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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
NVO
151
Novo Nordisk
NVO
$213B
$84.7M 0.13%
3,150,562
+189,040
+6% +$5.18M
DAL icon
152
Delta Air Lines
DAL
$53.9B
$83.8M 0.13%
2,300,949
-971,156
-30% -$41.3M
ETR icon
153
Entergy
ETR
$54B
$83.8M 0.13%
2,060,010
+158,904
+8% +$6.1M
DG icon
154
Dollar General
DG
$25.4B
$83.3M 0.13%
886,494
+140,744
+19% +$12.1M
IP icon
155
International Paper
IP
$20.1B
$83.1M 0.13%
2,071,774
-3,140
-0.2% -$125K
DFS
156
DELISTED
Discover Financial Services
DFS
$82.6M 0.13%
1,540,893
+103,595
+7% +$5.64M
TEVA icon
157
Teva Pharmaceuticals
TEVA
$36.3B
$82.1M 0.13%
1,635,352
+2,651
+0.2% +$141K
HPQ icon
158
HP
HPQ
$22.4B
$81.8M 0.13%
6,514,409
+48,462
+0.7% +$603K
EIX icon
159
Edison International
EIX
$30.6B
$81.5M 0.13%
1,049,211
+12,927
+1% +$928K
F icon
160
Ford
F
$56.4B
$81.1M 0.13%
6,455,174
+1,200,129
+23% +$15.8M
BAP icon
161
Credicorp
BAP
$30.8B
$79.8M 0.13%
517,091
-31,558
-6% -$4.52M
MPC icon
162
Marathon Petroleum
MPC
$91.2B
$79.7M 0.13%
2,098,893
+37,204
+2% +$1.37M
STI
163
DELISTED
SunTrust Banks, Inc.
STI
$79.5M 0.13%
1,935,032
+59,515
+3% +$2.43M
MON
164
DELISTED
Monsanto Co
MON
$79.2M 0.13%
765,937
+34,671
+5% +$3.43M
BAX icon
165
Baxter International
BAX
$11.2B
$79.1M 0.12%
1,750,195
+110,131
+7% +$4.83M
COF icon
166
Capital One
COF
$123B
$79.1M 0.12%
1,245,224
-100,268
-7% -$6.98M
M icon
167
Macy's
M
$6.14B
$79.1M 0.12%
2,352,902
-502,091
-18% -$18M
COR icon
168
Cencora
COR
$59.4B
$78.1M 0.12%
983,998
-4,665
-0.5% -$374K
YUM icon
169
Yum! Brands
YUM
$40.6B
$77.7M 0.12%
1,303,768
+49,028
+4% +$2.89M
XRAY icon
170
Dentsply Sirona
XRAY
$2.55B
$77.7M 0.12%
1,252,634
+221,720
+22% +$13.6M
FDX icon
171
FedEx
FDX
$74.7B
$77.6M 0.12%
510,944
+24,692
+5% +$4M
TSM icon
172
TSMC
TSM
$2.16T
$77.3M 0.12%
2,947,807
+540,432
+22% +$13.5M
ISRG icon
173
Intuitive Surgical
ISRG
$119B
$76.6M 0.12%
1,042,632
+31,590
+3% +$2.22M
VIAB
174
DELISTED
Viacom Inc. Class B
VIAB
$76.6M 0.12%
1,847,177
+81,211
+5% +$3.36M
BP icon
175
BP
BP
$113B
$76.4M 0.12%
2,557,284
-208,191
-8% -$5.61M
5 6
7
8 9

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MCM
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PSUF
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IA
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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.