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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
DHR icon
76
Danaher
DHR
$135B
$131M 0.21%
1,933,963
-55,676
-3% -$3.64M
EA icon
77
Electronic Arts
EA
$52.4B
$131M 0.21%
1,728,289
+111,552
+7% +$7.85M
MET icon
78
MetLife
MET
$59.5B
$129M 0.2%
3,629,841
-120,595
-3% -$4.7M
EBAY icon
79
eBay
EBAY
$48.5B
$129M 0.2%
5,493,479
+1,212,756
+28% +$29.3M
AFL icon
80
Aflac
AFL
$63.3B
$128M 0.2%
3,554,534
+99,462
+3% +$3.4M
SPG icon
81
Simon Property Group
SPG
$73B
$127M 0.2%
586,745
+31,340
+6% +$6.4M
TWX
82
DELISTED
Time Warner Inc
TWX
$127M 0.2%
1,724,627
+106,572
+7% +$7.88M
DD icon
83
DuPont de Nemours
DD
$18.6B
$127M 0.2%
1,006,596
+30,735
+3% +$4.04M
LLY icon
84
Eli Lilly
LLY
$1.06T
$127M 0.2%
1,608,146
+12,465
+0.8% +$938K
TJX icon
85
TJX Companies
TJX
$170B
$126M 0.2%
3,272,982
+537,244
+20% +$20.5M
ELV icon
86
Elevance Health
ELV
$82.3B
$126M 0.2%
957,612
+88,567
+10% +$12.1M
DUK icon
87
Duke Energy
DUK
$101B
$125M 0.2%
1,462,075
+108,520
+8% +$8.67M
KR icon
88
Kroger
KR
$34.2B
$125M 0.2%
3,396,374
-13,227
-0.4% -$476K
AIG icon
89
American International
AIG
$41.4B
$125M 0.2%
2,357,416
-63,165
-3% -$3.49M
EMC
90
DELISTED
EMC CORPORATION
EMC
$124M 0.2%
4,571,292
+145,516
+3% +$3.93M
TMO icon
91
Thermo Fisher Scientific
TMO
$213B
$124M 0.2%
838,961
+55,199
+7% +$8.15M
EXC icon
92
Exelon
EXC
$48.4B
$124M 0.2%
4,768,687
+108,090
+2% +$2.67M
UPS icon
93
United Parcel Service
UPS
$97B
$123M 0.19%
1,143,267
+98,869
+9% +$10.3M
GIS icon
94
General Mills
GIS
$19B
$123M 0.19%
1,725,646
+77,986
+5% +$4.96M
PSX icon
95
Phillips 66
PSX
$83B
$123M 0.19%
1,549,900
+19,736
+1% +$1.61M
ABT icon
96
Abbott
ABT
$175B
$123M 0.19%
3,125,262
-14,467
-0.5% -$576K
ADP icon
97
Automatic Data Processing
ADP
$97.1B
$121M 0.19%
1,319,867
+46,092
+4% +$4.07M
CRM icon
98
Salesforce
CRM
$129B
$120M 0.19%
1,505,188
-49,843
-3% -$3.91M
KHC icon
99
Kraft Heinz
KHC
$30.1B
$119M 0.19%
1,346,849
+18,402
+1% +$1.51M
INTU icon
100
Intuit
INTU
$77B
$118M 0.19%
1,057,878
+666
+0.1% +$69.6K
2 3
4
5 6

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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.