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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
NXPI icon
251
NXP Semiconductors
NXPI
$68B
$49.7M 0.08%
634,273
+45,421
+8% +$3.9M
NEM icon
252
Newmont
NEM
$99.4B
$49.6M 0.08%
1,266,708
+20,909
+2% +$692K
FITB
253
Fifth Third Bancorp
FITB
$52B
$49.4M 0.08%
2,810,045
+208,276
+8% +$3.74M
BCR
254
DELISTED
CR Bard Inc.
BCR
$49.3M 0.08%
209,442
+13,109
+7% +$2.85M
ES icon
255
Eversource Energy
ES
$28.2B
$49.2M 0.08%
821,026
+28,149
+4% +$1.59M
PXD
256
DELISTED
Pioneer Natural Resource Co.
PXD
$48.4M 0.08%
319,880
+22,199
+7% +$3.48M
SBAC icon
257
SBA Communications
SBAC
$18.4B
$48.3M 0.08%
447,341
-8,594
-2% -$872K
TFC icon
258
Truist Financial
TFC
$63.2B
$48.2M 0.08%
1,354,769
+57,731
+4% +$2.02M
CPRI icon
259
Capri Holdings
CPRI
$1.77B
$48.2M 0.08%
973,572
-119,107
-11% -$5.85M
SWN
260
DELISTED
Southwestern Energy Company
SWN
$48.2M 0.08%
3,828,122
-1,253,560
-25% -$15.2M
KDP icon
261
Keurig Dr Pepper
KDP
$40.4B
$47.7M 0.08%
493,847
+80,623
+20% +$7.4M
GSK icon
262
GSK
GSK
$103B
$47.6M 0.08%
879,350
-21,436
-2% -$1.13M
VOYA icon
263
Voya Financial
VOYA
$8.94B
$47.6M 0.08%
1,921,622
-15,512
-0.8% -$475K
GT icon
264
Goodyear
GT
$2.07B
$47.4M 0.07%
1,848,065
-294,496
-14% -$8.45M
PBR icon
265
Petrobras
PBR
$121B
$47.4M 0.07%
6,618,252
+2,021,897
+44% +$13.4M
CAG icon
266
Conagra Brands
CAG
$7.07B
$47.2M 0.07%
1,268,517
-10,924
-0.9% -$389K
YHOO
267
DELISTED
Yahoo Inc
YHOO
$47M 0.07%
1,251,046
+84,996
+7% +$3.14M
EFA icon
268
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
$47M 0.07%
841,205
+836,751
+18,787% +$48.1M
ORLY icon
269
O'Reilly Automotive
ORLY
$72.5B
$46.8M 0.07%
2,591,700
-23,610
-0.9% -$417K
GWW icon
270
W.W. Grainger
GWW
$65.3B
$46.7M 0.07%
205,715
+20,269
+11% +$4.62M
CPAY icon
271
Corpay
CPAY
$24.2B
$46.5M 0.07%
324,998
+6,279
+2% +$934K
SNY icon
272
Sanofi
SNY
$104B
$46.5M 0.07%
1,110,979
+56,146
+5% +$2.3M
SRE icon
273
Sempra
SRE
$60.8B
$46.4M 0.07%
814,722
+19,260
+2% +$1.02M
TV icon
274
Televisa
TV
$1.45B
$46.1M 0.07%
1,770,686
+105,088
+6% +$2.77M
AGG icon
275
iShares Core US Aggregate Bond ETF
AGG
$138B
$45.8M 0.07%
406,920
-113,488
-22% -$12.6M
9 10
11
12 13

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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.