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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
CTSH icon
126
Cognizant
CTSH
$20.3B
$98.3M 0.16%
1,717,514
+25,762
+2% +$1.56M
MCK icon
127
McKesson
MCK
$96.5B
$98.1M 0.15%
525,536
-22,109
-4% -$3.88M
STZ icon
128
Constellation Brands
STZ
$22.1B
$97.8M 0.15%
591,040
+4,890
+0.8% +$766K
HCA icon
129
HCA Healthcare
HCA
$83.5B
$97.2M 0.15%
1,262,321
+66,645
+6% +$5.26M
AXP icon
130
American Express
AXP
$233B
$96.8M 0.15%
1,592,890
+125,781
+9% +$7.97M
TSN icon
131
Tyson Foods
TSN
$20B
$96.1M 0.15%
1,438,978
+66,577
+5% +$4.32M
SHW icon
132
Sherwin-Williams
SHW
$76.6B
$95.6M 0.15%
976,293
-25,002
-2% -$2.44M
ALL icon
133
Allstate
ALL
$65.5B
$94.1M 0.15%
1,344,809
+174,906
+15% +$11.7M
RDS.A
134
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$94M 0.15%
1,702,685
-50,464
-3% -$2.57M
NVS icon
135
Novartis
NVS
$297B
$93.7M 0.15%
1,267,655
+48,894
+4% +$3.38M
BBWI icon
136
Bath & Body Works
BBWI
$3.9B
$93.6M 0.15%
1,725,559
+421,027
+32% +$24.7M
AMT icon
137
American Tower
AMT
$76.7B
$92.7M 0.15%
815,761
+95,451
+13% +$10.2M
MU icon
138
Micron Technology
MU
$1.12T
$91.8M 0.15%
6,673,824
-495,388
-7% -$5.63M
ETN icon
139
Eaton
ETN
$161B
$91.7M 0.14%
1,534,946
-64,663
-4% -$3.97M
TRIP icon
140
TripAdvisor
TRIP
$1.57B
$90.8M 0.14%
1,411,530
+72,792
+5% +$4.72M
VLO icon
141
Valero Energy
VLO
$90.6B
$90.7M 0.14%
1,779,129
-69,014
-4% -$3.91M
SYY icon
142
Sysco
SYY
$39.1B
$89.3M 0.14%
1,760,088
+45,287
+3% +$2.19M
ECL icon
143
Ecolab
ECL
$74.1B
$89.2M 0.14%
751,831
-21,234
-3% -$2.48M
MRSH
144
Marsh
MRSH
$84.2B
$88.8M 0.14%
1,297,604
+38,090
+3% +$2.45M
NFLX icon
145
Netflix
NFLX
$287B
$88.4M 0.14%
9,664,560
-741,210
-7% -$7.12M
AMAT icon
146
Applied Materials
AMAT
$447B
$88.3M 0.14%
3,682,665
+441,222
+14% +$9.73M
CLX icon
147
Clorox
CLX
$11.3B
$88.2M 0.14%
637,383
+88,910
+16% +$11.5M
DVN icon
148
Devon Energy
DVN
$52.2B
$87.9M 0.14%
2,423,975
-388,281
-14% -$13.2M
HAL icon
149
Halliburton
HAL
$27.3B
$87.5M 0.14%
1,931,238
+247,520
+15% +$10.2M
BUD icon
150
AB InBev
BUD
$155B
$85.3M 0.13%
647,455
-93,196
-13% -$11.7M
4 5
6
7 8

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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.