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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
CMI icon
276
Cummins
CMI
$91.7B
$45.8M 0.07%
407,119
+59,367
+17% +$6.72M
SCCO icon
277
Southern Copper
SCCO
$141B
$45.7M 0.07%
1,828,131
-227,411
-11% -$5.76M
ILMN icon
278
Illumina
ILMN
$29.4B
$45.6M 0.07%
333,681
-23,231
-7% -$3.3M
HYG icon
279
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$45.4M 0.07%
536,220
-11,900
-2% -$989K
TROW icon
280
T. Rowe Price
TROW
$25B
$45.2M 0.07%
619,212
+48,446
+8% +$3.61M
XEL icon
281
Xcel Energy
XEL
$51B
$45M 0.07%
1,004,406
+84,208
+9% +$3.48M
EMN icon
282
Eastman Chemical
EMN
$7.8B
$45M 0.07%
662,317
-42,472
-6% -$3.12M
NVDA icon
283
NVIDIA
NVDA
$5.01T
$44.8M 0.07%
38,150,280
+1,468,080
+4% +$1.51M
CMS icon
284
CMS Energy
CMS
$23.1B
$44.7M 0.07%
974,942
+6,192
+0.6% +$260K
DISCK
285
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$44.4M 0.07%
1,862,905
+376,168
+25% +$9.93M
IAU icon
286
iShares Gold Trust
IAU
$63B
$44.4M 0.07%
1,738,293
+616,818
+55% +$15M
HSY icon
287
Hershey
HSY
$35.4B
$44.3M 0.07%
390,142
-12,454
-3% -$1.17M
AEE icon
288
Ameren
AEE
$31.5B
$44.3M 0.07%
825,987
+50,634
+7% +$2.49M
KSS icon
289
Kohl's
KSS
$2.03B
$44.1M 0.07%
1,164,186
-79,100
-6% -$3.14M
BBD icon
290
Banco Bradesco
BBD
$38.1B
$43.9M 0.07%
10,850,998
+1,431,811
+15% +$5.27M
TGI
291
DELISTED
Triumph Group
TGI
$43.8M 0.07%
1,234,919
-189,589
-13% -$6.86M
STJ
292
DELISTED
St Jude Medical
STJ
$43.8M 0.07%
561,886
+154,285
+38% +$11M
TDG icon
293
TransDigm Group
TDG
$69.2B
$43.3M 0.07%
164,374
+7,290
+5% +$1.78M
MCHP icon
294
Microchip Technology
MCHP
$42.8B
$43.1M 0.07%
1,698,608
+129,780
+8% +$3.23M
CHD icon
295
Church & Dwight Co
CHD
$23.1B
$43M 0.07%
836,756
+25,216
+3% +$1.22M
VFC icon
296
VF Corp
VFC
$6.68B
$42.9M 0.07%
741,248
+36,590
+5% +$2.16M
WELL icon
297
Welltower
WELL
$178B
$42.8M 0.07%
561,735
+55,050
+11% +$3.91M
BIDU icon
298
Baidu
BIDU
$35.8B
$42.6M 0.07%
258,153
-19,316
-7% -$3.39M
DLTR icon
299
Dollar Tree
DLTR
$23.1B
$42.5M 0.07%
450,469
+40,897
+10% +$3.46M
PGR icon
300
Progressive
PGR
$124B
$42.3M 0.07%
1,263,564
+209,302
+20% +$6.92M
10 11
12
13 14

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MCM
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PSUF
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IA
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SCC
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BAM
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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.