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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$967B
$2.01B 3.18%
10,482,175
+607,013
+6% +$116M
AAPL icon
2
Apple
AAPL
$4.72T
$1.01B 1.59%
42,243,476
-1,587,724
-4% -$39.5M
MSFT icon
3
Microsoft
MSFT
$2.82T
$924M 1.46%
18,055,274
-96,511
-0.5% -$5.02M
XOM icon
4
ExxonMobil
XOM
$654B
$808M 1.27%
8,614,557
+398,452
+5% +$35.2M
JNJ icon
5
Johnson & Johnson
JNJ
$621B
$760M 1.2%
6,266,307
+305,554
+5% +$34.7M
T icon
6
AT&T
T
$158B
$626M 0.99%
19,190,627
+881,171
+5% +$26.2M
AMZN icon
7
Amazon
AMZN
$2.5T
$605M 0.96%
16,912,680
-622,060
-4% -$21M
META icon
8
Meta Platforms (Facebook)
META
$1.53T
$581M 0.92%
5,088,362
+194,868
+4% +$22.5M
JPM icon
9
JPMorgan Chase
JPM
$926B
$575M 0.91%
9,255,895
+196,219
+2% +$12.3M
GOOGL icon
10
Alphabet (Google) Class A
GOOGL
$3.88T
$565M 0.89%
16,060,040
+172,200
+1% +$6.32M
PFE icon
11
Pfizer
PFE
$143B
$531M 0.84%
15,885,855
+2,059,779
+15% +$65.7M
GE icon
12
GE Aerospace
GE
$362B
$520M 0.82%
3,450,040
+66,952
+2% +$9.77M
VZ icon
13
Verizon
VZ
$186B
$515M 0.81%
9,231,036
+443,000
+5% +$23M
IVV icon
14
iShares Core S&P 500 ETF
IVV
$875B
$508M 0.8%
2,413,955
-624,160
-21% -$130M
CVX icon
15
Chevron
CVX
$392B
$506M 0.8%
4,823,845
-148,196
-3% -$14.9M
V icon
16
Visa
V
$665B
$467M 0.74%
6,293,344
+276,896
+5% +$21.7M
PG icon
17
Procter & Gamble
PG
$342B
$449M 0.71%
5,302,976
+124,516
+2% +$10.2M
BRK.B icon
18
Berkshire Hathaway Class B
BRK.B
$1.06T
$429M 0.68%
2,963,265
+129,203
+5% +$18.5M
GOOG icon
19
Alphabet (Google) Class C
GOOG
$3.87T
$424M 0.67%
12,253,760
+494,240
+4% +$17.8M
WFC icon
20
Wells Fargo
WFC
$261B
$399M 0.63%
8,421,291
+343,845
+4% +$16.8M
INTC icon
21
Intel
INTC
$511B
$391M 0.62%
11,926,814
+574,900
+5% +$18M
PM icon
22
Philip Morris
PM
$300B
$385M 0.61%
3,785,971
+219,698
+6% +$21.9M
UNH icon
23
UnitedHealth
UNH
$384B
$384M 0.61%
2,722,079
+183,978
+7% +$24.5M
MRK icon
24
Merck
MRK
$323B
$365M 0.58%
6,633,357
+351,772
+6% +$18.7M
IBM icon
25
IBM
IBM
$193B
$359M 0.57%
2,477,153
+193,245
+8% +$27.7M
1
2 3 4 5

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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.