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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
ESRX
101
DELISTED
Express Scripts Holding Company
ESRX
$117M 0.19%
1,549,866
+137,343
+10% +$10.1M
TGT icon
102
Target
TGT
$61.1B
$116M 0.18%
1,666,179
-204,824
-11% -$15.3M
ICE icon
103
Intercontinental Exchange
ICE
$81B
$116M 0.18%
2,267,635
+343,360
+18% +$17.3M
NEE icon
104
NextEra Energy
NEE
$187B
$115M 0.18%
3,540,904
+224,440
+7% +$6.74M
SO icon
105
Southern Company
SO
$109B
$114M 0.18%
2,128,782
+112,601
+6% +$5.66M
AEP icon
106
American Electric Power
AEP
$73.4B
$114M 0.18%
1,628,485
+20,116
+1% +$1.32M
SPY icon
107
State Street SPDR S&P 500 ETF Trust
SPY
$777B
$114M 0.18%
544,280
-2,272
-0.4% -$471K
COP icon
108
ConocoPhillips
COP
$146B
$113M 0.18%
2,602,215
+200,456
+8% +$8.84M
AET
109
DELISTED
Aetna Inc
AET
$113M 0.18%
927,327
-27,857
-3% -$3.2M
RTN
110
DELISTED
Raytheon Company
RTN
$113M 0.18%
830,645
+40,280
+5% +$5.25M
CB icon
111
Chubb
CB
$137B
$110M 0.17%
841,554
+2,321
+0.3% +$286K
USB icon
112
US Bancorp
USB
$98.7B
$110M 0.17%
2,721,112
+52,496
+2% +$2.19M
ADBE icon
113
Adobe
ADBE
$84.3B
$109M 0.17%
1,137,647
+130,242
+13% +$12.5M
ITW icon
114
Illinois Tool Works
ITW
$79.7B
$108M 0.17%
1,040,453
+23,043
+2% +$2.41M
EOG icon
115
EOG Resources
EOG
$77.5B
$108M 0.17%
1,292,293
+28,790
+2% +$2.31M
BDX icon
116
Becton Dickinson
BDX
$42.1B
$107M 0.17%
643,946
+151,999
+31% +$24.3M
GS icon
117
Goldman Sachs
GS
$317B
$106M 0.17%
715,993
-70,232
-9% -$11M
PNC icon
118
PNC Financial Services
PNC
$99.5B
$106M 0.17%
1,306,061
-15,435
-1% -$1.33M
CAT icon
119
Caterpillar
CAT
$412B
$106M 0.17%
1,397,787
+48,002
+4% +$3.6M
QVCGA
120
DELISTED
QVC Group Inc Series A
QVCGA
$106M 0.17%
85,905
+14,578
+20% +$18.3M
PEG icon
121
Public Service Enterprise Group
PEG
$39.8B
$104M 0.16%
2,228,784
+73,172
+3% +$3.32M
EQIX icon
122
Equinix
EQIX
$102B
$103M 0.16%
266,000
+9,511
+4% +$3.32M
DD
123
DELISTED
Du Pont De Nemours E I
DD
$102M 0.16%
1,576,098
+42,484
+3% +$2.79M
AVGO icon
124
Broadcom
AVGO
$1.87T
$101M 0.16%
6,510,380
-727,970
-10% -$11.1M
OMC icon
125
Omnicom Group
OMC
$22.2B
$98.3M 0.16%
1,206,444
-4,608
-0.4% -$383K
3 4
5
6 7

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AF
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MCM
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PSUF
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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.