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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
NLSN
176
DELISTED
Nielsen Holdings plc
NLSN
$75.6M 0.12%
1,454,061
+401,934
+38% +$21.2M
WM icon
177
Waste Management
WM
$95.3B
$75.5M 0.12%
1,139,110
+47,837
+4% +$2.89M
EMR icon
178
Emerson Electric
EMR
$81.2B
$74.4M 0.12%
1,426,124
+99,300
+7% +$5.27M
SYK icon
179
Stryker
SYK
$122B
$73.9M 0.12%
616,796
+53,502
+9% +$5.98M
CI icon
180
Cigna
CI
$75.7B
$73.9M 0.12%
577,259
-34,509
-6% -$4.56M
D icon
181
Dominion Energy
D
$62.8B
$73.3M 0.12%
940,277
+60,106
+7% +$4.36M
ATVI
182
DELISTED
Activision Blizzard
ATVI
$72.8M 0.11%
1,836,239
-192,479
-9% -$7.07M
NSC icon
183
Norfolk Southern
NSC
$78.3B
$72.1M 0.11%
846,995
+32,418
+4% +$2.76M
DE icon
184
Deere & Co
DE
$165B
$72M 0.11%
888,004
-54,599
-6% -$4.48M
ED icon
185
Consolidated Edison
ED
$41.6B
$71.6M 0.11%
889,567
+36,126
+4% +$2.71M
CHTR icon
186
Charter Communications
CHTR
$15.6B
$70.4M 0.11%
307,954
+220,515
+252% +$47.4M
GD icon
187
General Dynamics
GD
$103B
$70M 0.11%
502,866
-9,924
-2% -$1.38M
PRU icon
188
Prudential Financial
PRU
$40.9B
$69.6M 0.11%
975,917
+86,740
+10% +$6.55M
STT icon
189
State Street
STT
$50.6B
$69.6M 0.11%
1,290,317
+55,316
+4% +$3.3M
BNY
190
Bank of New York Mellon
BNY
$109B
$69.4M 0.11%
1,786,786
+153,010
+9% +$6.09M
LYB icon
191
LyondellBasell Industries
LYB
$19.9B
$68.7M 0.11%
922,716
-8,000
-0.9% -$660K
GLW icon
192
Corning
GLW
$134B
$68.4M 0.11%
3,340,107
+128,427
+4% +$2.57M
SJM icon
193
J.M. Smucker
SJM
$12.4B
$68.2M 0.11%
447,468
+10,124
+2% +$1.35M
BLK icon
194
Blackrock
BLK
$161B
$67.9M 0.11%
198,166
+11,136
+6% +$3.91M
APD icon
195
Air Products & Chemicals
APD
$65.5B
$66.8M 0.11%
508,762
+7,507
+1% +$1,000K
CME icon
196
CME Group
CME
$91.9B
$65.5M 0.1%
672,511
+23,334
+4% +$2.21M
ZBH icon
197
Zimmer Biomet
ZBH
$17.3B
$64.4M 0.1%
551,150
+218,249
+66% +$24.7M
PX
198
DELISTED
Praxair Inc
PX
$64.3M 0.1%
571,779
+68,537
+14% +$7.77M
ITUB icon
199
Itaú Unibanco
ITUB
$92B
$64.1M 0.1%
15,392,537
+1,573,061
+11% +$6.06M
TFCFA
200
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$63.7M 0.1%
2,354,831
+282,151
+14% +$8.22M
6 7
8
9 10

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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.