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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
MCO icon
326
Moody's
MCO
$82.4B
$37.7M 0.06%
402,143
-173,747
-30% -$16.8M
MSI icon
327
Motorola Solutions
MSI
$69.4B
$37.6M 0.06%
570,387
+41,506
+8% +$2.95M
LRCX icon
328
Lam Research
LRCX
$382B
$37.4M 0.06%
4,453,400
+243,680
+6% +$1.96M
CMG icon
329
Chipotle Mexican Grill
CMG
$40.8B
$37.3M 0.06%
4,628,350
-331,300
-7% -$2.88M
NWL icon
330
Newell Brands
NWL
$2.16B
$37.2M 0.06%
765,004
+280,147
+58% +$13.1M
HP icon
331
Helmerich & Payne
HP
$3.53B
$37.1M 0.06%
553,053
-10,609
-2% -$656K
ALXN
332
DELISTED
Alexion Pharmaceuticals
ALXN
$37.1M 0.06%
317,667
+8,003
+3% +$1.14M
EQR icon
333
Equity Residential
EQR
$25.4B
$37.1M 0.06%
538,265
-10,681
-2% -$735K
HSIC icon
334
Henry Schein
HSIC
$9.74B
$37M 0.06%
533,412
-9,256
-2% -$626K
VEA icon
335
Vanguard FTSE Developed Markets ETF
VEA
$226B
$36.4M 0.06%
1,030,135
-372,137
-27% -$13.4M
AYI icon
336
Acuity Brands
AYI
$9.88B
$36.4M 0.06%
146,649
-12,212
-8% -$3.05M
DEO icon
337
Diageo
DEO
$46.2B
$36.3M 0.06%
321,589
+5,619
+2% +$608K
CHRW icon
338
C.H. Robinson
CHRW
$22B
$36.2M 0.06%
487,542
+32,441
+7% +$2.37M
TT icon
339
Trane Technologies
TT
$106B
$36.1M 0.06%
566,732
+10,019
+2% +$645K
TAP icon
340
Molson Coors Class B
TAP
$7.68B
$35.7M 0.06%
352,915
-14,301
-4% -$1.41M
PCAR icon
341
PACCAR
PCAR
$69.6B
$35.7M 0.06%
1,031,537
+21,270
+2% +$782K
ADI icon
342
Analog Devices
ADI
$181B
$35.4M 0.06%
624,629
+21,500
+4% +$1.23M
ETP
343
DELISTED
Energy Transfer Partners L.p.
ETP
$35.3M 0.06%
927,350
+90,345
+11% +$3.24M
VTRS icon
344
Viatris
VTRS
$20.1B
$35.2M 0.06%
813,389
-40,149
-5% -$1.78M
DOX icon
345
Amdocs
DOX
$5.53B
$35M 0.06%
605,518
-117,353
-16% -$6.73M
CA
346
DELISTED
CA, Inc.
CA
$34.9M 0.06%
1,063,936
+46,072
+5% +$1.44M
CPA icon
347
Copa Holdings
CPA
$5.56B
$34.9M 0.06%
668,136
+45,156
+7% +$2.61M
NUE icon
348
Nucor
NUE
$56.4B
$34.8M 0.06%
704,885
+71,318
+11% +$3.48M
AVB icon
349
AvalonBay Communities
AVB
$27.1B
$34.6M 0.05%
191,865
+1,386
+0.7% +$250K
GPN icon
350
Global Payments
GPN
$22.1B
$34.6M 0.05%
484,677
+276,790
+133% +$20.4M
12 13
14
15 16

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MCM
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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.