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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
HD icon
26
Home Depot
HD
$324B
$358M 0.57%
2,805,680
+16,754
+0.6% +$2.22M
KO icon
27
Coca-Cola
KO
$349B
$344M 0.54%
7,586,454
+418,915
+6% +$18.9M
CSCO icon
28
Cisco
CSCO
$444B
$343M 0.54%
11,971,423
+265,517
+2% +$7.45M
CMCSA icon
29
Comcast
CMCSA
$78.3B
$325M 0.51%
9,957,748
+267,886
+3% +$8.32M
PEP icon
30
PepsiCo
PEP
$184B
$314M 0.5%
2,968,416
+584
+0% +$60.3K
BAC icon
31
Bank of America
BAC
$430B
$310M 0.49%
23,385,311
-875,943
-4% -$12.3M
QCOM icon
32
Qualcomm
QCOM
$180B
$308M 0.49%
5,751,367
+315,904
+6% +$16.6M
WMT icon
33
Walmart Inc
WMT
$863B
$302M 0.48%
12,387,837
+885,078
+8% +$20.5M
MO icon
34
Altria Group
MO
$120B
$296M 0.47%
4,296,895
+282,453
+7% +$18.1M
ORCL icon
35
Oracle
ORCL
$346B
$292M 0.46%
7,146,156
+103,358
+1% +$4.13M
AMGN icon
36
Amgen
AMGN
$201B
$273M 0.43%
1,791,355
+62,876
+4% +$9.78M
DIS icon
37
Walt Disney
DIS
$161B
$267M 0.42%
2,727,545
+54,613
+2% +$5.46M
BMY icon
38
Bristol-Myers Squibb
BMY
$126B
$262M 0.41%
3,563,989
+139,326
+4% +$9.84M
CVS icon
39
CVS Health
CVS
$136B
$261M 0.41%
2,721,208
-31,711
-1% -$3.16M
GILD icon
40
Gilead Sciences
GILD
$162B
$259M 0.41%
3,109,538
+94,597
+3% +$8.4M
CELG
41
DELISTED
Celgene Corp
CELG
$257M 0.41%
2,607,279
+88,047
+3% +$9.11M
MMM icon
42
3M
MMM
$87.5B
$254M 0.4%
1,733,466
+173,615
+11% +$24.5M
MCD icon
43
McDonald's
MCD
$187B
$248M 0.39%
2,064,527
+69,257
+3% +$8.67M
MA icon
44
Mastercard
MA
$469B
$242M 0.38%
2,744,864
+144,189
+6% +$13.8M
C icon
45
Citigroup
C
$221B
$237M 0.37%
5,580,121
-431,005
-7% -$19.1M
WBA
46
DELISTED
Walgreens Boots Alliance
WBA
$226M 0.36%
2,718,241
+466,466
+21% +$37.6M
AGN
47
DELISTED
Allergan plc
AGN
$212M 0.33%
915,478
+73,655
+9% +$17M
COST icon
48
Costco
COST
$411B
$207M 0.33%
1,320,147
+63,556
+5% +$9.62M
IWF icon
49
iShares Russell 1000 Growth ETF
IWF
$123B
$201M 0.32%
8,023,152
+421,992
+6% +$10.5M
SLB icon
50
SLB Ltd
SLB
$70.6B
$197M 0.31%
2,495,556
+313,677
+14% +$24M
1
2
3 4 5

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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.