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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
BBY icon
351
Best Buy
BBY
$18B
$34.6M 0.05%
1,130,161
+54,978
+5% +$1.73M
PH icon
352
Parker-Hannifin
PH
$125B
$34.6M 0.05%
319,926
+7,306
+2% +$819K
UN
353
DELISTED
Unilever NV New York Registry Shares
UN
$34.4M 0.05%
732,652
+24,485
+3% +$1.1M
WMB icon
354
Williams Companies
WMB
$90.5B
$34.2M 0.05%
1,582,266
+164,686
+12% +$3.31M
SAP icon
355
SAP
SAP
$187B
$34.2M 0.05%
455,503
+12,555
+3% +$985K
MTB icon
356
M&T Bank
MTB
$36.2B
$34M 0.05%
287,979
+12,478
+5% +$1.45M
UAL icon
357
United Airlines
UAL
$38.4B
$34M 0.05%
828,127
+121,670
+17% +$5.76M
XRX icon
358
Xerox
XRX
$337M
$33.9M 0.05%
1,354,477
+19,015
+1% +$500K
TPR icon
359
Tapestry
TPR
$28.8B
$33.8M 0.05%
830,595
-33,968
-4% -$1.34M
VTR icon
360
Ventas
VTR
$48.9B
$33.8M 0.05%
463,908
+11,212
+2% +$739K
SYF icon
361
Synchrony
SYF
$23.7B
$33.7M 0.05%
1,333,233
-115,690
-8% -$3.37M
MAT icon
362
Mattel
MAT
$4.17B
$33.6M 0.05%
1,073,725
+63,925
+6% +$2.03M
CXO
363
DELISTED
CONCHO RESOURCES INC.
CXO
$33.3M 0.05%
279,528
-23,800
-8% -$2.76M
CTXS
364
DELISTED
Citrix Systems Inc
CTXS
$33M 0.05%
517,475
+27,667
+6% +$1.82M
PAYX icon
365
Paychex
PAYX
$40.4B
$32.9M 0.05%
553,486
-38,397
-6% -$2.06M
WY icon
366
Weyerhaeuser
WY
$17.3B
$32.5M 0.05%
1,090,418
-61,336
-5% -$1.89M
HSBC icon
367
HSBC
HSBC
$355B
$32.3M 0.05%
1,158,862
-143,532
-11% -$4.06M
INFY icon
368
Infosys
INFY
$45B
$32.3M 0.05%
3,619,324
+165,382
+5% +$1.55M
IPG
369
DELISTED
Interpublic Group of Companies
IPG
$32.2M 0.05%
1,391,845
+52,149
+4% +$1.23M
LNC icon
370
Lincoln National
LNC
$7.91B
$32M 0.05%
826,072
+37,077
+5% +$1.57M
RWR icon
371
State Street SPDR Dow Jones REIT ETF
RWR
$1.93B
$32M 0.05%
321,985
+15,605
+5% +$1.48M
KEYS icon
372
Keysight
KEYS
$54.5B
$31.8M 0.05%
1,091,544
+745,829
+216% +$21.1M
APTV icon
373
Aptiv
APTV
$12B
$31.7M 0.05%
506,584
+34,969
+7% +$2.44M
NOV icon
374
NOV
NOV
$7.45B
$31.7M 0.05%
941,842
+77,810
+9% +$2.5M
VOD icon
375
Vodafone
VOD
$34.9B
$31.5M 0.05%
1,020,325
+43,205
+4% +$1.4M
13 14
15
16 17

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MCM
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PSUF
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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.