+4% +$1.87M
JCI icon
244
Johnson Controls International
JCI
$87.3B
$50.6M 0.08%
1,091,222
+89,103
+9% +$3.93M
AMP icon
245
Ameriprise Financial
AMP
$46.6B
$50.5M 0.08%
562,393
+34,409
+7% +$3.32M
PCG icon
246
PG&E
PCG
$47.8B
$50.5M 0.08%
789,399
+29,665
+4% +$1.78M
PLD icon
247
Prologis
PLD
$138B
$50.3M 0.08%
1,026,680
+14,160
+1% +$665K
SE
248
DELISTED
Spectra Energy Corp Wi
SE
$50.2M 0.08%
1,369,362
+86,458
+7% +$2.76M
DFJ icon
249
WisdomTree Japan SmallCap Dividend Fund
DFJ
$384M
$50M 0.08%
897,969
+51,067
+6% +$2.86M
CX icon
250
Cemex
CX
$17.5B
$49.9M 0.08%
8,414,104
+3,637,104
+76% +$23.3M
8 9
10
11 12

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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.