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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
PSA icon
201
Public Storage
PSA
$55.3B
$62.5M 0.1%
244,569
-12,671
-5% -$3.25M
MS icon
202
Morgan Stanley
MS
$338B
$62.2M 0.1%
2,394,958
-407
-0% -$10.6K
LUV icon
203
Southwest Airlines
LUV
$21.9B
$62M 0.1%
1,581,289
-62,743
-4% -$2.69M
ROST icon
204
Ross Stores
ROST
$74.5B
$61.9M 0.1%
1,091,442
+117,794
+12% +$6.54M
BSX icon
205
Boston Scientific
BSX
$64.8B
$61.7M 0.1%
2,638,026
+563,606
+27% +$12.2M
CAH icon
206
Cardinal Health
CAH
$52.9B
$60.6M 0.1%
776,787
-71,846
-8% -$5.73M
SCHW
207
Charles Schwab
SCHW
$177B
$60M 0.09%
2,368,849
+107,853
+5% +$3.07M
PPG icon
208
PPG Industries
PPG
$25.4B
$59.9M 0.09%
574,660
-7,945
-1% -$868K
EL icon
209
Estee Lauder
EL
$28.9B
$59.3M 0.09%
651,044
-137,454
-17% -$12.8M
WHR icon
210
Whirlpool
WHR
$2.31B
$59.2M 0.09%
355,290
+30,747
+9% +$5.43M
SHPG
211
DELISTED
Shire pic
SHPG
$58.4M 0.09%
317,270
+125,262
+65% +$22.6M
MOS icon
212
The Mosaic Company
MOS
$7.08B
$58.1M 0.09%
2,217,701
+275,446
+14% +$7.31M
MJN
213
DELISTED
Mead Johnson Nutrition Company
MJN
$57M 0.09%
627,711
+13,368
+2% +$1.13M
APA icon
214
APA Corp
APA
$12.9B
$56.7M 0.09%
1,018,561
+66,282
+7% +$3.6M
PPL
215
PPL Corp
PPL
$27.3B
$56.7M 0.09%
1,501,286
+129,082
+9% +$4.92M
ADM icon
216
Archer Daniels Midland
ADM
$41.6B
$56M 0.09%
1,304,788
+20,452
+2% +$815K
K
217
DELISTED
Kellanova
K
$55.9M 0.09%
729,509
+95,240
+15% +$6.83M
TM icon
218
Toyota
TM
$209B
$55.5M 0.09%
555,400
+4,545
+0.8% +$467K
HUM icon
219
Humana
HUM
$47.4B
$55.5M 0.09%
308,288
+7,798
+3% +$1.39M
PARA
220
DELISTED
Paramount Global Class B
PARA
$55.2M 0.09%
1,014,471
+28,832
+3% +$1.57M
AMX icon
221
America Movil
AMX
$77.9B
$55M 0.09%
4,483,665
+174,982
+4% +$2.34M
BTI icon
222
British American Tobacco
BTI
$129B
$54.6M 0.09%
843,884
+30,942
+4% +$1.87M
AON icon
223
Aon
AON
$76B
$54.4M 0.09%
498,231
+16,176
+3% +$1.71M
KMI icon
224
Kinder Morgan
KMI
$72.9B
$54.3M 0.09%
2,900,263
+13,882
+0.5% +$247K
TTE icon
225
TotalEnergies
TTE
$191B
$54.2M 0.09%
1,127,012
+99,806
+10% +$4.78M
7 8
9
10 11

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MCM
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PSUF
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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.